TD_​CUMUL_​PERIODOGRAM

The Cumulative Periodogram statistical test, also known as the Bartlett’s test, is aimed at assisting the data scientist in selecting the model candidate which is the best choice for the data they are modeling. The test which works off the residuals generated during the model validation / model selection processing phase. As mentioned previously, typically the data scientists divide their series sample set into two portions: the first portion to be used for the 'model fitting' exercise; and, the second portion to be used for the 'model validation' exercise. The TD_CUMUL_PERIODOGRAM function is usually executed against the residuals produced during the second 'model validation' exercise, meaning against the 'in-sample' forecasted data points.

Options

SIGNIFICANCE_LEVEL
The significance level to be associated with the Cumulative Periodogram test. Choices are limited to 0.05 (95%) or 0.01 (99%) .
Output Schema
Output Schema, if Volatile is true then use user login as the schema.
Output Table
Output Table
VAL Location
VAL Location
Volatile
Specifies whether the table should be a VOLATILE table. If true, then the table is automatically deleted, otherwise it is users responsibility to remove or clean it up for space.

Input Ports

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Connection to a Teradata Database Instance
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This section outlines the syntax associated with invoking the TD_CUMUL_PERIODOGRAM function. This function can accept either a single univariate series (containing the in-sample generated residuals) as an input, or alternatively can accept an ART table containing the residual results from a previously run validation (example: TD_ARIMAVALIDATE) operation. For the case in which the input is a univariate series, the payload should contain a reference to a single field containing the residuals: the single field references the calculated residual: original_value minus calculated_valueFor 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.The TD_CUMUL_PERIODOGRAM function will create a two layered art table.

Output Ports

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output of TD_CUMUL_PERIODOGRAM

Nodes

Extensions

Links

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On NodePit since: 2023-12-01
Last update: 2024-11-25
Created with KNIME version: v4.7.0

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