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
ValueColumn ('expenditure')
Accumulate ('sid', 'id', 'expenditure')
) AS dt ORDER BY sid, id;
Output
sid |
id |
expenditure |
cptid |
1 |
3 |
434 |
1 |
1 |
5 |
459 |
2 |
1 |
7 |
479 |
3 |
1 |
10 |
510 |
4 |
1 |
12 |
525 |
5 |
1 |
14 |
538 |
6 |
1 |
17 |
574 |
7 |
1 |
19 |
586 |
8 |
1 |
22 |
639 |
9 |
1 |
25 |
679 |
10 |
2 |
34 |
746 |
1 |
2 |
37 |
1774 |
2 |
2 |
42 |
1958 |
3 |
2 |
44 |
1994 |
4 |
2 |
47 |
2102 |
5 |
2 |
49 |
798 |
6 |
2 |
52 |
858 |
7 |
2 |
55 |
934 |
8 |
2 |
58 |
1013 |
9 |