teradataml 17.20.0.6__py3-none-any.whl → 20.0.0.0__py3-none-any.whl

teradataml/analytics/mle/ChangePointDetection.py

@@ -1,572 +0,0 @@
-#!/usr/bin/python
-# ################################################################## 
-# 
-# Copyright 2018 Teradata. All rights reserved.
-# TERADATA CONFIDENTIAL AND TRADE SECRET
-# 
-# Primary Owner: Adithya Avvaru (adithya.avvaru@teradata.com)
-# Secondary Owner: Pankaj Purandare (pankajvinod.purandare@teradata.com)
-# 
-# Version: 1.2
-# Function Version: 1.6
-# 
-# ################################################################## 
-
-import inspect
-import time
-from teradataml.common.wrapper_utils import AnalyticsWrapperUtils
-from teradataml.common.utils import UtilFuncs
-from teradataml.context.context import *
-from teradataml.dataframe.dataframe import DataFrame
-from teradataml.common.aed_utils import AedUtils
-from teradataml.analytics.analytic_query_generator import AnalyticQueryGenerator
-from teradataml.common.exceptions import TeradataMlException
-from teradataml.common.messages import Messages
-from teradataml.common.messagecodes import MessageCodes
-from teradataml.common.constants import TeradataConstants
-from teradataml.dataframe.dataframe_utils import DataFrameUtils as df_utils
-from teradataml.options.configure import configure
-from teradataml.options.display import display
-
-class ChangePointDetection:
-    
-    def __init__(self,
-        data = None,
-        value_column = None,
-        accumulate = None,
-        segmentation_method = "normal_distribution",
-        search_method = "binary",
-        max_change_num = 10,
-        penalty = "BIC",
-        output_option = "changepoint",
-        data_sequence_column = None,
-        data_partition_column = None,
-        data_order_column = None,
-        granularity = 1):
-        """
-        DESCRIPTION:
-            The ChangePointDetection function detects change points in a
-            stochastic process or time series, using retrospective change-point
-            detection, implemented with these algorithms:
-            * Search algorithm: binary search
-            * Segmentation algorithm: normal distribution and linear regression
-        
-        
-        PARAMETERS:
-            data:
-                Required Argument.
-                Specifies the teradataml DataFrame containing the input time
-                series data.
-         
-            data_partition_column:
-                Required Argument.
-                Specifies Partition By columns for "data".
-                Values to this argument can be provided as a list, if multiple 
-                columns are used for partition.
-                Types: str OR list of Strings (str)
-         
-            data_order_column:
-                Required Argument.
-                Specifies Order By columns for "data".
-                Values to this argument can be provided as a list, if multiple 
-                columns are used for ordering.
-                Types: str OR list of Strings (str)
-         
-            value_column:
-                Required Argument.
-                Specifies the name of the input teradataml DataFrame column
-                that contains the time series data.
-                Types: str
-         
-            accumulate:
-                Optional Argument. Required when teradataml is connected to
-                Vantage 1.0 Maintenance Update 2.
-                Specifies the names of the input teradataml DataFrame columns
-                to copy to the output table.
-                Tip: To identify change points in the output table, specify
-                the columns that appear in data_partition_column and
-                data_order_column.
-                Types: str OR list of Strings (str)
-         
-            segmentation_method:
-                Optional Argument.
-                Specifies one of these segmentation methods:
-                * normal_distribution : In each segment, the data is in a
-                                        normal distribution.
-                * linear_regression: In each segment, the data is in linear
-                                     regression.
-                Default Value: normal_distribution
-                Permitted Values: normal_distribution, linear_regression
-                Types: str
-         
-            search_method:
-                Optional Argument.
-                Specifies the search method, binary segmentation.
-                Default Value: binary
-                Permitted Values: binary
-                Types: str
-         
-            max_change_num:
-                Optional Argument.
-                Specifies the maximum number of change points to detect.
-                Default Value: 10
-                Types: int
-         
-            penalty:
-                Optional Argument.
