teradataml 20.0.0.8__py3-none-any.whl

teradataml/data/jsons/uaf/17.20/TD_EXTRACT_RESULTS.json

@@ -0,0 +1,39 @@
+{
+        "FuncName": "TD_EXTRACT_RESULTS",
+        "FuncDescriptionShort": "Retrieve additional result sets within the ART table.",
+        "FuncDescriptionLong": [
+                "The TD_EXTRACT_RESULTS utility function is used to retrieve auxiliary result sets stored within the ART table. "
+        ],
+        "FunctionVersion": "...",
+        "FunctionCategory": "General Utility",
+        "JSONVersion": "1",
+        "FuncRName": "td_Extract_Results",
+        "MaxInputFiles": 1,
+        "Input": [
+                {
+                        "Type": "ART",
+                        "Description": [
+                                "This AF function is passed an ART table specification, ART_SPEC. Within the ART_SPEC, the only thing that has to be passed in is the TABLE_NAME and LAYER. The PAYLOAD option can be omitted since all available payload columns need to be passed in to this function."
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field",
+                        "Optional": false
+                }
+        ],
+        "Output": [
+                {
+                        "Type": "ART",
+                        "PrimaryLayer": true,
+                        "LayerName": "ARTPRIMARY",
+                        "ResultTableColumnTypes": "varies",
+                        "Description": [
+                                "The output of this function are wavelets from the specified LAYER of the ART table.",
+                                "Invoking this AF utility function retrieves all wavelets from one specified layer in the ART table. Please see the specific function’s RETURNS TABLE specification section to determine the output column descriptions for well-known layers."
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field"
+                }
+        ],
+        "IsPlottable": true,
+        "Params": [],
+        "InputFmt": false,
+        "OutputFmt": false
+}

teradataml/data/jsons/uaf/17.20/TD_FITMETRICS.json

@@ -0,0 +1,101 @@
+{
+        "FuncName": "TD_FITMETRICS",
+        "FuncDescriptionShort": "The TD_FIT_METRICS function performs several calculations",
+        "FuncDescriptionLong": [
+                "The TD_FIT_METRICS function performs several calculations, using as its input: the original series; the series predicted from the model; the original series mean; and, the residuals left over from a modeling fit exercise.  The purpose of the generated metrics is to enable the data scientist to judge the 'Goodness of Fit' afforded by the modeling fit exercise."
+        ],
+        "FunctionVersion": "...",
+        "FunctionCategory": "Diagnostic Statistical Test",
+        "JSONVersion": "1",
+        "FuncRName": "td_Fit_Metrics",
+        "MaxInputFiles": 1,
+        "Input": [
+                {
+                        "Type": [
+                                "SERIES",
+                                "ART"
+                        ],
+                        "Description": [
+                                "This section outlines the syntax associated with invoking the TD_FIT_METRICS function.   This function can accept either a single multivariate series as an input, or alternatively can accept an ART table containing the residual results from a previously run regression operation. ",
+                                "For the case in which the input is a single multivariate series, the fields in the SERIES_SPEC(PAYLOAD(FIELDS(). CONTENT(MULTIVAR_REAL)) must consists of: First field referenced is the original series value; Second field referenced is the calculated series value produced by the model; Third field is the calculated residual: original_value minus calculated_value",
+                                "For the scenario in which the residuals reside within the tertiary result set associated with an ART table, then the caller merely needs to pass in the TABLE_NAME identify the ART containing the residuals - the DBS software will perform the extraction of the original series, calculated series, and residuals as part of the execution of this function. "
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field",
+                        "Optional": false
+                }
+        ],
+        "Output": [
+                {
+                        "Type": "ART",
+                        "PrimaryLayer": true,
+                        "LayerName": "ARTPRIMARY",
+                        "ResultTableColumnTypes": [
+                                "integer",
+                                "integer",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "varchar(16)"
+                        ],
+                        "Description": [
+                                "The TD_FITMETRICS  function returns only a primary result set consisting of one row per unique series acted upon.   There are no secondary or tertiary result sets produced by this function.  The primary result set can be retrieved by issuing a SELECT against the analytical result table (ART) containing the results of the function invocation."
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field"
+                }
+        ],
+        "IsPlottable": false,
+        "Params": [
+                {
+                        "Name": "VAR_COUNT",
+                        "Type": "integer",
+                        "Optional": false,
+                        "LowerBound": 0,
+                        "LowerBoundType": "INCLUSIVE",
+                        "AllowNaN": false,
+                        "Description": [
+                                "An integer indicating how many explanatory variables (N), including the constant, are to be assumed while calculating the various fit-related metrics. "
+                        ]
+                },
+                {
+                        "Name": "FSTAT",
+                        "Type": "integer",
+                        "Optional": true,
+                        "DefaultValue": 0,
+                        "PermittedValues": [
+                                0,
+                                1
+                        ],
+                        "Description": [
+                                "Flag indicating whether to calculate an F-Statistic for the regression."
+                        ]
+                },
+                {
+                        "Name": "SIGNIFICANCE_LEVEL",
+                        "Type": "double",
+                        "Optional": true,
+                        "LowerBound": 0,
+                        "UpperBound": 1,
+                        "LowerBoundType": "EXCLUSIVE",
+                        "UpperBoundType": "EXCLUSIVE",
+                        "AllowNaN": false,
+                        "Description": [
+                                "This parameter is only valid when FSTAT(1).  The chosen level of significance:  0 < SIGNIFICANCE_LEVEL < 0"
+                        ]
+                }
+        ],
+        "InputFmt": false,
+        "OutputFmt": false
+}

