teradataml 20.0.0.8__py3-none-any.whl

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

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+def GoldfeldQuandt(data=None, data_filter_expr=None, 
+                   const_term=True, algorithm=None,
+                   start_idx=None, omit=None,
+                   significance_level=None, test="GREATER",
+                   **generic_arguments):
+    """
+    DESCRIPTION:
+        The GoldfeldQuandt() function is a statistical test to determine
+        a regression model with the Best Linear Unbiased Estimator (BLUE).
+        The test checks for homoscedasticity (constant variance) in
+        regression analyses.
+
+
+    PARAMETERS:
+        data:
+            Required Argument.
+            Specifies an input time series to be tested for
+            heteroscedasticity. The "row_axis" determines
+            the order of TDSeries data.
+            Types: TDSeries
+
+        data_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data".
+            Types: ColumnExpression
+
+        const_term:
+            Optional Argument.
+            Specifies the indicator of whether the regression performed should
+            use a Y-intercept coefficient.
+            When set to True, means the regression is performed on “Y=C+aX1+bX2+…”.
+            When set to False, means the regression is performed on “Y=aX1+bX2+…”.
+            Default Value: True
+            Types: bool
+
+        algorithm:
+            Required Argument.
+            Specifies the algorithm used for the regression.
+            Permitted Values:
+                1. QR: QR decomposition is used for the regression.
+                2. PSI: pseudo-inverse based on singular value
+                   decomposition (SVD) is used to solve the regression.
+            Types: str
+
+        start_idx:
+            Optional Argument.
+            Specifies the split-point index for the function. 
+            When argument is:
+                * less than 1.0, then the split-point index is calculated as:
+                    split_point_index = start_idx * N
+                    Where, 'N' is the total number of sample rows.
+                * greater than 1.0, then "start_idx" is the split-point index.
+                * not specified, then split-point index is calculate as:
+                    start_idx = (N - omit) / 2
+                    Where, 'N' is the total number of entries in the data series.
+            Types: int OR float
+
+        omit:
+            Required Argument.
+            Specifies the number of central sample values to omit when
+            forming the two test groups. 
+            When argument is:
+                * less than 1.0, then the number of samples to be omitted is
+                  calculated as:
+                    omit_sample_count = omit * N
+                    Where 'N' is the total number of entries in the data series
+                * greater than 1.0, then "omit" is interpreted as number of 
+                  central points to omit.
+            Types: int OR float
+
+        significance_level:
+            Required Argument.
+            Specifies the significance level for the test.
+            Types: float
+
+        test:
+            Optional Argument.
+            Specifies the test method for Goldfeld-Quandt test 
+            statistic computation and hypothesis evaluation.
+            Permitted Values:
+                * GREATER: If the Goldfeld-Quandt test-statistic is less
+                           than the higher critical value, the null hypothesis
+                           is accepted, and there is no evidence of
+                           heteroscedastic variance.
+                           If the Goldfeld-Quandt test statistic is greater
+                           than or equal to the critical value, then the null 
+                           hypothesis is rejected, and there is evidence of 
+                           heteroscedastic variance.
+                * LESS: If the Goldfeld-Quandt test-statistic is greater than
+                        the lower critical value, the null hypothesis is accepted,
+                        and there is no evidence of heteroscedastic variance.
+                        If the Goldfeld-Quandt test statistic is less than or
+                        equal to than the critical value, then the null hypothesis
+                        is rejected, and there is evidence of heteroscedastic
+                        variance.
+                * TWOSIDED: If the Goldfeld-Quandt test-statistic is greater than
+                            the lower tail critical value and less than the higher
+                            tail critical value, the null hypothesis is accepted,
+                            and there is no evidence of heteroscedastic variance.
+                            If the Goldfeld-Quandt test statistic is less than or
+                            equal to the lower tail critical value or greater than
+                            or equal to the high tail critical value, then the
+                            null hypothesis is rejected, and there is evidence
+                            of heteroscedastic variance.