-                Specifies the penalty function, which is used to avoid
-                over-fitting.
-                Possible values are: BIC , AIC and threshold (a float value).
-                * For BIC, the condition for the existence of a change point
-                  is: ln(L1) - ln(L0) > (p1 - p0) * ln(n)/2.
-                  For normal distribution and linear regression, the condition
-                  is: (p1 - p0) * ln(n)/2 = ln(n).
-                * For AIC, the condition for the existence of a change point
-                  is: ln(L1) - ln(L0) > p1 - p0.
-                  For normal distribution and linear regression, the condition
-                  is: p1 - p0 = 2.
-                * For threshold, the specified value is compared to:
-                  ln(L1) - ln(L0).
-                L1 and L0 are the maximum likelihood estimation of hypotheses
-                H1 and H0. For normal distribution, the definition of
-                Log(L1) and Log(L0) 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. p1 and p0
-                represent this parameter in hypotheses H1 and H0 separately.
-                Default Value: BIC
-                Types: str
-         
-            output_option:
-                Optional Argument.
-                Specifies the output teradataml DataFrame columns.
-                Default Value: changepoint
-                Permitted Values: changepoint, segment, verbose
-                Types: str
-            
-            data_sequence_column:
-                Optional Argument.
-                Specifies the list of column(s) that uniquely identifies each
-                row of the input argument "data". The argument is used to
-                ensure deterministic results for functions which produce
-                results that vary from run to run.
-                Types: str OR list of Strings (str)
-
-            granularity:
-                Optional Argument.
-                Specifies the difference between index of consecutive candidate
-                change points.
-                Note:
-                    "granularity" argument support is only available when teradataml
-                    is connected to Vantage 1.3 version.
-                Default Value: 1
-                Types: int
-    
-        RETURNS:
-            Instance of ChangePointDetection.
-            Output teradataml DataFrames can be accessed using attribute
-            references, such as ChangePointDetectionObj.<attribute_name>.
-            Output teradataml DataFrame attribute name is:
-                result
-        
-        
-        RAISES:
-            TeradataMlException, TypeError, ValueError
-        
-        
-        EXAMPLES:
-            #  Load the data to run the example.
-            load_example_data('changepointdetection', ['cpt', 'finance_data2'])
-         
-            # Provided example tables are 'cpt' and 'finance_data2'.
-            # These input tables contain time series data like expenditure,
-            # income between time periods or power consumption at certain
-            # periods or sequence or pulserate etc
-         
-            # Create teradataml DataFrame objects.
-            cpt_table = DataFrame.from_table('cpt')
-            print(cpt_table) # Only 10 rows are displayed by default
-         
-            # Example 1: (Using default parameters)
-            cpt_out = ChangePointDetection( data = cpt_table,
-                                            data_partition_column = 'sid',
-                                            data_order_column = 'id',
-                                            value_column = 'val',
-                                            accumulate = ['sid','id']
-                                            )
-            # Print the results
-            print(cpt_out.result)
-         
-            # Example 2: (Using 'VERBOSE' output_option)
-            cpt_out = ChangePointDetection( data = cpt_table,
-                                            data_partition_column = 'sid',
-                                            data_order_column = 'id',
-                                            value_column = 'val',
-                                            accumulate = ['sid', 'id'],
-                                            output_option = 'verbose'
-                                            )
-            # Print the results
-            print(cpt_out.result)
-         
-            # Example 3: (Using 'AIC' penalty)
-            cpt_out = ChangePointDetection( data = cpt_table,
-                                            data_partition_column = 'sid',
-                                            data_order_column = 'id',
-                                            value_column = 'val',
-                                            accumulate = ['sid', 'id'],
-                                            penalty = 'AIC'
-                                            )
-            # Print the results
