SAP HANA Predictive Analysis Library (PAL)

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PAL_SINGLESMOOTH_STATISTICS_TBL: Related Information Forecast Accuracy Measures [page 365] 3.5.9 Double Exponential Smoothing Double Exponential Smoothing model is suitable to model the time series with trend but without seasonality. In the model there are two kinds of smoothed quantities: smoothed signal and smoothed trend. PAL provides two methods of double exponential smoothing: Holt's linear exponential smoothing and additive damped trend Holt's linear exponential smoothing. The Holt’s linear exponential smoothing displays a constant trend indefinitely into the future. Empirical evidence shows that the Holt's linear method tends to over-forecast. A parameter that is used to damp the trend could improve the situation. Holt's Linear Exponential Smoothing Let S t and b t be the smoothed value and smoothed trend for the (t+1)-th time period, respectively. The following rules are satisfied: S 0 = x 0 b 0 = x 1 – x 0 S t = αx t + (1 – α) (S t-1 + b t-1 ) b t = β (S t – S t–1 ) + (1 – β) b t-1 Where α, β∈(0,1) are two user specified parameters. The model can be understood as two coupled Single Exponential Smoothing models, and forecast can be made by the following equation: F T+m = S T + mb T Additive Damped Trend Holt's Linear Exponential Smoothing Let S t and b t be the smoothed value and smoothed trend for the (t+1)-th time period, respectively. The following rules are satisfied: S 0 = x 0 b 0 = x 1 – x 0 S t = αx t + (1 – α) (S t-1 + Φb t-1 ) b t = β (S t – S t–1 ) + (1 – β) Φb t-1 Where α, β, Φ∈(0,1) are three user specified parameters. Forecast can be made by the following equation: F T+m = S T + (Φ + Φ 2 + ... + Φ m )b T 400 P U B L I C SAP HANA Predictive Analysis Library (PAL) PAL Functions
Note F 0 is not defined because there is no estimation for time 0. According to the definition, you can get F 1 = S 0 + b 0 and so on. PAL calculates the prediction interval to get the idea of likely variation. Assume that the forecast data is normally distributed. The mean value is S t and the variance is σ 2 . Let U t be the upper bound of prediction interval for S t and L t be the lower bound. Then they are calculated as follows: U t = S t + zσ L t = S t - zσ Here z is the one-tailed value of a standard normal distribution. It is derived from the input parameters PREDICTION_CONFIDENCE_1 and PREDICTION_CONFIDENCE_2. Note The algorithm is backward compatible. You can still work in the SAP HANA SPS 11 or older versions where the prediction interval feature is not available. In that case, only point forecasts are calculated. Prerequisites ● ● No missing or null data in the inputs. The data is numeric, not categorical. DOUBLESMOOTH This is a double exponential smoothing function. Procedure Generation CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘DOUBLESMOOTH’, ‘’, '', ); The signature table should contain the following records: Table 286: Position Schema Name Table Type Name Parameter Type 1 IN 2 IN 3 OUT SAP HANA Predictive Analysis Library (PAL) PAL Functions P U B L I C 401
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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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Assume we have m observation pairs
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Example 1: Fitting multiple linear
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CREATE COLUMN TABLE PAL_ENET_MLR_PD
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3.3.5 Polynomial Regression Polynom
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insert into PAL_PR_PDATA_TBL values
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The input, parameter, and output ta
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3.4 Association Algorithms This sec
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"STRINGARGS" VARCHAR (100) ); INSER
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Optional Parameters The following p
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INSERT INTO PAL_APRIORI_DATA_TBL VA
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PAL_APRIORI_CONS_ITEMS_TBL: LITEAPR
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INSERT INTO PAL_LITEAPRIORI_DATA_TB
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FPGROWTH (Relational Output) FP-Gro
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); DROP TYPE PAL_FPGROWTH_POSTRULE_
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PAL_FPGROWTH_VALUES_TBL: 3.4.3 K-Op
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INSERT INTO PAL_KORD_DATA_TBL VALUE
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Prerequisite No missing or null dat
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. Initial P 0 can be calculated by
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Output Table (Model Table) Table 24
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DROP TYPE PAL_ARIMAX_DATA_T; CREATE
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CALL "SYS".AFLLANG_WRAPPER_PROCEDUR
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We get And variance of the forecast
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CREATE COLUMN TABLE PAL_ARIMA_PDATA
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INSERT INTO PAL_ARIMAX_DATA_TBL VAL
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3.5.2 Auto ARIMA This function auto
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Page 349 and 350: Example 3: Auto Seasonal ARIMA SET
Page 351 and 352: INSERT INTO PAL_ARIMA_DATA_TBL VALU
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Page 355 and 356: F 1 = a 0 + b 0 2. Calculation: S t
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Page 361 and 362: 3.5.4 Croston's Method The Croston
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Page 365 and 366: SELECT * FROM PAL_CROSTON_STATISTIC
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Page 369 and 370: PAL_FORECASTACCURACYMEASURES_RESULT
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Page 377 and 378: PAL_OUTPARAMETER_TBL: PAL_FORECASTS
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Page 381 and 382: CREATE TYPE PAL_CONTROL_T AS TABLE
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Page 385 and 386: PAL_OUTPARAMETER_TBL: PAL_FORECASTM
Page 387 and 388: PAL_OUTPARAMETER_TBL: PAL_FORECASTM
Page 389 and 390: Procedure Calling CALL .(, , , ) wi
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Page 395 and 396: Note The algorithm is backward comp
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Page 405 and 406: CREATE COLUMN TABLE PAL_DOUBLESMOOT
Page 407 and 408: 3.5.10 Triple Exponential Smoothing
Page 409 and 410: PAL calculates the prediction inter
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Page 415 and 416: PAL_TRIPLESMOOTH_RESULT_TBL: PAL_TR
Page 417 and 418: Once the trend and seasonality are
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Page 421 and 422: CREATE COLUMN TABLE PAL_TSSEASONALI
Page 423 and 424: The difference-sign test counts the
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Page 427 and 428: PAL_TSTREND_TREND_TBL: PAL_TSTREND_
Page 429 and 430: Parameter Table Mandatory Parameter
Page 431 and 432: 3.6 Preprocessing Algorithms The re
Page 433 and 434: ● ● Smoothing by bin medians: e
Page 437 and 438: 3.6.2 Binning Assignment Binning as
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Page 441 and 442: 3.6.3 Convert Category Type to Bina
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Page 445 and 446: Procedure Generation CALL SYS.AFLLA
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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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Table 347: Name Data Type Descripti
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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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