ShapeletUnsupervised Example - Teradata Vantage

Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
8.00
1.0
Published
May 2019
Language
English (United States)
Last Update
2019-11-22
dita:mapPath
blj1506016597986.ditamap
dita:ditavalPath
blj1506016597986.ditaval
dita:id
B700-4003
lifecycle
previous
Product Category
Teradata Vantageā„¢

Input

The input table has 10 price observations for four stocks. The column period contains time values, represented by integers. Because the function is unsupervised, it ignores the stock_category column; however, you can use that column to verify that the created clusters belong to the same category.

InputTable: ushapelets_input
stockid period stockprice stock_category
1 22418 460 Technology
1 22419 457 Technology
1 22420 452 Technology
1 22421 459 Technology
1 22422 462 Technology
1 22423 459 Technology
1 22424 463 Technology
1 22425 479 Technology
1 22426 493 Technology
1 22427 490 Technology
2 22418 66.62 Healthcare
2 22419 66.87 Healthcare
2 22420 67 Healthcare
2 22421 67.25 Healthcare
2 22422 65.88 Healthcare
2 22423 66.12 Healthcare
2 22424 66.5 Healthcare
2 22425 67.75 Healthcare
2 22426 67.5 Healthcare
2 22427 67.25 Healthcare
3 22418 66.42 Healthcare
3 22419 66.87 Healthcare
3 22420 66.6 Healthcare
3 22421 67.15 Healthcare
3 22422 65.68 Healthcare
3 22423 65.92 Healthcare
3 22424 66.7 Healthcare
3 22425 67.75 Healthcare
3 22426 68 Healthcare
3 22427 66.95 Healthcare
4 22418 489 Technology
4 22419 487 Technology
4 22420 485 Technology
4 22421 489 Technology
4 22422 490 Technology
4 22423 496 Technology
4 22424 497 Technology
4 22425 499 Technology
4 22426 498 Technology
4 22427 497 Technology

The following figure is a graphic representation of the input data.

ShapeletUnsupervised Example Input Data

In the time period shown, technology stocks 1 and 4 have similar price trajectories, as do healthcare stocks 2 and 3.

SQL Call

SELECT * FROM ShapeletUnsupervised (
  ON ushapelets_input AS InputTable
  OUT TABLE OutputTable (uss_output)
  USING
  ID ('stockid')
  TimeColumn ('period')
  TargetColumn ('stockprice')
  SAXWindowSize (5)
  OverwriteOutput ('true')
) AS dt ORDER BY 1;

Output

stats
Unsupervised shapelets table created.
number of clusters : 2
number of timeseries : 4

The function assigned technology stocks 1 and 4 to cluster 0 and healthcare stocks 2 and 3 to cluster 1.

uss_output
stockid cluster_label
3 1
2 1
1 0
4 0