Td Stationarity Test
by teradata-labs
Statistical tests for time series stationarity (ADF, KPSS, PP tests)
Skill Details
Repository Files
11 files in this skill directory
name: td-stationarity-test description: Statistical tests for time series stationarity (ADF, KPSS, PP tests)
Teradata Stationarity Testing
| Skill Name | Teradata Stationarity Testing |
|---|---|
| Description | Statistical tests for time series stationarity (ADF, KPSS, PP tests) |
| Category | Uaf Model Preparation |
| Function | TD_STATIONARITY_TEST |
| Framework | Teradata Unbounded Array Framework (UAF) |
Core Capabilities
- Advanced UAF implementation with optimized array processing
- Scalable time series analysis for millions of products or billions of IoT sensors
- High-dimensional data support for complex analytical use cases
- Production-ready SQL generation with proper UAF syntax
- Comprehensive error handling and data validation
- Business-focused interpretation of analytical results
- Integration with UAF pipeline workflows
Unbounded Array Framework (UAF) Overview
The Unbounded Array Framework is Teradata's analytics framework for:
- End-to-end time series forecasting pipelines
- Digital signal processing for radar, sonar, audio, and video
- 4D spatial analytics and image processing
- Scalable analysis of high-dimensional data
- Complex use cases across multiple industries
UAF functions process:
- One-dimensional series indexed by time or space
- Two-dimensional arrays (matrices) indexed by time, space, or both
- Large datasets with robust scalability
Table Analysis Workflow
This skill automatically analyzes your time series data to generate optimized UAF workflows:
1. Time Series Structure Analysis
- Temporal Column Detection: Identifies time/date columns for indexing
- Value Column Classification: Distinguishes between numeric time series values
- Frequency Analysis: Determines sampling frequency and intervals
- Seasonality Detection: Identifies seasonal patterns and cycles
2. UAF-Specific Recommendations
- Array Dimension Setup: Configures proper 1D/2D array structures
- Time Indexing: Sets up appropriate temporal indexing
- Parameter Optimization: Suggests optimal parameters for TD_STATIONARITY_TEST
- Pipeline Integration: Recommends complementary UAF functions
3. SQL Generation Process
- UAF Syntax Generation: Creates proper Unbounded Array Framework SQL
- Array Processing: Handles time series arrays and matrices
- Parameter Configuration: Sets function-specific parameters
- Pipeline Workflows: Generates complete analytical pipelines
How to Use This Skill
-
Provide Your Time Series Data:
"Analyze time series table: database.sensor_data with timestamp column and value columns" -
The Skill Will:
- Analyze temporal structure and sampling frequency
- Identify optimal UAF function parameters
- Generate complete TD_STATIONARITY_TEST workflow
- Provide performance optimization recommendations
Input Requirements
Data Requirements
- Time series table: Teradata table with temporal data
- Timestamp column: Time/date column for temporal indexing
- Value columns: Numeric columns for analysis
- Model inputs: Previously fitted models or parameters
- Validation data: Test datasets for model assessment
Technical Requirements
- Teradata Vantage with UAF (Unbounded Array Framework) enabled
- UAF License: Access to time series and signal processing functions
- Database permissions: CREATE, DROP, SELECT on working database
- Function access: TD_STATIONARITY_TEST
Output Formats
Generated Results
- UAF-processed arrays with temporal/spatial indexing
- Analysis results specific to TD_STATIONARITY_TEST functionality
- Analytical outputs from function execution
- Diagnostic metrics and validation results
SQL Scripts
- Complete UAF workflows ready for execution
- Parameterized queries optimized for your data structure
- Array processing with proper UAF syntax
Uaf Model Preparation Use Cases Supported
- Stationarity testing: Advanced UAF-based analysis
- Unit root tests: Advanced UAF-based analysis
- Statistical validation: Advanced UAF-based analysis
- Model prerequisites: Advanced UAF-based analysis
Key Parameters for TD_STATIONARITY_TEST
- TestType: Function-specific parameter for optimal results
- Lags: Function-specific parameter for optimal results
- Trend: Function-specific parameter for optimal results
- ConfidenceLevel: Function-specific parameter for optimal results
UAF Best Practices Applied
- Array dimension optimization for performance
- Temporal indexing with proper time series structure
- Parameter tuning specific to TD_STATIONARITY_TEST
- Memory management for large-scale data processing
- Error handling for UAF-specific scenarios
- Pipeline integration with other UAF functions
- Scalability considerations for production workloads
Example Usage
-- Example TD_STATIONARITY_TEST workflow
-- Replace parameters with your specific requirements
-- 1. Data preparation for UAF processing
SELECT * FROM TD_UNPIVOT (
ON your_database.your_timeseries_table
USING
TimeColumn ('timestamp_col')
ValueColumns ('value1', 'value2', 'value3')
) AS dt;
-- 2. Execute TD_STATIONARITY_TEST
SELECT * FROM TD_STATIONARITY_TEST (
ON prepared_data
USING
-- Function-specific parameters
-- (Detailed parameters provided by skill analysis)
) AS dt;
Scripts Included
Core UAF Scripts
uaf_data_preparation.sql: UAF-specific data preparationtd_stationarity_test_workflow.sql: Complete TD_STATIONARITY_TEST implementationtable_analysis.sql: Time series structure analysisparameter_optimization.sql: Function parameter tuning
Integration Scripts
uaf_pipeline_template.sql: Multi-function UAF workflowsperformance_monitoring.sql: UAF execution monitoringresult_interpretation.sql: Output analysis and visualization
Industry Applications
Supported Domains
- Economic forecasting and financial analysis
- Sales forecasting and demand planning
- Medical diagnostic image analysis
- Genomics and biomedical research
- Radar and sonar analysis
- Audio and video processing
- Process monitoring and quality control
- IoT sensor data analysis
Limitations and Considerations
- UAF licensing: Requires proper Teradata UAF licensing
- Memory requirements: Large arrays may require memory optimization
- Computational complexity: Some operations may be resource-intensive
- Data quality: Results depend on clean, well-structured time series data
- Parameter sensitivity: Function performance depends on proper parameter tuning
- Temporal consistency: Irregular sampling may require preprocessing
Quality Checks
Automated Validations
- Time series structure verification
- Array dimension compatibility checks
- Parameter validation for TD_STATIONARITY_TEST
- Memory usage monitoring
- Result quality assessment
Manual Review Points
- Parameter selection appropriateness
- Result interpretation accuracy
- Performance optimization opportunities
- Integration with existing workflows
Updates and Maintenance
- UAF compatibility: Tested with latest Teradata UAF releases
- Performance optimization: Regular UAF-specific optimizations
- Best practices: Updated with UAF community recommendations
- Documentation: Maintained with latest UAF features
- Examples: Real-world UAF use cases and scenarios
This skill provides production-ready uaf model preparation analytics using Teradata's Unbounded Array Framework TD_STATIONARITY_TEST with industry best practices for scalable time series and signal processing.
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