ShapeletSupervisedClassifier Example - Teradata Vantage

Input

• time_series: shapelets_test, which has additional data from the data set used to train the model
• shapelets: shapelets_model, output table of ShapeletSupervised Example

SQL Call

CREATE MULTISET TABLE shapelets_predict AS (
  SELECT * FROM ShapeletSupervisedClassifier (
    ON shapelets_test AS time_series PARTITION BY id ORDER BY period
    ON shapelets_model AS shapelets DIMENSION ORDER BY shapelet_id, time_instant
  USING
  TimeInterval (1)
  TargetColumn ('stockprice')
  Accumulate ('stock_category')
  ) AS dt
) WITH DATA;

Output

This query returns the following table:

SELECT * FROM shapelets_predict ORDER BY 1;

The column stock_category contains the original category.

Prediction Accuracy

This query returns the prediction accuracy:

SELECT (SELECT COUNT(id) FROM shapelets_predict
  WHERE predicted_category = stock_category)/
    (SELECT COUNT(id) FROM shapelets_predict) AS prediction_accuracy;

The prediction accuracy is 100% because the predicted and original categories are the same.