+            Default Value: GREATER
+            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 GoldfeldQuandt.
+        Output teradataml DataFrames can be accessed using attribute 
+        references, such as GoldfeldQuandt_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", ["gq_t1"])
+
+        # Create teradataml DataFrame object.
+        data = DataFrame.from_table("gq_t1")
+
+        # Example 1: Execute the GoldfeldQuandt() function on TDSeries input
+        #            to check for homoscedasticity in regression analyses.
+        # Create teradataml TDSeries object.
+        data_series_df = TDSeries(data=data,
+                                 id="series_id",
+                                 row_index="row_i",
+                                 row_index_style="SEQUENCE",
+                                 payload_field=["y1", "x1"],
+                                 payload_content="MULTIVAR_REAL")
+
+        # Execute GoldfeldQuandt.
+        uaf_out = GoldfeldQuandt(data=data_series_df,
+                                 omit=2.0,
+                                 significance_level=0.05,
+                                 algorithm="QR")
+
+        # Print the result DataFrame.
+        print(uaf_out.result)
+    
+    """
+    

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

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+def HoltWintersForecaster(data=None, data_filter_expr=None, forecast_periods=None,
+                          alpha=None, beta=None, gamma=None, seasonal_periods=None,
+                          init_level=None, init_trend=None, init_season=None,
+                          model=None, fit_percentage=100,
+                          prediction_intervals="BOTH", fit_metrics=False,
+                          selection_metrics=False, residuals=False,
+                          output_fmt_index_style="NUMERICAL_SEQUENCE",
+                          **generic_arguments):
+    """
+    DESCRIPTION:
+        The HoltWintersForecaster() function uses triple exponential smoothing
+        on a forecast model with seasonal data.
+
+    PARAMETERS:
+        data:
+            Required Argument.
+            Specifies the time series to forecast using historical data
+            with series content type as 'REAL' or 'MULTIVAR_REAL'.
+            Types: TDSeries
+
+        data_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data".
+            Types: ColumnExpression
+
+        forecast_periods:
+            Required Argument.
+            Specifies the number of periods to forecast.
+            Value must be greater than or equal to 1.
+            Types: int
+
+        alpha:
+            Optional Argument.
+            Specifies a value to control the smoothing relative to
+            the level component of the forecasting equation. If
+            specified, this value is used in the equation to perform
+            the forecasting, else the "alpha" value is estimated using
+            goodness-of-fit metrics. Value must be greater than or equal
+            to 0 and less than or equal to 1.
+            Types: int OR float 
+
+        beta:
+            Optional Argument.
+            Specifies a value to control the smoothing relative to
+            the trend component of the forecasting equation. If
+            specified, this value is used in the equation to perform
+            the forecasting, else the "beta" value is estimated using
+            goodness-of-fit metrics. Value must be greater than or equal
+            to 0 and less than or equal to 1.
+            Types: int OR float
+
+        gamma:
+            Optional Argument.
+            Specifies a value to control the smoothing relative to
+            the seasonal component of the forecasting equation. If
+            specified, this value is used in the equation to perform
+            the forecasting, else the "gamma" value is estimated using
+            goodness-of-fit metrics. Value must be greater than or equal
+            to 0 and less than or equal to 1.
+            Types: int OR float
+
+        seasonal_periods:
+            Optional Argument.
+            Specifies the number of periods or sample points for one season.
+            For example, for yearly data with monthly sample points, the parameter
+            is 12; and for quarterly data with monthly sample points, the
+            parameter is 3. Value must be greater than or equal to 1.
+            Note:
+                Required when "gamma" or "init_season" is specified.
+            Types: int
+
+        init_level:
+            Optional Argument.
+            Specifies the initialization value used as part of the fitting
+            and forecasting operations. If not specified, then the initialization
+            value is calculated as an additive level.
+            Types: int OR float
+
+        init_trend:
+            Optional Argument.