-            print(cpt_out.result)
-         
-            # Example 4: (Using 'threshold' penalty of 20)
-            cpt_out = ChangePointDetection( data = cpt_table,
-                                            data_partition_column = 'sid',
-                                            data_order_column = 'id',
-                                            value_column = 'val',
-                                            accumulate = ['sid', 'id'],
-                                            penalty = '20.0'
-                                            )
-            # Print the results
-            print(cpt_out.result)
-         
-            # Example 5: (Using 'linear_regression' segmentation_method)
-            cpt_out = ChangePointDetection( data = cpt_table,
-                                            data_partition_column = 'sid',
-                                            data_order_column = 'id',
-                                            value_column = 'val',
-                                            accumulate = ['sid', 'id'],
-                                            segmentation_method = 'linear_regression'
-                                            )
-            # Print the results
-            print(cpt_out.result)
-         
-            # Example 6 : (Using 'linear_regression' segmentation_method and 'SEGMENT'
-            #             output_option)
-            cpt_out = ChangePointDetection( data = cpt_table,
-                                            data_partition_column = 'sid',
-                                            data_order_column = 'id',
-                                            value_column = 'val',
-                                            accumulate = ['sid', 'id'],
-                                            segmentation_method = 'linear_regression',
-                                            output_option = 'segment'
-                                            )
-            # Print the results
-            print(cpt_out.result)
-        
-        """
-        
-        # Start the timer to get the build time
-        _start_time = time.time()
-        
-        self.data  = data 
-        self.value_column  = value_column 
-        self.accumulate  = accumulate 
-        self.segmentation_method  = segmentation_method 
-        self.search_method  = search_method 
-        self.max_change_num  = max_change_num 
-        self.penalty  = penalty 
-        self.output_option  = output_option
-        self.data_sequence_column  = data_sequence_column 
-        self.data_partition_column  = data_partition_column 
-        self.data_order_column  = data_order_column
-        self.granularity = granularity
-        
-        # Create TeradataPyWrapperUtils instance which contains validation functions.
-        self.__awu = AnalyticsWrapperUtils()
-        self.__aed_utils = AedUtils()
-        
-        # Create argument information matrix to do parameter checking
-        self.__arg_info_matrix = []
-        self.__arg_info_matrix.append(["data", self.data, False, (DataFrame)])
-        self.__arg_info_matrix.append(["data_partition_column", self.data_partition_column, False, (str,list)])
-        self.__arg_info_matrix.append(["data_order_column", self.data_order_column, False, (str,list)])
-        self.__arg_info_matrix.append(["value_column", self.value_column, False, (str)])
-        self.__arg_info_matrix.append(["accumulate", self.accumulate, configure._vantage_version!="vantage1.0", (str,list)])
-        self.__arg_info_matrix.append(["segmentation_method", self.segmentation_method, True, (str)])
-        self.__arg_info_matrix.append(["search_method", self.search_method, True, (str)])
-        self.__arg_info_matrix.append(["max_change_num", self.max_change_num, True, (int)])
-        self.__arg_info_matrix.append(["penalty", self.penalty, True, (str)])
-        self.__arg_info_matrix.append(["output_option", self.output_option, True, (str)])
-        self.__arg_info_matrix.append(["granularity", self.granularity, True, (int)])
-        self.__arg_info_matrix.append(["data_sequence_column", self.data_sequence_column, True, (str,list)])
-        
-        if inspect.stack()[1][3] != '_from_model_catalog':
-            # Perform the function validations
-            self.__validate()
-            # Generate the ML query
-            self.__form_tdml_query()
-            # Execute ML query
-            self.__execute()
-            # Get the prediction type
-            self._prediction_type = self.__awu._get_function_prediction_type(self)
-        
-        # End the timer to get the build time
-        _end_time = time.time()
-        
-        # Calculate the build time
-        self._build_time = (int)(_end_time - _start_time)
-        
-    def __validate(self):
-        """
-        Function to validate sqlmr function arguments, which verifies missing 
-        arguments, input argument and table types. Also processes the 
-        argument values.
