teradataml 20.0.0.8__py3-none-any.whl

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

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+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/BinaryMatrixOp.py

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+def BinaryMatrixOp(data1=None, data1_filter_expr=None, data2=None, 
+                   data2_filter_expr=None, math_op=None,
+                   input_fmt_input_mode=None, 
+                   output_fmt_index_style="NUMERICAL_SEQUENCE", 
+                   **generic_arguments):
+    """
+    DESCRIPTION:
+        The BinaryMatrixOp() function performs a point-wise mathematical
+        operation on two matrices with an equal number of wavelets and for
+        which corresponding wavelets have an equal number of data points.
+
+        A point-wise operation signifies that a mathematical operation is
+        performed on one sample point at a time. Allowed mathematical
+        operations are addition, subtraction, multiplication and division.
+        
+        The BinaryMatrixOp() function takes two equally sized logical-runtime
+        matrices as input - the first matrix referenced in the function call
+        ("data1") is a primary matrix, whereas the second matrix referenced
+        ("data2") is a secondary matrix. The significance of being a primary
+        or secondary matrix in each of the allowed mathematical operation is as
+        follows:
+            * SUB: The secondary matrix is subtracted from the primary matrix.
+            * ADD: The secondary matrix is added to the primary matrix.
+            * MUL: The primary matrix is multiplied by the secondary matrix.
+            * DIV: The primary matrix is divided by the secondary matrix.
+        
+        The result matrix produced by the BinaryMatrixOp() function is of 
+        the same size, 'N * M', as of its inputs and inherits the TDMatrix
+        identifier (id), from the primary matrix.
+        
+        The BinaryMatrixOp() function can be configured to operate in one
+        of three input modes - ONE2ONE, MANY2ONE, and MATCH. These modes
+        determine the number of primary matrices and number of secondary
+        matrices involved in the operation, as well as determining how the
+        primary and secondary matrix will be matched together.
+
+        The common uses of BinaryMatrixOp() function are:
+            * Addition:       Restore trends to a time matrix before using the
+                              model for forecasting.
+            * Subtraction:    Subtract trends from a time matrix to create a
+                              model from it.
+            * Multiplication: Apply a low pass, band pass, or high pass
+                              filter to a time matrix.
+            * Division:       Divide the primary matrix by the secondary matrix.
+
+
+    PARAMETERS:
+        data1:
+            Required Argument.
+            Specifies the primary matrix in the mathematical operation.
+            Note:
+                The matrices specified in "data1" and "data2" must have
+                the same dimensions.
+            Types: TDMatrix
+
+        data1_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data1".
+            Types: ColumnExpression
+
+        data2:
+            Required Argument.
+            Specifies the secondary matrix in the mathematical operation.
+            Note:
+                The matrices specified in "data1" and "data2" must have
+                the same dimensions.
+            Types: TDMatrix
+
+        data2_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data2".
+            Types: ColumnExpression
+
+        math_op:
+            Required Argument.
+            Specifies the mathematical operation to be performed
+            between "data1" and "data2".
+            Permitted Values:
+                * SUB: The secondary matrix is subtracted from the primary matrix.
+                       This subtracts trends from a time matrix to create a model
+                       from it.
+                * ADD: The secondary matrix is added to the primary matrix.
+                       This restores trends to a time matrix before using the model
+                       for forecasting.
+                * MUL: The primary matrix is multiplied by the secondary matrix.
+                       This applies a low pass, band pass, or high pass filter to
+                       a time matrix.
+                * DIV: The primary matrix is divided by the secondary matrix.
+                       This divides the primary matrix by the secondary matrix.
+            Types: str
+
+        input_fmt_input_mode:
+            Required Argument.
+            Specifies the input mode supported by the function.
+            Permitted Values:
+                * ONE2ONE: Both the primary and secondary matrix
+                           specifications contain a matrix name
+                           which identifies each of the two matrices
+                           in the function.
+                * MANY2ONE: The MANY specification is the primary matrix
+                            declaration. The secondary matrix specification
