PUBLIC

SAP HANA Platform SPS 12

Document Version: 1.2 – 2018-01-24

SAP HANA Predictive Analysis Library (PAL)

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1 SAP HANA Predictive Analysis Library (PAL). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Getting Started with PAL. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

2.1 Prerequisites. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 Application Function Library (AFL). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3 Security. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .8
2.4 Checking PAL Installation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.5 Calling PAL Functions. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Parameter Table Structure. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11
Exception Handling. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .12
2.6 Using PAL in SAP HANA AFM. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

3 PAL Functions. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.1 Clustering Algorithms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Affinity Propagation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Agglomerate Hierarchical Clustering. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
Anomaly Detection. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .31
Cluster Assignment. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
DBSCAN. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .46
Gaussian Mixture Model (GMM). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
K-Means. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
K-Medians. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .75
K-Medoids. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .81
LDA Estimation and Inference. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
Self-Organizing Maps. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
Slight Silhouette. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
Incremental Clustering on SAP HANA Smart Data Streaming. . . . . . . . . . . . . . . . . . . . . . . . . . 115
3.2 Classification Algorithms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
Area Under Curve (AUC). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
Back Propagation Neural Network. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
C4.5 Decision Tree. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
CART Decision Tree. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
CHAID Decision Tree. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
Confusion Matrix. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
KNN. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
Logistic Regression (with Elastic Net Regularization). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
Multi-Class Logistic Regression. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176

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 Naive Bayes. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .190
Parameter Selection and Model Evaluation (PSME). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
Predict with Tree Model. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
Random Forest. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .214
Support Vector Machine. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
Incremental Classification on SAP HANA Smart Data Streaming. . . . . . . . . . . . . . . . . . . . . . . 235
3.3 Regression Algorithms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
Bi-Variate Geometric Regression. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
Bi-Variate Natural Logarithmic Regression. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
Exponential Regression. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .251
Multiple Linear Regression. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
Polynomial Regression. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270
3.4 Association Algorithms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
Apriori. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
FP-Growth. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .297
K-Optimal Rule Discovery (KORD). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309
3.5 Time Series Algorithms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 314
ARIMA. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .314
Auto ARIMA. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
Brown Exponential Smoothing. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347
Croston's Method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 354
Forecast Accuracy Measures. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .358
Forecast Smoothing. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
Linear Regression with Damped Trend and Seasonal Adjust. . . . . . . . . . . . . . . . . . . . . . . . . . . 381
Single Exponential Smoothing. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .387
Double Exponential Smoothing. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
Triple Exponential Smoothing. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
Seasonality Test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
Trend Test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415
White Noise Test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
3.6 Preprocessing Algorithms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
Binning. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
Binning Assignment. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
Convert Category Type to Binary Vector. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 433
Inter-Quartile Range Test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
Partition. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
Posterior Scaling. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
Principal Component Analysis (PCA). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448
Random Distribution Sampling. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
Sampling. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 460
Scaling Range. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 470

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 Substitute Missing Values. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
Variance Test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
3.7 Statistics Algorithms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .484
Chi-Squared Test for Goodness of Fit. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 484
Chi-Squared Test for Independent. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
Cumulative Distribution Function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 491
Distribution Fitting. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .494
Grubbs' Test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 504
Kaplan-Meier Survival Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 509
Multivariate Statistics. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 515
Quantile Function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 518
Univariate Statistics. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 522
Variance Equal Test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 526
3.8 Social Network Analysis Algorithms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 530
Link Prediction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 530
3.9 Miscellaneous. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 534
ABC Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .534
Weighted Score Table. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 537

4 End-to-End Scenarios. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 542

4.1 Scenario: Predict Segmentation of New Customers for a Supermarket. . . . . . . . . . . . . . . . . . . . . 542
4.2 Scenario: Analyze the Cash Flow of an Investment on a New Product. . . . . . . . . . . . . . . . . . . . . . . 546
4.3 Scenario: Survival Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 555

5 Best Practices. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 566

6 Important Disclaimer for Features in SAP HANA Platform, Options and Capabilities. . . . . . . 567

SAP HANA Predictive Analysis Library (PAL)

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1 SAP HANA Predictive Analysis Library
(PAL)

This reference describes the Predictive Analysis Library (PAL) delivered with SAP HANA. This application
function library (AFL) defines functions that can be called from within SAP HANA SQLScript procedures to
perform analytic algorithms.

