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Statistical tests for time series stationarity (ADF, KPSS, PP tests)

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SKILL.md

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

  1. Provide Your Time Series Data:

    "Analyze time series table: database.sensor_data with timestamp column and value columns"
    
  2. 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

  1. Stationarity testing: Advanced UAF-based analysis
  2. Unit root tests: Advanced UAF-based analysis
  3. Statistical validation: Advanced UAF-based analysis
  4. 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 preparation
  • td_stationarity_test_workflow.sql: Complete TD_STATIONARITY_TEST implementation
  • table_analysis.sql: Time series structure analysis
  • parameter_optimization.sql: Function parameter tuning

Integration Scripts

  • uaf_pipeline_template.sql: Multi-function UAF workflows
  • performance_monitoring.sql: UAF execution monitoring
  • result_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.