+            Specifies the initialization value used as part of the fitting
+            and forecasting operations. If not specified, then the initialization
+            value is calculated as an additive trend.
+            Types: int OR float
+
+        init_season:
+            Optional Argument.
+            Specifies a list of initialization values, one per period. If
+            specified, the initialization value is used as part of the
+            fitting and forecasting operations, else the initialization
+            value is calculated as a multiplicative seasonality.
+            Types: int, list of int, float, list of float
+
+        model:
+            Required Argument.
+            Specifies the type of Holt Winters forecasting.
+            Permitted Values:
+                * ADDITIVE: It is based on Holt Winters Additive approach.
+                * MULTIPLICATIVE: It is based on Holt Winters Multiplicative approach.
+            Types: str
+
+        fit_percentage:
+            Optional Argument.
+            Specifies percentage of passed-in sample points to use for the
+            model fitting or parameter estimation. Value must be greater
+            than or equal to 0 and less than or equal to 100.
+            Default Value: 100
+            Types: int
+
+        prediction_intervals:
+            Optional Argument.
+            Specifies the confidence level for the prediction.
+            Permitted Values:
+                * NONE
+                * 80
+                * 95
+                * BOTH
+            Default Value: BOTH
+            Types: str
+
+        fit_metrics:
+            Optional Argument.
+            Specifies whether to generate the result set that contains the
+            model metadata statistics. When set to True, function generates
+            the model statistics, otherwise not. The generated model
+            statistics can be retrieved using the attribute "fitmetadata"
+            of the function output.
+            Default Value: False
+            Types: bool
+
+        selection_metrics:
+            Optional Argument.
+            Specifies whether to generate the result set that contains the
+            selection metrics. When set to True, function generates the
+            selection metrics, otherwise not. The generated selection metrics
+            can be retrieved using the attribute "selmetrics" of the function
+            output.
+            Default Value: False
+            Types: bool
+
+        residuals:
+            Optional Argument.
+            Specifies whether to generate the result set that contains the
+            model residuals. When set to True, the function generates the
+            residuals, otherwise not. The generated residuals can be retrieved
+            using the attribute "fitresiduals" of the function output.
+            Default Value: False
+            Types: bool
+
+        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 HoltWintersForecaster.
+        Output teradataml DataFrames can be accessed using attribute 
+        references, such as HoltWintersForecaster_obj.<attribute_name>.
+        Output teradataml DataFrame attribute names are:
+            1. result
+            2. fitmetadata - Available when "fit_metrics" is set to True, otherwise not.
+            3. selmetrics - Available when "selection_metrics" is set to True, otherwise not.
+            4. fitresiduals - Available when "residuals" is set to True, otherwise not.
+
+
+    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", ["us_air_pass"])
+
+        # Create teradataml DataFrame object.
+        data = DataFrame.from_table("us_air_pass")
+
+        # Create teradataml TDSeries object.
+        data_series_df = TDSeries(data=data,
+                                  row_index="idx",
+                                  row_index_style="SEQUENCE",
+                                  id="id",
+                                  payload_field="international",
+                                  payload_content="REAL")
+
+        # Example 1: Generate forecast for 12 periods using multiplicative model.
+        uaf_out = HoltWintersForecaster(data=data_series_df,
+                                        forecast_periods=12,
+                                        model="MULTIPLICATIVE",
+                                        residuals=True,
+                                        fit_metrics=True,
+                                        selection_metrics=True)
+
+        # Print the result DataFrames.
+        print(uaf_out.result)
+
+        # Print the model statistics result.
+        print(uaf_out.fitmetadata)
+
+        # Print the selection metrics result.
+        print(uaf_out.selmetrics)
+        
+        # Print the residuals statistics result.
+        print(uaf_out.fitresiduals)
+    
+    """

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

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+def IDFFT(data=None, data_filter_expr=None, human_readable=True,
+          **generic_arguments):
+    """
+    DESCRIPTION:
+        The IDFFT() function reverses the effects of the forward
+        transform (DFFT() function). It takes a series containing Fourier
+        Coefficients as an input, and returns the original series that
+        was input into the DFFT() function to generate the coefficients.