SAP HANA’s SQLScript is an extension of SQL. It includes enhanced control-flow capabilities and lets
developers define complex application logic inside database procedures. However, it is difficult to describe
predictive analysis logic with procedures.

For example, an application may need to perform a cluster analysis in a huge customer table with 1T records. It
is impossible to implement the analysis in a procedure using the simple classic K-means algorithms, or with
more complicated algorithms in the data-mining area. Transferring large tables to the application server to
perform the K-means calculation is also costly.

The Predictive Analysis Library (PAL) defines functions that can be called from within SQLScript procedures to
perform analytic algorithms. This release of PAL includes classic and universal predictive analysis algorithms in
nine data-mining categories:

● Clustering
● Classification
● Regression
● Association
● Time Series
● Preprocessing
● Statistics
● Social Network Analysis
● Miscellaneous

The algorithms in PAL were carefully selected based on the following criteria:

● The algorithms are needed for SAP HANA applications.

● The algorithms are the most commonly used based on market surveys.
● The algorithms are generally available in other database products.

PAL on SAP HANA Smart Data Streaming

PAL also provides several incremental machine learning algorithms that learn and update a model on the fly, so
that predictions are based on a dynamic model.

For detailed information, see the section on machine learning with streaming in the SAP HANA Smart Data
Streaming: Developer Guide.

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 Note
SAP HANA Smart Data Streaming is only supported on Intel-based hardware platforms.

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2 Getting Started with PAL

This section covers the information you need to know to start working with the SAP HANA Predictive Analysis
Library.

2.1 Prerequisites

To use the PAL functions, you must:

● Install SAP HANA Platform 1.0 SPS 12.

● Install the Application Function Library (AFL), which includes the PAL.
For information on how to install or update AFL, see the section on installing or updating SAP HANA
components in SAP HANA Server Installation and Update Guide:

Note
The revision number of the AFL must match the revision number of SAP HANA. See SAP Note 1898497
for details.

● Enable the Script Server in HANA instance. See SAP Note 1650957 for further information.

Related Information

SAP Note 1898497

SAP Note 1650957

2.2 Application Function Library (AFL)

You can dramatically increase performance by executing complex computations in the database instead of at
the application sever level. SAP HANA provides several techniques to move application logic into the database,
and one of the most important is the use of application functions. Application functions are like database
procedures written in C++ and called from outside to perform data intensive and complex operations.

Functions for a particular topic are grouped into an application function library (AFL), such as the Predictive
Analysis Library (PAL) and the Business Function Library (BFL). Currently, PAL and BFL are delivered in one
archive (that is, one SAR file with the name AFL<version_string>.SAR). The AFL archive is not part of the
HANA appliance, and must be installed separately by the administrator.

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2.3 Security

This section provides detailed security information which can help administrator and architects answer some
common questions.

Role Assignment

For each AFL area, there are two roles. You must be assigned one of the roles to execute the functions in the
library. The roles for the PAL library are automatically created when the Application Function Library (AFL) is
installed. The role names are:

AFL__SYS_AFL_AFLPAL_EXECUTE

AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION

Note
There are 2 underscores between AFL and SYS.

To generate or drop PAL procedures, you also need the following role, which is created when SAP HANA is
installed:

AFLPM_CREATOR_ERASER_EXECUTE

Note
Once the above roles are automatically created, they cannot be dropped. In other words, even when an area
with all its objects is dropped and re-created during system startup, the user still keeps these roles originally
granted.

