teradataml 20.0.0.1__py3-none-any.whl → 20.0.0.3__py3-none-any.whl

teradataml/data/docs/uaf/docs_17_20/ArimaXEstimate.py

@@ -0,0 +1,293 @@
+def ArimaXEstimate(data1=None, data1_filter_expr=None, data2=None, 
+                   data2_filter_expr=None, nonseasonal_model_order=None, 
+                   seasonal_model_order=None, seasonal_period=None, 
+                   xreg=None, init=None, fixed=None, constant=False, 
+                   algorithm=None, max_iterations=100, coeff_stats=False, 
+                   fit_percentage=100, fit_metrics=False, residuals=False, 
+                   input_fmt_input_mode=None, 
+                   output_fmt_index_style="NUMERICAL_SEQUENCE", 
+                   **generic_arguments):
+    """
+    DESCRIPTION:
+        ArimaXEstimate() function extends the capability of ArimaEstimate() by
+        allowing to include external regressors or covariates to an ARIMA model.
+        The external regressors are specified in TDSeries payload specification
+        after targeting the univariate series.
+        The following procedure is an example of how to use:
+            1. Run the ArimaXEstimate() function to estimate the coefficients
+               of ARIMAX model.
+            2. Run the ArimaXForecast() function with the estimated coefficient
+               as first input, and the regular input time series table (TDSeries) that
+               contains the future value of exogenous variables as second input.
+
+    PARAMETERS:
+        data1:
+            Required Argument.
+            Specifies the input series.
+            Types: TDSeries
+
+        data1_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data1".
+            Types: ColumnExpression
+
+        data2:
+            Optional Argument.
+            Specifies a logical univariate
+            series and an art table from previous 
+            ArimaXEstimate() call. This allows the user to fit
+            the interested series in TDSeries by existing model
+            in TDAnalyticResult. In this case, the function's primary
+            result set will be based on the existing model's 
+            coefficients.
+            Types: TDSeries, TDAnalyticResult
+
+        data2_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data2".
+            Types: ColumnExpression
+
+        nonseasonal_model_order:
+            Required Argument.
+            Specifies the non-seasonal values for the model.
+            A list containing three integer values, which are each greater than or equal to 0:
+                • p-value: The order of the non-seasonal autoregression
+                (AR) component.
+                • d-value: The order of the non-seasonal differences
+                between consecutive components.
+                • q-value: The order of the non-seasonal moving
+                average (MA) component.
+            Types: int, list of int
+
+        seasonal_model_order:
+            Required Argument.
+            Specifies the seasonal values for the model.
+            A list containing three integer values, which are each greater than or equal to 0:
+                • P-value: The order of the seasonal auto-regression
+                (SAR) component.
+                • D-value: The order of the seasonal differences
+                between consecutive components.
+                • Q-value: The order of the seasonal moving average
+                (SMA) component.
+            Types: int, list of int
+
+        seasonal_period:
+            Optional Argument.
+            Specifies the number of periods per season.
+            Types: int
+
+        xreg:
+            Required Argument.
+            Specifies the number of covariates in external regressors.
+            Note:
+                * If value is 0, then it suggests to use ArimaEstimate().
+                  The input number should match with the number
+                  of (payload-1). Otherwise, an error occurs with
+                  the message “Unexpected XREG input.”
+                * Maximum number for this argument is 10.
+            Types: int
+
+        init:
+            Optional Argument.
+            Specifies the position-sensitive list that specifies the initial
+            values to be associated with the non-seasonal AR
+            regression coefficients, followed by the non-seasonal
+            MA coefficients, the seasonal SAR regression
+            coefficients and the SMA coefficients. The formula is
+            as follows: 'p+q+P+Q+CONSTANT-length-init-list'
+            Types: float, list of float
+
+        fixed:
+            Optional Argument.