-        """
-        
-        # Make sure that a non-NULL value has been supplied for all mandatory arguments
-        self.__awu._validate_missing_required_arguments(self.__arg_info_matrix)
-        
-        # Make sure that a non-NULL value has been supplied correct type of argument
-        self.__awu._validate_argument_types(self.__arg_info_matrix)
-        
-        # Check to make sure input table types are strings or data frame objects or of valid type.
-        self.__awu._validate_input_table_datatype(self.data, "data", None)
-        
-        # Check for permitted values
-        segmentation_method_permitted_values = ["NORMAL_DISTRIBUTION", "LINEAR_REGRESSION"]
-        self.__awu._validate_permitted_values(self.segmentation_method, segmentation_method_permitted_values, "segmentation_method")
-        
-        search_method_permitted_values = ["BINARY"]
-        self.__awu._validate_permitted_values(self.search_method, search_method_permitted_values, "search_method")
-        
-        output_option_permitted_values = ["CHANGEPOINT", "SEGMENT", "VERBOSE"]
-        self.__awu._validate_permitted_values(self.output_option, output_option_permitted_values, "output_option")
-        
-        # Check whether the input columns passed to the argument are not empty.
-        # Also check whether the input columns passed to the argument valid or not.
-        self.__awu._validate_input_columns_not_empty(self.value_column, "value_column")
-        self.__awu._validate_dataframe_has_argument_columns(self.value_column, "value_column", self.data, "data", False)
-        
-        self.__awu._validate_input_columns_not_empty(self.accumulate, "accumulate")
-        self.__awu._validate_dataframe_has_argument_columns(self.accumulate, "accumulate", self.data, "data", False)
-        
-        self.__awu._validate_input_columns_not_empty(self.data_sequence_column, "data_sequence_column")
-        self.__awu._validate_dataframe_has_argument_columns(self.data_sequence_column, "data_sequence_column", self.data, "data", False)
-        
-        self.__awu._validate_input_columns_not_empty(self.data_partition_column, "data_partition_column")
-        self.__awu._validate_dataframe_has_argument_columns(self.data_partition_column, "data_partition_column", self.data, "data", True)
-        
-        self.__awu._validate_input_columns_not_empty(self.data_order_column, "data_order_column")
-        self.__awu._validate_dataframe_has_argument_columns(self.data_order_column, "data_order_column", self.data, "data", False)
-        
-        
-    def __form_tdml_query(self):
-        """
-        Function to generate the analytical function queries. The function defines 
-        variables and list of arguments required to form the query.
-        """
-        
-        # Output table arguments list
-        self.__func_output_args_sql_names = []
-        self.__func_output_args = []
-        
-        # Model Cataloging related attributes.
-        self._sql_specific_attributes = {}
-        self._sql_formula_attribute_mapper = {}
-        self._target_column = None
-        self._algorithm_name = None
-        
-        # Generate lists for rest of the function arguments
-        self.__func_other_arg_sql_names = []
-        self.__func_other_args = []
-        self.__func_other_arg_json_datatypes = []
-        
-        self.__func_other_arg_sql_names.append("ValueColumn")
-        self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(UtilFuncs._teradata_quote_arg(self.value_column, "\""), "'"))
-        self.__func_other_arg_json_datatypes.append("COLUMNS")
-        
-        if self.accumulate is not None:
-            self.__func_other_arg_sql_names.append("Accumulate")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(UtilFuncs._teradata_quote_arg(self.accumulate, "\""), "'"))
-            self.__func_other_arg_json_datatypes.append("COLUMNS")
-        
-        if self.segmentation_method is not None and self.segmentation_method != "normal_distribution":
-            self.__func_other_arg_sql_names.append("SegmentationMethod")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.segmentation_method, "'"))
-            self.__func_other_arg_json_datatypes.append("STRING")
-        
-        if self.search_method is not None and self.search_method != "binary":