teradataml/data/jsons/uaf/17.20/TD_GENSERIES4FORMULA.json

@@ -0,0 +1,85 @@
+{
+        "FuncName": "TD_GENSERIES4FORMULA",
+        "FuncDescriptionShort": "Forms a new series with the trend and/or periodicities subtracted out",
+        "FuncDescriptionLong": [
+                "In building statistical ARMA-style forecasting models, a necessary precondition is that the time series being modeled be stationary: stationary with respect to mean; stationary with respect to covariance; and, stationary with respect to variance.    Quite often, the time series that the data scientist wishes to model contains a trend - meaning that the time series is non-stationary with respect to the mean; or, alternatively may contain some periodicities (cyclic variance in data).  This trend and/or periodicities must be removed before modeling may begin. Once the data scientist has devised a formula to represent the trend or periodic behaviors, their next task is to generate a series using that formula; such that they can then input both the original series and formula driven series through a pointwise subtractor function, which forms a new series with the trend and/or periodicities subtracted out."
+        ],
+        "FunctionVersion": "...",
+        "FunctionCategory": "Data Preparation",
+        "JSONVersion": "1",
+        "FuncRName": "td_Genseries_Formula",
+        "MaxInputFiles": 1,
+        "Input": [
+                {
+                        "Type": [
+                                "SERIES",
+                                "GENSERIES"
+                        ],
+                        "Description": [
+                                "The TD_GENSERIES4FORMULA function takes either: a self-generated series - GENSERIES_SPEC(); a pre-existing logical univariate series - SERIES_SPEC(CONTENT(REAL)); or, a logical multivariate series - SERIES_SPEC(CONTENT(MULTIVAR_REAL)); as input.   It then produces a formula driven univariate output series,  SERIES_SPEC(CONTENT(REAL)), in which the row-indexing mechanism is chosen by the user."
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field",
+                        "Optional": false
+                }
+        ],
+        "Output": [
+                {
+                        "Type": "ART",
+                        "PrimaryLayer": true,
+                        "LayerName": "ARTPRIMARY",
+                        "ResultTableColumnTypes": [
+                                "<varies>",
+                                "float"
+                        ],
+                        "Description": [
+                                "The TD_GENSERIES4FORMULA function returns only a primary result set.   There are no secondary or tertiary result sets produced by this function.  ",
+                                "The primary result set can be accessed either via a subsequent SELECT * FROM <art table> statement or by issuing a TD_EXTRACT_RESULTS(…,LAYER(ARTPRIMARY),…) .",
+                                "<varies> Data type and values dependent upon the OUTPUT_FMT(INDEX()) declaration."
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field"
+                }
+        ],
+        "IsPlottable": false,
+        "Params": [
+                {
+                        "Name": "FORMULA",
+                        "Type": "string",
+                        "Optional": false,
+                        "Description": [
+                                "A character string up to 64000 characters long which describes the formula to be applied.  See the general FORMULA section for a complete description of supported math operators and proper formulation rules."
+                        ],
+                        "LangName": "..."
+                },
+                {
+                        "Name": "ESTIMATE_MODE",
+                        "Type": "integer",
+                        "Optional": true,
+                        "DefaultValue": 0,
+                        "PermittedValues": [
+                                0,
+                                1
+                        ],
+                        "Description": [
+                                "An indicator that the output table include the input parameters with the results. A value of 1 includes input parameters. A value of 0 only returns the results column. The default is 0."
+                        ],
+                        "LangName": "..."
+                }
+        ],
+        "InputFmt": false,
+        "OutputFmt": [
+                {
+                        "Name": "INDEX_STYLE",
+                        "Type": "string",
+                        "Optional": true,
+                        "DefaultValue": "NUMERICAL_SEQUENCE",
+                        "PermittedValues": [
+                                "NUMERICAL_SEQUENCE",
+                                "FLOW_THROUGH"
+                        ],
+                        "Description": [
+                                "Specifies the INDEX_STYLE of the output format."
+                        ],
+                        "LangName": "output_fmt_index_style"
+                }
+        ]
+}

