CCM Example: Simulated Data - Teradata Vantage

Input

Step 1 SQL Call: Identify Optimal Value for EmbeddingDimensions

The CauseColumns and EffectColumns syntax elements must have the same value, the SelfPredict syntax element must have the value 'true', and the LibrarySize syntax element must be omitted.

SELECT * from CCM (
  ON ccmexample AS InputTable
  USING
  SequenceIDColumn ('seqid')
  TimeColumn ('t')
  CauseColumns ('b')
  EffectColumns ('b')
  EmbeddingDimensions (2,3,4,5,6,7,8,9,10)
  SelfPredict ('t')
) AS dt;

Step 1 Output

 cause effect library_size correlation       jaccard_index lower_bound       upper_bound       effect_size effect_size_sd embedding_dimension 
 ----- ------ ------------ ----------------- ------------- ----------------- ----------------- ----------- -------------- ------------------- 
 b     b                60 0.663700687953145          NULL 0.663700687953145 0.663700687953145         0.0            0.0                   4

Step 2 SQL Call: Check for Causal Relationship Between Two Time Series

The EmbeddingDimensions syntax element has the optimal value identified in Step 1.

SELECT * from CCM (
  ON ccmexample AS InputTable
  USING
  SequenceIDColumn ('seqid')
  TimeColumn ('t')
  CauseColumns ('a','b')
  EffectColumns ('a','b')
  EmbeddingDimensions ('2')
) AS dt;

Step 2 Output

 cause effect library_size correlation       jaccard_index lower_bound        upper_bound       effect_size       effect_size_sd     
 ----- ------ ------------ ----------------- ------------- ------------------ ----------------- ----------------- ------------------ 
 b     a                 3 0.199821148005778          NULL  0.154320762926768 0.244475768800156 0.411670632601633 0.0258400884667059
 b     a               100 0.547088662768567          NULL    0.5336993960053 0.560203717679341              NULL               NULL
 a     b                 3 0.133354380025576          NULL 0.0884539033592824 0.177714016526658 0.157908314401436 0.0250404016758242
 a     b               100 0.284031327946218          NULL   0.26695597109749 0.300928402624589              NULL               NULL

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