2.4 Checking PAL Installation

To confirm that the PAL functions were installed successfully, you can check the following three public views:

● sys.afl_areas
● sys.afl_packages
● sys.afl_functions

These views are granted to the PUBLIC role and can be accessed by anyone.

To check the views, run the following SQL statements:

SELECT * FROM "SYS"."AFL_AREAS" WHERE AREA_NAME = 'AFLPAL';

SELECT * FROM "SYS"."AFL_PACKAGES" WHERE AREA_NAME = 'AFLPAL';
SELECT * FROM "SYS"."AFL_FUNCTIONS" WHERE AREA_NAME = 'AFLPAL';

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The result will tell you whether the PAL functions were successfully installed on your system.

2.5 Calling PAL Functions

To use PAL functions, you must do the following:

● From within SQLScript code, generate a procedure that wraps the PAL function.
● Call the procedure, for example, from an SQLScript procedure.

Step 1 – Generate a PAL Procedure

Any user granted with the AFLPM_CREATOR_ERASER_EXECUTE role can generate an AFLLANG procedure for a
specific PAL function. The syntax is shown below:

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘<area_name>’, ‘<function_name>’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

● <area_name>: Always set to AFLPAL.

● <function_name>: A PAL built-in function name.
● <schema_name>: A name of the schema that you want to create.
● <procedure_name>: A name for the PAL procedure. This can be anything you want.
● <signature_table>: A user-defined table variable. The table contains records to describe the position,
schema name, table type name, and parameter type, as defined below:

(
POSITION int,
SCHEMA_NAME nvarchar(256),
TYPE_NAME nvarchar(256),
PARAMETER_TYPE varchar(7)
)

A typical table variable references a table with the following definition:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table IN

type>

3 <schema_name> <OUTPUT table type> OUT

Note
1. The SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE is in invoker mode, which means, the invoker must
be allowed to read the table.
2. The records in the signature table must follow this order: first input table types, next parameter table
type, and then output table types.

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 3. The signature table must be created before generating the PAL procedure. The table type names are
user-defined. You can find detailed table type definitions for each PAL function in Chapter 3.
4. The names of all the generated procedures and the procedure parameter table types must be unique.
The procedure names are defined by users. When generating a PAL procedure, make sure you give a
unique procedure name.
5. If you want to drop an existing procedure and then generate it again, you need to call the
SYS.AFLLANG_WRAPPER_PROCEDURE_DROP procedure to clear the existing procedure. The syntax is as
follows:
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('<schema_name>','<procedure_name>');
6. The PAL procedure can be created under any schema once you have the CREATE ANY privileges of it.
7. The current PAL does not support the decimal data type. If you have decimal columns in the base tables
and want them to be replaced by double in the generated table types, you need to add the following
entry in the signature table:
(-2, '_SYS_AFL', 'CAST_DECIMAL_TO_DOUBLE', 'INOUT');
(-1, '_SYS_AFL', 'CREATE_TABLE_TYPES', 'INOUT');
Then the real tables or types should be inserted starting with ID1, as shown below:

Position Schema Name Table Type Name Parameter Type

-2 _SYS_AFL CAST_DECIMAL_TO_DOU­ INOUT

BLE

-1 _SYS_AFL CREATE_TABLE_TYPES INOUT

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table IN

type>

3 <schema_name> <OUTPUT table type> OUT

The implicit decimal-to-double conversion is done on SQL layer when a generated procedure with tables
including decimal columns is called. Note that the PAL data precision will NOT be higher than double.

8. The AFLLANG procedure generator described in this Step was introduced since SAP HANA SPS 09. For
backward compatibility information, see SAP Note 2046767.

Step 2 – Call a PAL Procedure

After generating a PAL procedure, any user that has the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role can call the procedure, using the syntax below.

CALL <schema_name>.<procedure_name>(
<data_input_table> {,…},
<parameter_table>,
<output_table> {,…}) with overview;

● <schema_name>: The name of the schema where the procedure is located.