teradataml/data/jsons/uaf/17.20/TD_GENSERIES4SINUSOIDS.json

@@ -0,0 +1,71 @@
+{
+        "FuncName": "TD_GENSERIES4SINUSOIDS",
+        "FuncDescriptionShort": "Forms a new series with the trend and/or periodicities subtracted out",
+        "FuncDescriptionLong": [
+                "In building statistical ARMA-style forecasting models, a necessary precondition is that the time series being modeled be stationary: stationary with respect to mean; stationary with respect to covariance; and, stationary with respect to variance.    Quite often, the time series that the data scientist wishes to model contains a trend - meaning that the time series is non-stationary with respect to the mean; or, alternatively may contain some periodicities (cyclic variance in data).  This trend and/or periodicities must be removed before modeling may begin.  ",
+                "Once the data scientist has devised a formula to represent the trend or periodic behaviors, their next task is to generate a series using that formula; such that they can then input  both the original series and formula driven series through a pointwise subtractor function, which forms a new series with the trend and/or periodicities subtracted out."
+        ],
+        "FunctionVersion": "...",
+        "FunctionCategory": "Temporal and Spatial",
+        "JSONVersion": "1",
+        "FuncRName": "td_Genseries_Sinusoids",
+        "MaxInputFiles": 1,
+        "Input": [
+                {
+                        "Type": "SERIES",
+                        "Description": [
+                                "The input to TD_PLOT can either be a a SERIES_SPEC  or MATRIX_SPEC dependent on the plot type that is specified as a parameter. TD_PLOT currently supports the SEQUENCE style of index in the ROW_AXIS or COLUMN_AXIS clauses within the SERIES_SPEC or MATRIX_SPEC."
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field",
+                        "Optional": false
+                }
+        ],
+        "Output": [
+                {
+                        "Type": "ART",
+                        "PrimaryLayer": true,
+                        "LayerName": "ARTPRIMARY",
+                        "ResultTableColumnTypes": [
+                                "<varies>",
+                                "float"
+                        ],
+                        "Description": [
+                                "The TD_GENSERIES4SINUSOIDS function returns only a primary result set.   There are no secondary or tertiary result sets produced by this function.  The primary result set can be retrieved by issuing a SELECT against the analytical table containing the results.",
+                                "The result series, produced by this function, represent the portion of the original series containing the passed in periodicities.  The data scientist can take this result, run it through a TD_BINARYSERIES_OP  subtract operation, against the original series (aka, INPUT_FMT MATCH operation), to produce a result series with the periodicities removed.",
+                                "<varies> Data type and values dependent upon the OUTPUT_FMT(INDEX()) declaration."
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field"
+                }
+        ],
+        "IsPlottable": true,
+        "Params": [
+                {
+                        "Name": "PERIODICITIES",
+                        "Type": "list",
+                        "ListType": "float",
+                        "Optional": false,
+                        "CheckDuplicates": true,
+                        "Description": [
+                                "A list containing one or more floating point values; representing significant periodicities: w_1, w_2, ..., w_d. ; in terms of w_k.  Where   w_k = 2pi / P;    P = 2pi / w_k"
+                        ],
+                        "LangName": "..."
+                }
+        ],
+        "InputFmt": false,
+        "OutputFmt": [
+                {
+                        "Name": "INDEX_STYLE",
+                        "Type": "string",
+                        "Optional": true,
+                        "DefaultValue": "NUMERICAL_SEQUENCE",
+                        "PermittedValues": [
+                                "NUMERICAL_SEQUENCE",
+                                "FLOW_THROUGH"
+                        ],
+                        "Description": [
+                                "Specifies the INDEX_STYLE of the output format."
+                        ],
+                        "LangName": "output_fmt_index_style"
+                }
+        ]
+}