+        The Fourier Coefficients can be in either the rectangular
+        (real, imaginary) or polar (amplitude, phase) formats.
+
+        The following procedure is an example of how to use IDFFT() when
+        convolving two series with digital signal processing:
+            1. Use DFFT() on series 1 and series 2 to get dataframes named
+               'dfftRes1' and 'dfftRes2', respectively.
+            2. Use BinarySeriesOp() to do point-wise multiplication using
+               'dfftRes1' and 'dfftRes2'.
+            3. Use IDFFT() on the output of BinarySeriesOp() function to get
+               the convolved result of the two series.
+
+    PARAMETERS:
+        data:
+            Required Argument.
+            Specifies a logical-runtime series, that is,
+            'a 1D array' as its input, that has been populated
+            previously with Fourier Transform coefficients.
+            The calculated coefficients may exist
+            in either of the following forms:
+                1. complex numbers - real and imaginary pairs
+                2. amplitude-phase pairs
+            Types: TDSeries, TDAnalyticResult
+
+        data_filter_expr:
+            Optional Argument.
+            Specifies the filter expression for "data".
+            Types: ColumnExpression
+
+        human_readable:
+            Optional Argument.
+            Specifies whether the input rows are in human-readable / plottable form,
+            or if they are output in the raw-form. Human-readable
+            output is symmetric around 0, such as -3, -2, -1, 0, 1, 2, 3.
+            Raw output is sequential, starting at zero, such as 0, 1, 2, 3.
+            When set to True the output is in human-readable form,
+            otherwise the output is in raw form.
+            Default Value: True
+            Types: bool
+
+        **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 IDFFT.
+        Output teradataml DataFrames can be accessed using attribute
+        references, such as IDFFT_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", "mvdfft8")
+
+        # Compute the complex Fourier Transform Coefficients using a
+        # sequential series.
+
+        # Create teradataml DataFrame object.
+        data = DataFrame.from_table("mvdfft8")
+
+        # Create teradataml TDSeries object which is an input to DFFT function.
+        data_series_df = TDSeries(data=data,
+                                  id="sid",
+                                  row_index="n_seqno",
+                                  row_index_style="SEQUENCE",
+                                  payload_field="magnitude1",
+                                  payload_content="REAL")
+
+        # Execute DFFT function.
+        DFFT_result = DFFT(data=data_series_df,
+                           human_readable=True,
+                           output_fmt_content='COMPLEX')
+
+        # Example 1: Compute the inverse fourier transform using TDAnalyticResult as input.
+        # Create teradataml TDAnalyticResult object to be passed as an
+        # input to IDFFT.
+
+        idfft_art_spec = TDAnalyticResult(data=DFFT_result.result,
+                                          payload_content="COMPLEX",
+                                          payload_field=["REAL_MAGNITUDE1",
+                                                         "IMAG_MAGNITUDE1"])
+
+        # Execute IDFFT function.
+        uaf_out = IDFFT(data=idfft_art_spec, human_readable=True)
+
+        # Print the result DataFrame.
+        print(uaf_out.result)
+
+        # Example 2: Compute the inverse fourier transform using TDSeries as input.
+        # Create a teradataml TDSeries object.
+
+        idfft_series_spec = TDSeries(data=DFFT_result.result,
+                                     id="sid",
+                                     row_index="sid",
+                                     row_index_style="SEQUENCE",
+                                     payload_content="COMPLEX",
+                                     payload_field=["REAL_MAGNITUDE1",
+                                                    "IMAG_MAGNITUDE1"])
+
+        # Execute IDFFT function.
+        uaf_out = IDFFT(data=idfft_series_spec, human_readable=True)
+
+        # Print the result DataFrame.
+        print(uaf_out.result)
+    
+    """
+