ChangePointDetection Example | Teradata Vantage - ChangePointDetection Example: Two Series, Default Options

ChangePointDetection Example | Teradata Vantage - ChangePointDetection Example: Two Series, Default Options - Teradata Vantage

Machine Learning Engine Analytic Function Reference

Product

Teradata Vantage

Release Number

9.02

9.01

2.0

1.3

Published

February 2022

Language

English (United States)

Last Update

2022-02-10

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B700-4003

lifecycle

Product Category

Teradata Vantage™

Input

Input table finance_data2 contains two time series of finance data.

finance_data2
sid	id	start_time_column	end_time_column	expenditure	income	investment
1	1	1967-06-30	2007-03-31	415	451	180
1	2	1967-06-30	2007-03-31	421	465	179
1	3	1967-06-30	2007-03-31	434	485	185
1	4	1967-06-30	2007-03-31	448	493	192
1	5	1967-06-30	2007-03-31	459	509	211
1	6	1967-06-30	2007-03-31	458	520	202
1	7	1967-06-30	2007-03-31	479	521	207
1	8	1967-06-30	2007-03-31	487	540	214
1	9	1967-06-30	2007-03-31	497	548	231
1	10	1967-06-30	2007-03-31	510	558	229
1	11	1967-06-30	2007-03-31	516	574	234
1	12	1967-06-30	2007-03-31	525	583	237
1	13	1967-06-30	2007-03-31	529	591	206
1	14	1967-06-30	2007-03-31	538	599	250
1	15	1967-06-30	2007-03-31	546	610	259
...	...	...	...	...	...	...

SQL Call

SELECT * FROM ChangePointDetection (
  ON finance_data2 PARTITION BY sid ORDER BY id
  USING
  TargetColumn ('expenditure')
  Accumulate ('sid', 'id', 'expenditure')
) AS dt;

Output

 sid id expenditure cptid 
 --- -- ----------- ----- 
   1  3       434.0     1
   1  5       459.0     2
   1  7       479.0     3
   1 10       510.0     4

Download a zip file of all examples and a SQL script file that creates their input tables.