teradataml/data/jsons/uaf/17.20/TD_GOLDFELD_QUANDT.json

@@ -0,0 +1,139 @@
+{
+        "FuncName": "TD_GOLDFELD_QUANDT",
+        "FuncDescriptionShort": "Statistical test that is performed on behalf of univariate or multivariate regression models",
+        "FuncDescriptionLong": [
+                "The hope relative to the development of a univariate or multi-variate regression model is to create a regression model (estimator) that can be characterized as being BLUE: meaning the 'Best Linear Unbiased Estimator'.  One of the properties of such an estimator is that the variance should be homoscedastic, meaning that the variance should be constant.   The opposite behavior is that of a heteroscedastic variance"
+        ],
+        "FunctionVersion": "...",
+        "FunctionCategory": "Diagnostic Statistical Test",
+        "JSONVersion": "1",
+        "FuncRName": "td_Goldfeld_Quandt",
+        "MaxInputFiles": 1,
+        "Input": [
+                {
+                        "Type": [
+                                "SERIES"
+                        ],
+                        "Description": [
+                                "This function is executed against the original univariate or multivariate series"
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field",
+                        "Optional": false
+                }
+        ],
+        "Output": [
+                {
+                        "Type": "ART",
+                        "PrimaryLayer": true,
+                        "LayerName": "ARTPRIMARY",
+                        "ResultTableColumnTypes": [
+                                "integer",
+                                "integer",
+                                "integer",
+                                "integer",
+                                "integer",
+                                "integer",
+                                "integer",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "float",
+                                "varchar(64)"
+                        ],
+                        "Description": [
+                                "The TD_GOLDFELD_QUANDT function returns only a primary result set consisting of one row per unique series acted upon.   There are no secondary or tertiary result sets produced by this function.  The primary result set can be retrieved by issuing a SELECT against the analytical table containing the results."
+                        ],
+                        "LangName": "data or object or newdata or ... --> Langauges team can work with UAF team to come up with this field"
+                }
+        ],
+        "IsPlottable": true,
+        "Params": [
+                {
+                        "Name": "CONST_TERM",
+                        "Type": "integer",
+                        "Optional": true,
+                        "DefaultValue": 1,
+                        "PermittedValues": [
+                                0,
+                                1
+                        ],
+                        "Description": [
+                                "Optional indicator of whether the regression performed should use a Y-intercept coefficient.",
+                                "A value of 1 means the regression is performed on 'Y=C+aX1+bX2+…'.",
+                                "A value of 0 means the regression is performed on 'Y=aX1+bX2+…'.",
+                                "The default is 1."
+                        ]
+                },
+                {
+                        "Name": "ALGORITHM",
+                        "Type": "string",
+                        "Optional": false,
+                        "PermittedValues": [
+                                "QR",
+                                "PSI"
+                        ],
+                        "Description": [
+                                "Algorithm used for the regression. A value of QR means that QR decomposition is used for the regression. A value of PSI means that pseudo-inverse based on SVD is used to solve the regression."
+                        ],
+                        "LangName": "..."
+                },
+                {
+                        "Name": "START_IDX",
+                        "Type": "double",
+                        "Optional": true,
+                        "LowerBound": 0,
+                        "LowerBoundType": "EXCLUSIVE",
+                        "AllowNaN": false,
+                        "Description": [
+                                "Optional parameter. Positive real value > 0.  Identifies the split-point-index for the operation. If less than 1.0, then the split-point index is calculated as: START_IDX * N; where N is total number of sample points.  If greater than '1' then START_IDX is interpreted as being the split-point index.   ",
+                                "If not present, than START_IDX is computed using integer math:  START_IDX = (<total entries in series> - OMIT) / 2"
+                        ]
+                },
+                {
+                        "Name": "OMIT",
+                        "Type": "double",
+                        "Optional": false,
+                        "LowerBound": 0,
+                        "LowerBoundType": "EXCLUSIVE",
+                        "AllowNaN": false,
+                        "Description": [
+                                "Positive real value > 0. Determines the number of of 'central sample values' to omit while forming the two 'test groups'.  If less than 1.0, then the number of samples to be omitted is calculated as: OMIT * N; where N is total number of sample points.  If greater than '1' then OMIT is interpreted as number of central points to omit.  "
+                        ]
+                },
+                {
+                        "Name": "SIGNIFICANCE_LEVEL",
+                        "Type": "double",
+                        "Optional": false,
+                        "LowerBound": 0,
+                        "UpperBound": 1,
+                        "LowerBoundType": "EXCLUSIVE",
+                        "UpperBoundType": "EXCLUSIVE",
+                        "AllowNaN": false,
+                        "Description": [
+                                "The desired significance level for the test. 99%, aka, 0.01; 95%,aka,0.05"
+                        ]
+                },
+                {
+                        "Name": "TEST",
+                        "Type": "string",
+                        "Optional": true,
+                        "DefaultValue": "GREATER",
+                        "PermittedValues": [
+                                "GREATER",
+                                "LESS",
+                                "TWOSIDED"
+                        ],
+                        "Description": [
+                                "Optional parameter.   Has a value of:  'GREATER' or 'LESS' or 'TWOSIDED' ; DEFAULT (if not present) is 'GREATER'.  Test value influences how GQ Test Statistic is computed and how Hypothesis is evaluated.",
+                                "Options are as follows:",
+                                "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."
+                        ],
+                        "LangName": "..."
+                }
+        ],
+        "InputFmt": false,
+        "OutputFmt": false
+}