+            Specifies the position-sensitive list that contains the
+            fixed values to be associated with the non-seasonal
+            AR regression coefficients, followed by the nonseasonal
+            MA coefficients, the SAR coefficients and
+            the SMA coefficients.
+            If an intercept is needed, one more value is added at
+            the end to specify the intercept coefficient initial value.
+            The formula is as follows: 'p+q+P+Q+CONSTANT-length-fixed-list'
+            Types: float, list of float
+
+        constant:
+            Optional Argument.
+            Specifies the indicator for the ArimaXEstimate() function to
+            calculate an intercept. When set to True, it indicates intercept
+            should be calculated otherwise it indicates no
+            intercept should be calculated.
+            Default Value: False
+            Types: bool
+
+        algorithm:
+            Required Argument.
+            Specifies the method to estimate the coefficients.
+            Permitted Values: OLE, MLE, MLE_CSS, CSS
+            Types: str
+
+        max_iterations:
+            Optional Argument.
+            Specifies the limit on the maximum number of
+            iterations that can be employed to estimate the
+            ARIMA parameters. Only relevant for "algorithm" value 'MLE'
+            processing.
+            Default Value: 100
+            Types: int
+
+        coeff_stats:
+            Optional Argument.
+            Specifies the flag indicating whether to return coefficient
+            statistical columns STD_ERROR, TSTAT_VALUE and
+            TSTAT_PROB. When set to True, function returns the columns,
+            otherwise does not return the columns.
+            Default Value: False
+            Types: bool
+
+        fit_percentage:
+            Optional Argument.
+            Specifies the percentage of passed-in sample points
+            that are used for the model fitting and parameter estimation.
+            Default Value: 100
+            Types: int
+
+        fit_metrics:
+            Optional Argument.
+            Specifies the indicator to generate the secondary result
+            set that contains the model metadata statistics.
+            When set to True, the function generates the secondary result set
+            otherwise does not generate the secondary result set.
+            The generated result set is retrieved by issuing the
+            ExtractResults function on the analytical result
+            table containing the results.
+            Default Value: False
+            Types: bool
+
+        residuals:
+            Optional Argument.
+            Specifies the indicator to generate the tertiary result set
+            that contains the model residuals. When set to True, function
+            generates the tertiary result set otherwise, does
+            not generate the tertiary result set.
+            Default Value: False
+            Types: bool
+
+        input_fmt_input_mode:
+            Required Argument.
+            Specifies the input mode supported by the function.
+            Permitted Values: MANY2ONE, ONE2ONE, MATCH
+            Types: str
+
+        output_fmt_index_style:
+            Optional Argument.
+            Specifies the "index_style" of the output format.
+            Permitted Values: NUMERICAL_SEQUENCE, FLOW_THROUGH
+            Default Value: NUMERICAL_SEQUENCE
+            Types: str
+
+        **generic_arguments:
+            Specifies the generic keyword arguments of UAF functions.
+            Below are the generic keyword arguments:
+                persist:
+                    Optional Argument.
+                    Specifies whether to persist the results of the
+                    function in a table or not. When set to True,
+                    results are persisted in a table; otherwise,
+                    results are garbage collected at the end of the
+                    session.
+                    Note that, when UAF function is executed, an 
+                    analytic result table (ART) is created.
+                    Default Value: False
+                    Types: bool
+
+                volatile:
+                    Optional Argument.
+                    Specifies whether to put the results of the
+                    function in a volatile ART or not. When set to
+                    True, results are stored in a volatile ART,
+                    otherwise not.
+                    Default Value: False
+                    Types: bool
+
+                output_table_name:
+                    Optional Argument.
+                    Specifies the name of the table to store results. 
+                    If not specified, a unique table name is internally 
+                    generated.
+                    Types: str
+
+                output_db_name:
+                    Optional Argument.
+                    Specifies the name of the database to create output 
+                    table into. If not specified, table is created into 
+                    database specified by the user at the time of context 
+                    creation or configuration parameter. Argument is ignored,
+                    if "output_table_name" is not specified.
