SAP HANA Predictive Analysis Library (PAL)

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PAL_KORD_CONS_ITEMS_TBL 3.5 Time Series Algorithms Financial market data or economic data usually comes with time stamps. Predicting the future values, such as stock value for tomorrow, is of great interest in many business scenarios. Quantity over time is called time series, and predicting the future value based on existing time series is also known as forecasting. In this release of PAL, three smoothing based time series models are implemented. These models can be used to smooth the existing time series and forecast. In the time series algorithms, let x t be the observed values for the t-th time period, and T be the total number of time periods. 3.5.1 ARIMA The auto regressive integrated moving average (ARIMA) algorithm is famous in econometrics, statistics and time series analysis. An ARIMA model can be written as ARIMA (p, d, q), where p refers to the auto regressive order, d refers to integrated order, and q refers to the moving average order. This algorithm helps you understand the time series data better and predict future data in the series. The auto regressive integrated moving average with intervention (ARIMAX) algorithm is an extension for ARIMA. Compared with ARIMA, an ARIMAX model can not only get the internal relationship with former data, but also take external factor into consideration. 320 P U B L I C SAP HANA Predictive Analysis Library (PAL) PAL Functions
Prerequisite No missing or null data in the inputs. ARIMATRAIN This function generates ARIMA or ARIMAX training model. ARIMA Model An ARIMA model is a universalization of an auto regressive moving average (ARMA) model. The integrated part is mainly applied to induce stationary when data show evidence of non-stationary. An ARIMA (p, d, q) model can be expressed as: Φ(B)(1−B) d (Y t −c)=Θ(B)ε t , t∈Z An ARMA (p, q) model can be expressed as: Φ(B)(Y t −c)=Θ(B)ε t , t∈Z ε t ~i.i.d.N(0,σ 2 ) Where B is lag operator (backward shift operator), c is the mean of the series data, Φ(B)=1−φ 1 B−φ 2 B 2 −…−φ p B p , p ≥ 0 Θ(B)=1+θ 1 B+θ 2 B 2 +…+ θ q B q , q ≥ 0 ARIMAX Model An ARIMAX model is a universalization of an ARMAX model. The integrated part is mainly applied to induce stationary when data show evidence of non-stationary. An ARIMAX (p, d, q) model can be expressed as: Φ(B)(1−B) d (Y t −c)=H T (1−B) d X t +Θ(B)ε t , t∈Z An ARMAX (p, q) model can be expressed as: Φ(B)Y t =H T X t +Θ(B)ε t , t∈Z ε t ~i.i.d.N(0,σ 2 ) Where B is lag operator (backward shift operator), X t is a covariate vector at time t, and H is its coefficient vector. In PAL, the ARIMATRAIN algorithm first converts the original non-stationary time series data to a new stationary time series data by the integrated step, and then ARIMA fits the stationary time series data to an ARMA model, and ARIMAX fits the stationary time series data to an ARMAX model. PAL provides two parameter estimation methods: conditional sum of squares (CSS or conditional maximum likelihood estimation) and maximum likelihood estimation (MLE). SARIMA Model SAP HANA Predictive Analysis Library (PAL) PAL Functions P U B L I C 321
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SAP HANA Platform SPS 12 Document V
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Naive Bayes. ......................
