Arguments - Aster Analytics

Teradata Aster Analytics Foundation User Guide

Product
Aster Analytics
Release Number
6.21
Published
November 2016
Language
English (United States)
Last Update
2018-04-14
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kiu1466024880662.ditamap
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AA-notempfilter_pdf_output.ditaval
dita:id
B700-1021
lifecycle
previous
Product Category
Software
Argument Category Description
ValueColumn Required Specifies the name of the input table column that contains the time series data.
Accumulate Required Specifies the names of the input table columns to copy to the output table.
Tip: To identify change points in the output table, specify the columns that appear in partition_exp and order_by_exp.
SegmentationMethod Optional Specifies one of these segmentation methods:
  • 'normal_distribution' (default): In each segment, the data is in a normal distribution.
  • 'linear_regression': In each segment, the data is in linear regression.
SearchMethod Optional Specifies the search method, binary segmentation. This is the default and only possible value.
MaxChangeNum Optional Specifies the maximum number of change points to detect. The default value is 10.
Penalty Optional Specifies the penalty function, which is used to avoid over-fitting. Possible values are:
  • 'BIC' (default)
  • 'AIC'
  • threshold, a DOUBLE PRECISION value
For BIC:
  • The condition for the existence of a change point is:

    ln(L 1)−ln(L 0) > (p 1 -p 0)*ln(n)/2

  • For normal distribution and linear regression, the condition is:

    (p 1 -p 0)*ln(n)/2 = ln(n)

For AIC:
  • The condition for the existence of a change point is:

    ln(L 1)−ln(L 0) > p 1 -p 0

  • For normal distribution and linear regression, the condition is:

    p 1 -p 0 = 2

For threshold, the specified value is compared to:

ln(L 1)−ln(L 0)

L 1 and L 2 are the maximum likelihood estimation of hypotheses H 1 and H 0. For normal distribution, the definition of Log(L 1 ) and Log(L 0) are in Background.

p is the number of additional parameters introduced by adding a change point. p is used in the information criterion BIC or AIC. p 1 and p 0 represent this parameter in hypotheses H 1 and H 0 separately.

OutputOption Optional Specifies the output table columns. Refer to the Output section. The default value is 'CHANGEPOINT'.