● <procedure_name>: The procedure name specified when generating the procedure in Step 1.
● <data_input_table>: User-defined name(s) of the procedure’s input table(s). Detailed input table
definitions for each procedure can be found in Chapter 3.

SAP HANA Predictive Analysis Library (PAL)

10 PUBLIC Getting Started with PAL
 ● <parameter_table>: User-defined name of the procedure’s parameter table. The table structure is
described in Parameter Table Structure [page 11]. Detailed parameter table definition for each procedure
can be found in Chapter 3.
● <output_table>: User-defined name(s) of the procedure’s output table(s). Detailed output table
definition for each procedure can be found in Chapter 3.

Note
1. The input, parameter, and output tables must be created before calling the procedure.
2. Some PAL algorithms have more than one input table or more than one output table.
3. To call the PAL procedure generated in Step 1, you need the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Related Information

SAP Note 2046767

2.5.1 Parameter Table Structure

PAL functions use parameter tables to transfer parameter values. Each PAL function has its own parameter
table. To avoid a conflict of table names when several users call PAL functions at the same time, the parameter
table must be created as a local temporary column table, so that each parameter table has its own unique
scope per session.

The table structure is as follows:

Column Name Data Type Description

Name Varchar Parameter name

intArgs Integer Integer parameter value

doubleArgs Double Double parameter value

stringArgs Varchar String parameter value

Each row contains only one parameter value, either integer, double or string.

The following table is an example of a parameter table with three parameters. The first parameter,
THREAD_NUMBER, is an integer parameter. Thus, in the THREAD_NUMBER row, you should fill the parameter
value in the intArgs column, and leave the doubleArgs and stringArgs columns blank.

Name intArgs doubleArgs stringArgs

THREAD_NUMBER 1

SUPPORT 0.2

SAP HANA Predictive Analysis Library (PAL)

Getting Started with PAL PUBLIC 11
 Name intArgs doubleArgs stringArgs

VAR_NAME hello

2.5.2 Exception Handling

Exceptions thrown by a PAL function can be caught by the exception handler in a SQLScript procedure with
AFL error code 423.

The following shows an example of handling the exceptions thrown by an ARIMA function. In the example, you
are generating the "DM_PAL".PAL_ARIMAXTRAIN_PROC procedure to call an ARIMA function, whose input
data table is empty. You create a SQLScript procedure "DM_PAL".PAL_ARIIMAX_NON_EXCEPTION_PROC
which calls the "DM_PAL".PAL_ARIMAXTRAIN_PROC procedure. When you call the
"DM_PAL".PAL_ARIIMAX_NON_EXCEPTION_PROC procedure, the exception handler in the procedure will
catch the errors thrown by the function.

SET SCHEMA DM_PAL;

DROP TYPE PAL_ARIMAX_DATA_T;
CREATE TYPE PAL_ARIMAX_DATA_T AS TABLE(
"TIMESTAMP" INTEGER,
"X1" DOUBLE,
"Xreg" DOUBLE
);
DROP TYPE PAL_ARIMAX_CONTROL_T;
CREATE TYPE PAL_ARIMAX_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_ARIMAX_MODEL_T;
CREATE TYPE PAL_ARIMAX_MODEL_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" VARCHAR (5000)
);
DROP TABLE PAL_ARIMAX_PDATA_TBL;
CREATE COLUMN TABLE PAL_ARIMAX_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES (1,'DM_PAL', 'PAL_ARIMAX_DATA_T','IN');
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES(2,'DM_PAL', 'PAL_ARIMAX_CONTROL_T','IN');
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES(3,'DM_PAL', 'PAL_ARIMAX_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ARIMAXTRAIN_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'ARIMATRAIN', 'DM_PAL',
'PAL_ARIMAXTRAIN_PROC',PAL_ARIMAX_PDATA_TBL);
DROP PROCEDURE "DM_PAL".PAL_ARIIMAX_NON_EXCEPTION_PROC;
CREATE PROCEDURE PAL_ARIIMAX_NON_EXCEPTION_PROC(IN training_data
PAL_ARIMAX_DATA_T, IN para_args PAL_ARIMAX_CONTROL_T)
LANGUAGE SQLSCRIPT AS
BEGIN
-- used to catch exceptions
DECLARE EXIT HANDLER FOR SQLEXCEPTION
SELECT ::SQL_ERROR_CODE, ::SQL_ERROR_MESSAGE FROM DUMMY;
CALL "DM_PAL".PAL_ARIMAXTRAIN_PROC(:training_data, :para_args, result_model);
END;
DROP TABLE PAL_ARIMAX_DATA_TBL;
CREATE COLUMN TABLE PAL_ARIMAX_DATA_TBL LIKE PAL_ARIMAX_DATA_T;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('P', 1,null,null);

