DWT Arguments - 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
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B700-4003
lifecycle
previous
Product Category
Teradata Vantage™
OutputTable
Specify the name for the table that the function creates to store the coefficients output by the wavelet transform. This table must not exist.
MetaTable
Specify the name for the table that the function creates to store the meta information for the wavelet transform. This table must not exist.
TargetColumns
Specify the names of the columns in the input table or view that contain the data to transform. These columns must contain numeric values between -1e308 and 1e308. The function treats NULL as 0.
SortColumn
Specify the name of the column that defines the order of samples in the sequences to transform. In a time series sequence, the column can consist of timestamp values.
If sort_column has duplicate elements in a sequence (that is, in a partition), sequence order can vary, and the function can produce different transform results for the sequence.
PartitionColumns
[Optional] Specify the names of the partition columns, which identify the sequences. Rows with the same partition column values belong to the same sequence. If you specify multiple partition columns, the function treats the first one as the distribute key of the output and meta tables.
Default behavior: All rows belong to one sequence, and the function creates a distribute key column named dwt_idrandom_name in both the output table and the meta table. In both tables, every cell of dwt_idrandom_name has the value 1.
Wavelet
[Required if you omit the wavelet filter table.] Specify a wavelet filter name from the following table.
Wavelet Family Supported Wavelet Names (wavelet values)
Daubechies 'db1' or 'haar', 'db2', .... ,'db10'
Coiflets 'coif1', ... , 'coif5'
Symlets 'sym1', ... ,' sym10'
Discrete Meyer 'dmey'
Biorthogonal 'bior1.1', 'bior1.3', 'bior1.5', 'bior2.2', 'bior2.4', 'bior2.6', 'bior2.8', 'bior3.1', 'bior3.3', 'bior3.5', 'bior3.7', 'bior3.9', 'bior4.4', 'bior5.5'
Reverse Biorthogonal 'rbio1.1', 'rbio1.3', 'rbio1.5' 'rbio2.2', 'rbio2.4', 'rbio2.6', 'rbio2.8', 'rbio3.1', 'rbio3.3', 'rbio3.5', 'rbio3.7','rbio3.9', 'rbio4.4', 'rbio5.5'
WaveletTransformLevel
Specify the wavelet transform level. The value level must be an integer in the range [1, 1000].
ExtensionMode
[Optional] Specify the wavelet transform level. The value level must be an integer in the range [1, 1000].

For the examples in the following table, assume that the sequence before the extension is 1 2 3 4 and the convolution kernel in the wavelet filter has the length 6, which means that the length of the sequence is to extend by 5 positions before and after the sequence.

Supported Extension Mode (extension_mode value) Description
sym (Default) Symmetrically replicate boundary values, mirroring the points near the boundaries. For example:

4 4 3 2 1 | 1 2 3 4 | 4 3 2 1 1
zpd Zero-pad boundary values with zero. For example:

0 0 0 0 0 | 1 2 3 4 | 0 0 0 0 0
ppd Periodic extension, fill boundary values as the input sequence is a periodic one. For example:

4 1 2 3 4 | 1 2 3 4 | 1 2 3 4 1