ShapeletSupervised Example - Teradata Vantage

Input

The input table has 10 price observations for four stocks. The column period contains time values, represented by integers.

SQL Call

SELECT * FROM ShapeletSupervised (
  ON shapelets_train AS InputTable
  OUT TABLE ModelTable (shapelets_model)
  USING
  IDColumn ('id')
  TimeColumn ('period')
  TargetColumn ('stockprice')
  CategoryColumn ('stock_category')
  SaxMinWindowSize (3)
  SaxMaxWindowSize (6)
  SaxOutputFrequency (1)
  SaxSymbolsPerWindow (3)
  RandomProjections (10)
  TimeInterval (1)
) AS dt;

Output

shapelet model table created.
number of shapelets : 1
number of rows : 6

This query returns the following table:

SELECT * FROM shapelets_model ORDER BY 1, 2;