+                    Types: str
+
+
+    RETURNS:
+        Instance of ArimaXEstimate.
+        Output teradataml DataFrames can be accessed using attribute 
+        references, such as ArimaXEstimate_obj.<attribute_name>.
+        Output teradataml DataFrame attribute names are:
+            1. result
+            2. fitmetadata
+            3. fitresiduals
+            4. model
+            5. valdata
+
+
+    RAISES:
+        TeradataMlException, TypeError, ValueError
+
+
+    EXAMPLES:
+        # Notes:
+        #     1. Get the connection to Vantage, before importing the
+        #        function in user space.
+        #     2. User can import the function, if it is available on
+        #        Vantage user is connected to.
+        #     3. To check the list of UAF analytic functions available
+        #        on Vantage user connected to, use
+        #        "display_analytic_functions()".
+
+        # Check the list of available UAF analytic functions.
+        display_analytic_functions(type="UAF")
+
+        # Import function ArimaXEstimate.
+        from teradataml import ArimaXEstimate
+
+        # Load the example data.
+        load_example_data("uaf", "blood2ageandweight")
+
+        # Create teradataml DataFrame objects.
+        data1 = DataFrame.from_table("blood2ageandweight")
+
+        # Create teradataml TDSeries objects.
+        data1_series_df = TDSeries(data=data1,
+                                   id="PatientID",
+                                   row_index="SeqNo",
+                                   row_index_style="SEQUENCE",
+                                   payload_field=["BloodFat", "Age"],
+                                   payload_content="MULTIVAR_REAL")
+
+
+        # Example 1: Execute ArimaXEstimate with single input.
+        uaf_out = ArimaXEstimate(data1=data1_series_df,
+                                 nonseasonal_model_order=[2,0,1],
+                                 xreg=True,
+                                 fit_metrics=True,
+                                 residuals=True,
+                                 constant=True
+                                 algorithm=MLE,
+                                 fit_percentage=80
+                                 )
+
+        # Print the result DataFrames.
+        print(uaf_out.result)
+        print(uaf_out.fitmetadata)
+        print(uaf_out.fitresiduals)
+        print(uaf_out.model)
+        print(uaf_out.valdata)
+    
+    """
+    

teradataml/data/docs/uaf/docs_17_20/AutoArima.py

@@ -0,0 +1,354 @@
+def AutoArima(data=None, data_filter_expr=None, max_pq_nonseasonal=[5,5],
+              max_pq_seasonal=[2,2], start_pq_nonseasonal=[0,0],
+              start_pq_seasonal=[0,0], d=-1, ds=-1, max_d=2, max_ds=1,
+              period=1, stationary=False, seasonal=True, constant=True,
+              algorithm="MLE", fit_percentage=100,
+              infor_criteria="AIC", stepwise=False, nmodels=94,
+              max_iterations=100, coeff_stats=False,
+              fit_metrics=False, residuals=False, arma_roots=False,
+              test_nonseasonal="ADF", test_seasonal="OCSB",
+              output_fmt_index_style="NUMERICAL_SEQUENCE", 
+              **generic_arguments):
+    """
+    DESCRIPTION:
+        AutoArima() function searches the possible models within the order
+        constrains in the function parameters, and returns the best ARIMA
+        model based on the criterion provided by the "infor_criteria"
+        parameter. AutoArima() function creates a six-layered ART table.
+
+    PARAMETERS:
+        data:
+            Required Argument.
+            Specifies the time series whose value can be REAL.
+            Types: TDSeries
+
+        data_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data".
+            Types: ColumnExpression
+
+        max_pq_nonseasonal:
+            Optional Argument.
+            Specifies the (p,q) order of the maximum autoregression (AR) and
+            moving average (MA) parameters.
+            Default Value: [5,5]
+            Types: list
+
+        max_pq_seasonal:
+            Optional Argument.