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1 What is PAL? SAP HANA’s SQLScri
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2 Getting Started with PAL This sec
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The result will tell you whether th
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● : The name of the schema where
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CREATE COLUMN TABLE PAL_ARIMAX_DATA
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For more information on how to use
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Category PAL Algorithm Built-in Fun
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Category PAL Algorithm Built-in Fun
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The procedure name is the same as s
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● USER1 has been assigned the AFL
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3.1.2 Agglomerate Hierarchical Clus
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Table 13: Name Data Type Default Va
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Name Data Type Default Value Descri
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INSERT INTO DATA_TBL VALUES ('17',
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Prerequisites ● ● The input dat
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INSERT INTO PAL_AD_DATA_TBL VALUES
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The signature table should contain
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CREATE TYPE PAL_KMEANS_CENTERS_T AS
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PAL_CLUSTER_ASSIGNED_TBL: For DBSCA
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For SOM: SET SCHEMA DM_PAL; DROP TY
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PAL_CLUSTER_ASSIGNED_TBL: Related I
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Table 24: Name Data Type Descriptio
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DROP TYPE PAL_CONTROL_T; CREATE TYP
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3.1.6 Gaussian Mixture Model (GMM)
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Table 29: Name Data Type Descriptio
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Output Tables Output format 0: Tabl
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INSERT INTO PAL_GMM_PDATA_TBL VALUE
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Example 2 SET SCHEMA DM_PAL; DROP T
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PAL_GMM_RESULTSMODEL_TBL: 3.1.7 K-M
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Table 43: Table Column Column Data
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INSERT INTO #PAL_CONTROL_TBL VALUES
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PAL_KMEANS_MODEL_TBL: VALIDATEKMEAN
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"V000" DOUBLE, "A0" INTEGER, "A1" I
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Expected Result PAL_SILHOUETTE_RESU
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Table Column Column Data Type Descr
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Example Assume that: ● ● ● DM
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PAL_KMEDIANS_ASSIGN_TBL: 3.1.9 K-Me
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Position Schema Name Table Type Nam
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The input, parameter, and output ta
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INSERT INTO PARAMETERS_TBL VALUES (
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DOCTOPICDIST_TBL: GENERALINFO_TBL:
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Procedure Calling CALL .(, , ) with
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Expected Result DOCTOPICDIST_TBL: 3
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The following parameters are option
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CREATE TYPE PAL_SOM_MODEL_T AS TABL
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PAL_SOM_RESASSIGN_TBL: PAL_SOM_MODE
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INSERT INTO PAL_SLIGHT_SIL_PDATA_TB
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AUC Procedure Generation CALL SYS.A
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Table 85: Name Data Type Default Va
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Example 2 SET SCHEMA DM_PAL; DROP T
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3.2.2 Back Propagation Neural Netwo
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CREATEBPNN This function trains a B
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INSERT INTO PAL_TRAIN_NN_DATA_TBL V
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PAL_TRAIN_NN_RESULT_TBL: PAL_REGRES
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Classification example: SET SCHEMA
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"NAME" VARCHAR(100), "MODEL" CLOB )
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CREATE TYPE PAL_C45_DATA_T AS TABLE
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CART This function is used for clas
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Prerequisites ● ● The target co
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PAL_CHAID_TREEMODEL_TBL: PAL_CHAID_
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INSERT INTO PAL_CM_DATA_TBL VALUES(
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PAL_KNN_RESULTS_TBL: 3.2.8 Logistic
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Procedure Calling CALL .(, , , , )
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PAL_LOGISTICR_STAT_TBL: PAL_LOGISTI
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Procedure Generation CALL SYS.AFLLA
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Assume that: ● ● ● DM_PAL is
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PAL_FLOGISTICR_FITTED_TBL: Related
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Expected Result PAL_LRMC_MODEL_TBL:
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Table 137: Name Data Type Default V
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SAP HANA Predictive Analysis Librar
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CALL SYS.AFLLANG_WRAPPER_PROCEDURE_
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3.2.10 Naive Bayes Naive Bayes is a
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● ● USER1 has been assigned the
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"DOUBLEARGS" DOUBLE, "STRINGARGS" V
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Position Schema Name Table Type Nam
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DROP TABLE CV_LR_FUNC_TBL; CREATE C
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CREATE COLUMN TABLE FUNC_TBL LIKE F
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DROP TABLE EVALUATION_RESULT_TBL; C
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INSERT INTO PAL_PARA_TBL VALUES('TR
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3.2.13 Random Forest The ransom for
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INSERT INTO PAL_RF_DATA_TBL VALUES
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3.2.14 Support Vector Machine Suppo
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Table 168: Name Data Type Descripti
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CREATE TABLE PAL_SVM_PDATA_TBL("POS
