Input
- input: financial_data3, as in VARMAX Example 1: No Exogenous Model
SQL Call
SELECT * FROM SAX (
ON finance_data3 AS "input" PARTITION BY id ORDER BY period
USING
TargetColumns ('expenditure', 'income', 'investment')
TimeColumn ('period')
OutputType ('bitmap')
BitmapLevel (1)
WindowType ('sliding')
WindowSize (20)
Accumulate ('id')
) AS dt ORDER BY id;
Output
| id | period_start | period_end | expenditure_bitmap | income_bitmap | investment_bitmap |
|---|---|---|---|---|---|
| 1 | 1960Q1 | 1969Q4 | {"a":0.81,"b":1.0, "c":0.55,"d":0.87} | {"a":0.79,"b":1.0, "c":0.54,"d":0.87} | {"a":0.72,"b":1.0, "c":0.52,"d":0.9} |
| 2 | 1970Q1 | 1979Q4 | {"a":1.0,"b":0.98, "c":0.53,"d":0.93} | {"a":1.0,"b":0.95, "c":0.52,"d":0.91} | {"a":0.83,"b":1.0, "c":0.83,"d":0.79} |
| 3 | 1980Q1 | 1982Q4 | {"a":0.0,"b":0.0, "c":0.0,"d":0.0} | {"a":0.0,"b":0.0, "c":0.0,"d":0.0} | {"a":0.0,"b":0.0 , "c":0.0,"d":0.0} |