+            Specifies the (P,Q) order of the max seasonal AR and MA
+            parameters.
+            Default Value: [2,2]
+            Types: list
+
+        start_pq_nonseasonal:
+            Optional Argument.
+            Specifies the start value of (p,q). Only used when "stepwise"=1.
+            Default Value: [0,0]
+            Types: list
+
+        start_pq_seasonal:
+            Optional Argument.
+            Specifies the start value of seasonal (P,Q). Only used when
+            "stepwise"=1.
+            Default Value: [0,0]
+            Types: list
+
+        d:
+            Optional Argument.
+            Specifies the order of first-differencing.
+            Default Value: -1 (auto search d).
+            Types: int
+
+        ds:
+            Optional Argument.
+            Specifies the order of seasonal-differencing.
+            Default Value: -1 (auto search Ds).
+            Types: int
+
+        max_d:
+            Optional Argument.
+            Specifies the maximum number of non-seasonal differences.
+            Default Value: 2
+            Types: int
+
+        max_ds:
+            Optional Argument.
+            Specifies the maximum number of seasonal differences.
+            Default Value: 1
+            Types: int
+
+        period:
+            Optional Argument.
+            Specifies the number of periods per season. For non-seasonal
+            data, period is 1.
+            Default Value: 1
+            Types: int
+
+        stationary:
+            Optional Argument.
+            Specifies whether to restrict search to stationary models.
+            If True, the  function restricts search to stationary models.
+            Default Value: False
+            Types: bool
+
+        seasonal:
+            Optional Argument.
+            Specifies whether to restrict search to non-seasonal models.
+            If False, then the function restricts search to non-seasonal
+            models.
+            Default Value: True
+            Types: bool
+
+        constant:
+            Optional Argument.
+            Specifies whether an indicator that AutoArima() function includes
+            an intercept. If True, means CONSTANT/intercept
+            should be included. If False, means
+            CONSTANT/intercept should not be included.
+            Default Value: True
+            Types: bool
+
+        algorithm:
+            Optional Argument.
+            Specifies the approach used by TD_AUTOARIMA to estimate the
+            coefficients.
+            Permitted Values:
+                * MLE: Use maximum likelihood approach.
+                * CSS_MLE: Use the conditional sum-of-squares to determine a
+                            start value and then do maximum likelihood.
+                * CSS: Use the conditional sum-of squares approach.
+            Default Value: MLE
+            Types: str
+
+        fit_percentage:
+            Optional Argument.
+            Specifies the percentage of passed-in sample points used for the
+            model fitting (parameter estimation).
+            Default Value: 100
+            Types: int
+
+        infor_criteria:
+            Optional Argument.
+            Specifies the information criterion to be used in model selection.
+            Permitted Values: AIC, AICC, BIC
+            Default Value: AIC
+            Types: str
+
+        stepwise:
+            Optional Argument.
+            Specifies whether the function does stepwise selection or not.
+            If True, then the function does stepwise selection otherwise the
+            function selects all models.
+            Default Value: False
+            Types: bool
+
+        nmodels:
+            Optional Argument.
+            Specifies the maximum number of models considered in the stepwise
+            search.
+            Default Value: 94
+            Types: int
+
+        max_iterations:
+            Optional Argument.
+            Specifies the maximum number of iterations that can be employed
+            to non-linear optimization procedure.
+            Default Value: 100
+            Types: int
+
+        coeff_stats:
+            Optional Argument.
+            Specifies the indicator to return coefficient statistical columns
+            TSTAT_VALUE and TSTAT_PROB. If True, means return
+            the columns otherwise do not return the
+            columns.
+            Default Value: False
+            Types: bool
+
+        fit_metrics:
+            Optional Argument.
+            Specifies the indicator to generate the secondary result set that
+            contains the model metadata statistics. If True,
+            means generate the secondary result set otherwise
+            do not generate the secondary result set.