-            self.__func_other_arg_sql_names.append("SearchMethod")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.search_method, "'"))
-            self.__func_other_arg_json_datatypes.append("STRING")
-        
-        if self.max_change_num is not None and self.max_change_num != 10:
-            self.__func_other_arg_sql_names.append("MaxChangeNum")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.max_change_num, "'"))
-            self.__func_other_arg_json_datatypes.append("INTEGER")
-        
-        if self.penalty is not None and self.penalty != "BIC":
-            self.__func_other_arg_sql_names.append("Penalty")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.penalty, "'"))
-            self.__func_other_arg_json_datatypes.append("STRING")
-        
-        if self.output_option is not None and self.output_option != "changepoint":
-            self.__func_other_arg_sql_names.append("OutputOption")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.output_option, "'"))
-            self.__func_other_arg_json_datatypes.append("STRING")
-        
-        if self.granularity is not None and self.granularity != 1:
-            self.__func_other_arg_sql_names.append("Granularity")
-            self.__func_other_args.append(UtilFuncs._teradata_collapse_arglist(self.granularity, "'"))
-            self.__func_other_arg_json_datatypes.append("INTEGER")
-        
-        # Generate lists for rest of the function arguments
-        sequence_input_by_list = []
-        if self.data_sequence_column is not None:
-            sequence_input_by_list.append("input:" + UtilFuncs._teradata_collapse_arglist(self.data_sequence_column, ""))
-        
-        if len(sequence_input_by_list) > 0:
-            self.__func_other_arg_sql_names.append("SequenceInputBy")
-            sequence_input_by_arg_value = UtilFuncs._teradata_collapse_arglist(sequence_input_by_list, "'")
-            self.__func_other_args.append(sequence_input_by_arg_value)
-            self.__func_other_arg_json_datatypes.append("STRING")
-            self._sql_specific_attributes["SequenceInputBy"] = sequence_input_by_arg_value
-        
-        
-        # Declare empty lists to hold input table information.
-        self.__func_input_arg_sql_names = []
-        self.__func_input_table_view_query = []
-        self.__func_input_dataframe_type = []
-        self.__func_input_distribution = []
-        self.__func_input_partition_by_cols = []
-        self.__func_input_order_by_cols = []
-        
-        # Process data
-        self.data_partition_column = UtilFuncs._teradata_collapse_arglist(self.data_partition_column, "\"")
-        self.__table_ref = self.__awu._teradata_on_clause_from_dataframe(self.data, False)
-        self.__func_input_distribution.append("FACT")
-        self.__func_input_arg_sql_names.append("input")
-        self.__func_input_table_view_query.append(self.__table_ref["ref"])
-        self.__func_input_dataframe_type.append(self.__table_ref["ref_type"])
-        self.__func_input_partition_by_cols.append(self.data_partition_column)
-        self.__func_input_order_by_cols.append(UtilFuncs._teradata_collapse_arglist(self.data_order_column, "\""))
-        
-        function_name = "ChangePointDetection"
-        # Create instance to generate SQLMR.
-        self.__aqg_obj = AnalyticQueryGenerator(function_name, 
-                self.__func_input_arg_sql_names, 
-                self.__func_input_table_view_query, 
-                self.__func_input_dataframe_type, 
-                self.__func_input_distribution, 
-                self.__func_input_partition_by_cols, 
-                self.__func_input_order_by_cols, 
-                self.__func_other_arg_sql_names, 
-                self.__func_other_args, 
-                self.__func_other_arg_json_datatypes, 
-                self.__func_output_args_sql_names, 
-                self.__func_output_args, 
-                engine="ENGINE_ML")
-        # Invoke call to SQL-MR generation.
-        self.sqlmr_query = self.__aqg_obj._gen_sqlmr_select_stmt_sql()
-        
-        # Print SQL-MR query if requested to do so.
-        if display.print_sqlmr_query:
-            print(self.sqlmr_query)
-        
-        # Set the algorithm name for Model Cataloging.
-        self._algorithm_name = self.__aqg_obj._get_alias_name_for_function(function_name)
-        
-    def __execute(self):
-        """
-        Function to execute SQL-MR queries. 
