R: Seasonality Test

hanaml.SeasonalDecompose {hana.ml.r}

R Documentation

Seasonality Test

Description

hanaml.SeasonalDecompose is a R wrapper for PAL Seasonality Test.

Usage

hanaml.SeasonalDecompose(conn.context,
                         data,
                         key = NULL,
                         endog = NULL,
                         alpha = NULL,
                         thread.ratio = NULL)

Arguments

`conn.context`	`ConnectionContext` The connection to the SAP HANA system.
`data`	`DataFrame` DataFrame containing the data.
`key`	`character, optional` The ID column. Defaults to the first column.
`endog`	`character, optional` The endogenous variable of the given time series in data. Defaults to the first non-ID column.
`alpha`	`double, optional` The criterion for the autocorrelation coefficient. The value range is (0, 1). A larger value indicates stricter requirement for seasonality. Defaults to 0.2.
`thread.ratio`	`double, optional` Controls the proportion of available threads to use. The ratio of available threads. `0`: single thread. `0~1`: percentage. `Others`: heuristically determined. Defaults to -1.

Value

List of DataFrame:

DataFrame 1
Statistics for time series, structured as follows:
- STAT_NAME: includes type (additive or multiplicative), period (number of seasonality), acf (autocorrelation coefficient).
  
  STAT_VALUE:value of stats above.
DataFrame 2
Seasonal decomposition table, structured as follows::
- ID: index/time stamp..
- SEASONAL: seasonality component.
- TREND: trend component.
- RANDOM: white noise component.

Examples

## Not run: 
Input data:
> data$Collect()
        TIMESTAMP     Y
      1          1   10
      2          2    7
      3          3   17
      4          4   34
      5          5    9
      ......
      31        31   83
      32        32   55
      33        33  207
      34        34   25
      35        35    0
      36        36    0

Invoke the function:
> sd <- hanaml.SeasonalDecompose(conn,
                                 data,
                                 thread.ratio = 0.5,
                                 alpha = 0.2)

Output:
> sd[[1]]$Collect()
  STAT_NAME     STAT_VALUE
1      type multiplicative
2    period              4
3       acf       0.501947

> sd[[2]]$Collect()
   TIMESTAMP  SEASONAL   TREND    RANDOM
1          1 1.2526605  10.125 0.7884453
2          2 0.3499516  14.000 1.4287688
3          3 0.7488509  16.875 1.3452711
4          4 1.6485370  16.750 1.2313043
......
33        33 1.2526605  82.125 2.0121557
34        34 0.3499516  64.875 1.1011706
35        35 0.7488509  32.125 0.0000000
36        36 1.6485370   3.125 0.0000000

## End(Not run)

[Package hana.ml.r version 1.0.8 Index]