+            Default Value: False
+            Types: bool
+
+        residuals:
+            Optional Argument.
+            Specifies the indicator to generate the tertiary result set that
+            contains the model residuals. If True, means
+            generate the tertiary result set, otherwise
+            do not generate the tertiary result set.
+            Default Value: False
+            Types: bool
+
+        arma_roots:
+            Optional Argument.
+            Specifies the indicator to generate the senary result set that
+            contains the inverse AR and MA roots of result best 
+            model that AutoArima() selected (the model in the
+            primary output layer). There should be no inverse 
+            roots showing outside of the unit circle. If True,
+            means generate result set otherwise do not
+            generate a result set.
+            Default Value: False
+            Types: bool
+
+        test_nonseasonal:
+            Optional Argument.
+            Specifies the nonseasonal unit root test used to choose
+            differencing number "d".
+            AutoArima() function only uses ADF test for
+            nonseasonal unit root test.
+            Permitted Values: ADF
+            Default Value: ADF
+            Types: str
+
+        test_seasonal:
+            Optional Argument.
+            Specifies the seasonal unit root test used to choose differencing 
+            number "d". AutoArima() function only uses OCSB test for
+            seasonal unit root test.
+            Permitted Values: OCSB
+            Default Value: OCSB
+            Types: str
+
+        output_fmt_index_style:
+            Optional Argument.
+            Specifies the index style of the output format.
+            Permitted Values: NUMERICAL_SEQUENCE, FLOW_THROUGH
+            Default Value: NUMERICAL_SEQUENCE
+            Types: str
+
+        **generic_arguments:
+            Specifies the generic keyword arguments of UAF functions.
+            Below are the generic keyword arguments:
+                persist:
+                    Optional Argument.
+                    Specifies whether to persist the results of the
+                    function in a table or not. When set to True,
+                    results are persisted in a table; otherwise,
+                    results are garbage collected at the end of the
+                    session.
+                    Note that, when UAF function is executed, an 
+                    analytic result table (ART) is created.
+                    Default Value: False
+                    Types: bool
+
+                volatile:
+                    Optional Argument.
+                    Specifies whether to put the results of the
+                    function in a volatile ART or not. When set to
+                    True, results are stored in a volatile ART,
+                    otherwise not.
+                    Default Value: False
+                    Types: bool
+
+                output_table_name:
+                    Optional Argument.
+                    Specifies the name of the table to store results. 
+                    If not specified, a unique table name is internally 
+                    generated.
+                    Types: str
+
+                output_db_name:
+                    Optional Argument.
+                    Specifies the name of the database to create output 
+                    table into. If not specified, table is created into 
+                    database specified by the user at the time of context 
+                    creation or configuration parameter. Argument is ignored,
+                    if "output_table_name" is not specified.
+                    Types: str
+
+
+    RETURNS:
+        Instance of AutoArima.
+        Output teradataml DataFrames can be accessed using attribute 
+        references, such as AutoArima_obj.<attribute_name>.
+        Output teradataml DataFrame attribute names are:
+            1. result
+            2. fitmetadata
+            3. fitresiduals
+            4. model
+            5. icandorder
+            6. armaroots
+
+
+    RAISES:
+        TeradataMlException, TypeError, ValueError
+
+
+    EXAMPLES:
+        # Notes:
+        #     1. Get the connection to Vantage, before importing the
+        #        function in user space.
+        #     2. User can import the function, if it is available on
+        #        Vantage user is connected to.
+        #     3. To check the list of UAF analytic functions available
+        #        on Vantage user connected to, use
+        #        "display_analytic_functions()".
+
+        # Check the list of available UAF analytic functions.
+        display_analytic_functions(type="UAF")
+
+        # Import function AutoArima.
+        from teradataml import AutoArima
+
+        # Load the example data.