-        Create DataFrames for the required SQL-MR outputs.
-        """
-        # Generate STDOUT table name and add it to the output table list.
-        sqlmr_stdout_temp_tablename = UtilFuncs._generate_temp_table_name(prefix="td_sqlmr_out_", use_default_database=True, gc_on_quit=True, quote=False)
-        try:
-            # Generate the output.
-            UtilFuncs._create_view(sqlmr_stdout_temp_tablename, self.sqlmr_query)
-        except Exception as emsg:
-            raise TeradataMlException(Messages.get_message(MessageCodes.TDMLDF_EXEC_SQL_FAILED, str(emsg)), MessageCodes.TDMLDF_EXEC_SQL_FAILED)
-        
-        # Update output table data frames.
-        self._mlresults = []
-        self.result = self.__awu._create_data_set_object(df_input=UtilFuncs._extract_table_name(sqlmr_stdout_temp_tablename), source_type="table", database_name=UtilFuncs._extract_db_name(sqlmr_stdout_temp_tablename))
-        self._mlresults.append(self.result)
-        
-    def show_query(self):
-        """
-        Function to return the underlying SQL query.
-        When model object is created using retrieve_model(), then None is returned.
-        """
-        return self.sqlmr_query
-        
-    def get_prediction_type(self):
-        """
-        Function to return the Prediction type of the algorithm.
-        When model object is created using retrieve_model(), then the value returned is
-        as saved in the Model Catalog.
-        """
-        return self._prediction_type
-        
-    def get_target_column(self):
-        """
-        Function to return the Target Column of the algorithm.
-        When model object is created using retrieve_model(), then the value returned is
-        as saved in the Model Catalog.
-        """
-        return self._target_column
-        
-    def get_build_time(self):
-        """
-        Function to return the build time of the algorithm in seconds.
-        When model object is created using retrieve_model(), then the value returned is
-        as saved in the Model Catalog.
-        """
-        return self._build_time
-        
-    def _get_algorithm_name(self):
-        """
-        Function to return the name of the algorithm.
-        """
-        return self._algorithm_name
-        
-    def _get_sql_specific_attributes(self):
-        """
-        Function to return the dictionary containing the SQL specific attributes of the algorithm.
-        """
-        return self._sql_specific_attributes
-        
-    @classmethod
-    def _from_model_catalog(cls,
-        result = None,
-        **kwargs):
-        """
-        Classmethod is used by Model Cataloging, to instantiate this wrapper class.
-        """
-        kwargs.pop("result", None)
-        
-        # Model Cataloging related attributes.
-        target_column = kwargs.pop("__target_column", None)
-        prediction_type = kwargs.pop("__prediction_type", None)
-        algorithm_name = kwargs.pop("__algorithm_name", None)
-        build_time = kwargs.pop("__build_time", None)
-        
-        # Let's create an object of this class.
-        obj = cls(**kwargs)
-        obj.result  = result 
-        
-        # Initialize the sqlmr_query class attribute.
-        obj.sqlmr_query = None
-        
-        # Initialize the SQL specific Model Cataloging attributes.
-        obj._sql_specific_attributes = None
-        obj._target_column = target_column
-        obj._prediction_type = prediction_type
-        obj._algorithm_name = algorithm_name
-        obj._build_time = build_time
-        
-        # Update output table data frames.
-        obj._mlresults = []
-        obj.result = obj.__awu._create_data_set_object(df_input=UtilFuncs._extract_table_name(obj.result), source_type="table", database_name=UtilFuncs._extract_db_name(obj.result))
-        obj._mlresults.append(obj.result)
-        return obj
-        
-    def __repr__(self):
-        """
-        Returns the string representation for a ChangePointDetection class instance.
-        """
-        repr_string="############ STDOUT Output ############"
-        repr_string = "{}\n\n{}".format(repr_string,self.result)
-        return repr_string
-