+                            contains a matrix name that identifies the
+                            single secondary matrix.
+                * MATCH: Both matrices are defined by their respective matrix id.
+            Types: str
+
+        output_fmt_index_style:
+            Optional Argument.
+            Specifies the index style of the output format.
+            Default Value: NUMERICAL_SEQUENCE
+            Permitted Values: NUMERICAL_SEQUENCE, FLOW_THROUGH
+            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 BinaryMatrixOp.
+        Output teradataml DataFrames can be accessed using attribute 
+        references, such as BinaryMatrixOp_obj.<attribute_name>.
+        Output teradataml DataFrame attribute name is:
+            1. result
+
+
+    RAISES:
+        TeradataMlException, TypeError, ValueError
+
+
+    EXAMPLES:
+        # Notes:
+        #     1. Get the connection to Vantage to execute the function.
+        #     2. One must import the required functions mentioned in
+        #        the example from teradataml.
+        #     3. Function will raise error if not supported on the Vantage
+        #        user is connected to.
+
+        # Check the list of available UAF analytic functions.
+        display_analytic_functions(type="UAF")
+
+        # Load the example data.
+        load_example_data("uaf", ["binary_matrix_complex_left", "binary_matrix_complex_right"])
+        load_example_data("uaf", ["binary_matrix_real_left", "binary_matrix_real_right"])
+
+        # Create teradataml DataFrame objects.
+        data1 = DataFrame.from_table("binary_matrix_complex_left")
+        data2 = DataFrame.from_table("binary_matrix_complex_right")
+        data3 = DataFrame.from_table("binary_matrix_real_left")
+        data4 = DataFrame.from_table("binary_matrix_real_right")
+
+        # Create teradataml TDMatrix objects.
+        binary_matrix_complex_left = TDMatrix(data=data1,
+                                              id="id",
+                                              row_index="seq",
+                                              column_index="tick",
+                                              row_index_style="SEQUENCE",
+                                              column_index_style="SEQUENCE",
+                                              payload_field=["real_val", "imaginary_val"],
+                                              payload_content="COMPLEX")
+
+        binary_matrix_complex_right = TDMatrix(data=data2,
+                                               id="id",
+                                               row_index="seq",
+                                               column_index="tick",
+                                               row_index_style="SEQUENCE",
+                                               column_index_style="SEQUENCE",
+                                               payload_field=["real_val", "imaginary_val"],
+                                               payload_content="COMPLEX")
+
+        # Example 1 : Perform addition operation in MANY2ONE mode between
+        #             two matrices holding COMPLEX payload.
+        uaf_out_1 = BinaryMatrixOp(data1=binary_matrix_complex_left,
+                                   data2=binary_matrix_complex_right,
+                                   data2_filter_expr=binary_matrix_complex_right.id==1,
+                                   math_op="ADD",
+                                   input_fmt_input_mode="MANY2ONE")
+
+        # Print the result DataFrame.
+        print(uaf_out_1.result)
+
+        # Example 2 : Perform multiplication operation in MATCH mode between
+        #             two matrices holding REAL payload.
+        # Create teradataml TDMatrix objects.
+        binary_matrix_real_left = TDMatrix(data=data3,
+                                           id="id",
+                                           row_index="seq",
+                                           column_index="tick",
+                                           row_index_style="SEQUENCE",
+                                           column_index_style="SEQUENCE",
+                                           payload_field="a",
+                                           payload_content="REAL")
+
+        binary_matrix_real_right = TDMatrix(data=data4,
+                                            id="id",
+                                            row_index="seq",
+                                            column_index="tick",
+                                            row_index_style="SEQUENCE",
+                                            column_index_style="SEQUENCE",
+                                            payload_field="b",
+                                            payload_content="REAL")
+
+        uaf_out_2 = BinaryMatrixOp(data1=binary_matrix_real_left,
+                                   data2=binary_matrix_real_right,
+                                   math_op="MUL",
+                                   input_fmt_input_mode="MATCH")
+
+        # Print the result DataFrame.
+        print(uaf_out_2.result)
+    
+    """
+