+        load_example_data("uaf", ["blood2ageandweight", "covid_confirm_sd"])
+
+        # Create teradataml DataFrame object.
+        data = DataFrame.from_table("blood2ageandweight")
+
+        # Create teradataml TDSeries object.
+        data_series_df = TDSeries(data=data,
+                                  id="PatientID",
+                                  row_index="SeqNo",
+                                  row_index_style="SEQUENCE",
+                                  payload_field="BloodFat",
+                                  payload_content="REAL")
+
+        # Example 1: Execute AutoArima with start_pq_nonseasonal as [1,1], algorithm = "MLE" and
+        #            fit_percentage=80 to find the best ARIMA model.
+        uaf_out = AutoArima(data=data_series_df,
+                            start_pq_nonseasonal=[1, 1],
+                            seasonal=False,
+                            constant=True,
+                            algorithm="MLE",
+                            fit_percentage=80,
+                            stepwise=True,
+                            nmodels=7,
+                            fit_metrics=True,
+                            residuals=True)
+
+        # Print the result DataFrames.
+        print(uaf_out.result)
+
+        # Example 2: Execute AutoArima with max_pq_nonseasonal as [3,3], arma_roots = True,
+        #            to find thhe best ARIMA model.
+        covid_confirm_sd = DataFrame("covid_confirm_sd")
+        data_series_df = TDSeries(data=covid_confirm_sd,
+                                  id="city",
+                                  row_index="row_axis",
+                                  row_index_style="SEQUENCE",
+                                  payload_field="cnumber",
+                                  payload_content="REAL")
+
+        uaf_out = AutoArima(data=data_series_df,
+                            max_pq_nonseasonal=[3, 3],
+                            stationary=False,
+                            stepwise=False,
+                            arma_roots=True,
+                            residuals=True)
+
+        # Print the result DataFrames.
+        print(uaf_out.result)
+        print(uaf_out.fitresiduals)
+        print(uaf_out.model)
+        print(uaf_out.icandorder)
+        print(uaf_out.armaroots)
+    
+    """
+    

teradataml/data/docs/uaf/docs_17_20/BreuschGodfrey.py

@@ -1,5 +1,5 @@
 def BreuschGodfrey(data=None, data_filter_expr=None, residual_max_lags=None,
-                   explanatory_count=None, significance_level=None,
+                   explanatory_count=None, significance_level=0.05,
                    **generic_arguments):
     """
     DESCRIPTION:
@@ -46,6 +46,7 @@ def BreuschGodfrey(data=None, data_filter_expr=None, residual_max_lags=None,
         significance_level:
             Optional Argument.
             Specifies the desired significance level for the test.
+            Default Value: 0.05
             Types: float
 
         **generic_arguments:
@@ -163,7 +164,7 @@ def BreuschGodfrey(data=None, data_filter_expr=None, residual_max_lags=None,
                                   id="cityid",
                                   row_index="ROW_I",
                                   row_index_style= "SEQUENCE",
-                                  payload_field=["ACTUAL_VALUE","CALC_VALUE"],
+                                  payload_field=["RESIDUAL","ACTUAL_VALUE","CALC_VALUE"],
                                   payload_content="MULTIVAR_REAL")
 
         uaf_out = BreuschGodfrey(data=data_series_bg,

teradataml/data/docs/uaf/docs_17_20/BreuschPaganGodfrey.py

@@ -149,7 +149,7 @@ def BreuschPaganGodfrey(data=None, data_filter_expr=None, variables_count=None,
                                   id="cityid",
                                   row_index="ROW_I",
                                   row_index_style= "SEQUENCE",
-                                  payload_field=["ACTUAL_VALUE","CALC_VALUE"],
+                                  payload_field=["RESIDUAL","ACTUAL_VALUE","CALC_VALUE"],
                                   payload_content="MULTIVAR_REAL")
         uaf_out = BreuschPaganGodfrey(data=data_series_bg,
                                       variables_count=2,