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STRINGARGS VARCHAR(100) ); DROP TYP
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Example 3: Support vector classific
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Related Information SAP HANA Smart
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INSERT INTO PAL_GR_PDATA_TBL values
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Procedure Calling CALL .(, , , ) wi
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3.3.2 Bi-Variate Natural Logarithmi
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CREATE LOCAL TEMPORARY COLUMN TABLE
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Where β0…βn are parameters that
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CREATE LOCAL TEMPORARY COLUMN TABLE
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Assume we have m observation pairs
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Page 269 and 270: Name Data Type Default Value Descri
Page 271 and 272: Example 1: Fitting multiple linear
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PAL_OUTPARAMETER_TBL: PAL_FORECASTS
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PAL_OUTPARAMETER_TBL: SAP HANA Pred
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CREATE TYPE PAL_CONTROL_T AS TABLE
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PAL_FORECASTTRIPLESMOOTHING_RESULT_
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PAL_OUTPARAMETER_TBL: PAL_FORECASTM
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PAL_OUTPARAMETER_TBL: PAL_FORECASTM
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Procedure Calling CALL .(, , , ) wi
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PAL_FORECASTSLR_RESULT_TBL: PAL_FOR
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Note The algorithm is backward comp
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Note F 0 is not defined because the
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CREATE COLUMN TABLE PAL_DOUBLESMOOT
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3.5.10 Triple Exponential Smoothing
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PAL calculates the prediction inter
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Output Table Table 294: Table Colum
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PAL_TRIPLESMOOTH_RESULT_TBL: PAL_TR
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Once the trend and seasonality are
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CREATE COLUMN TABLE PAL_TSSEASONALI
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The difference-sign test counts the
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Optional Parameters The following p
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PAL_TSTREND_TREND_TBL: PAL_TSTREND_
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Parameter Table Mandatory Parameter
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3.6 Preprocessing Algorithms The re
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● ● Smoothing by bin medians: e
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3.6.2 Binning Assignment Binning as
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3.6.3 Convert Category Type to Bina
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"NAME" VARCHAR(100), "INTARGS" INTE
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Procedure Generation CALL SYS.AFLLA
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INSERT INTO PAL_IQR_TESTDT_TBL VALU
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PARTITION This function reads the i
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3.6.6 Posterior Scaling Posterior s
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Expected Result PAL_NEW_SCALING_TBL
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INSERT INTO PAL_PCA_DATA_TBL VALUES
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INSERT INTO PAL_PCAPROJ_PDATA_TBL V
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INSERT INTO PAL_DISTRRANDOM_PDATA_T
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INSERT INTO PAL_SAMPLING_DATA_TBL V
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If method is 4 and SAMPLING_SIZE is
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DROP TABLE PAL_SAMPLING_PDATA_TBL;
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Expected Result 3.6.10 Scaling Rang
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Prerequisite Each column must conta
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PAL_MISSING_VALUES_RESULT_TBL: PAL_
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INSERT INTO PAL_VT_DATA_TBL VALUES
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3.7.2 Chi-Squared Test for Independ
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DISTRPROB This function calculates
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"VALUE" DOUBLE ); DROP TABLE PDATA_
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"DOUBLEARGS" DOUBLE, "STRINGARGS" V
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"TYPE_NAME" NVARCHAR(256), "PARAMET
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2. Calculate PAL also supports the
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The Kaplan-Meier estimator can be r
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PAL_KMSURV_LOGRANK_STAT2_TBL: 3.7.7
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CREATE TYPE PAL_DISTRQUANTILE_RESUL
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where x' = x - Table 404: Definitio
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Let the sample mean of x and y be:
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CREATE TYPE PAL_VAREQUALTEST_DATA1_
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The quantity is computed as a weigh
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Prerequisites ● ● Input data ca
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"PARAMETER_TYPE" VARCHAR(7) ); INSE
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Signature Input Tables Table 425: T
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CALL "SYS".AFLLANG_WRAPPER_PROCEDUR
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"DISTANCE" DOUBLE ); DROP TYPE PAL_
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"STRINGARGS" VARCHAR(100) ); --crea
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The projected estimates are single
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INSERT INTO PDATA VALUES (2, 'DM_PA
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----product revenue---- DELETE FROM
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---- calculate net present value of
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UPDATE PAL_DISTRPROB_DISTRPARAM_TBL
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Then we get the survival estimates
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INSERT INTO PAL_TRIAL_DATA_TBL VALU
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INSERT INTO PAL_DISTRFITCENSORED_DA
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The expected results are as follows
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); INSERT INTO PAL_DISTRPROB_PDATA_
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Important Disclaimers and Legal Inf
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SAP HANA Predictive Analysis Library (PAL)

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