SAP HANA Predictive Analysis Library (PAL)

12 PUBLIC Getting Started with PAL
 INSERT INTO #PAL_CONTROL_TBL VALUES ('Q', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('D', 0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('METHOD', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('STATIONARY', 1,null,null);
DROP TABLE PAL_ARIMAX_MODEL_TBL;
CREATE COLUMN TABLE PAL_ARIMAX_MODEL_TBL LIKE PAL_ARIMAX_MODEL_T;
CALL PAL_ARIIMAX_NON_EXCEPTION_PROC(PAL_ARIMAX_DATA_TBL, "#PAL_CONTROL_TBL");

Expected Result

2.6 Using PAL in SAP HANA AFM

The SAP HANA Application Function Modeler (AFM) in SAP HANA Studio supports functions from PAL in
flowgraph models. With the AFM, you can easily add PAL function nodes to your flowgraph, specify its
parameters and input/output table types, and generate the procedure, all without writing any SQLScript code.
You can also execute the procedure to get the output result of the function, and save the auto-generated
SQLScript code for future use.

The main procedure is as follows:

1. Create a new flowgraph or open an existing flowgraph in the Project Explorer view.

Note
For details on how to create a flowgraph, see "Creating a Flowgraph" in SAP HANA Developer Guide for
SAP HANA Studio

2. Specify the target schema by selecting the flowgraph container and editing Target Schema in the
Properties view.
3. Add the input(s) for the flowgraph by doing the following:
1. Right-click the input anchor region on the left side of the flowgraph container and choose Add Input.
2. Edit the table types of the input by editing the signature the Properties view.

Note
You can also drag a table from the catalog in the Systems view to the input anchor region of the
flowgraph container.

4. Add a PAL function to the flowgraph by doing the following:

1. Drag the function node from the Predictive Analysis Library compartment of the Palette to the
flowgraph editing area.
2. Specify the input table types of the function by selecting the input anchor and editing its signature in
the Properties view.
3. Specify the parameters of the function by selecting the parameter input anchor and editing its
signature and fixed content in the Properties view.

SAP HANA Predictive Analysis Library (PAL)

Getting Started with PAL PUBLIC 13
 Note
A parameter table usually has fixed table content. If you want to supply the parameter values later
when you execute the procedure, clear the Fixed Content option.

4. Specify the output table types of the function by selecting the output anchor and editing the signature
in the Properties view.
5. (Optional) You can add more PAL nodes to the flowgraph if needed and connect them by holding the

Connect button from the source anchor and dragging a connection to the destination anchor.
6. Connect the input(s) in the input anchor region of the flowgraph container to the required input anchor(s)
of the PAL function node.
7. For the output tables that you want to see the output result after procedure execution, add them to the
output anchor region on the right side of the flowgraph container. To do that, move your mouse cursor over

the output anchor of the function node, hold the Connect button , and drag a connection to the output
anchor region.
8. Save the flowgraph by choosing File Save in the HANA Studio main menu.
9. Activate the flowgraph by right-clicking the flowgraph in the Project Explorer view and choosing Team
Activate .
A new procedure is generated in the target schema which is specified in Step 2.

Note
To activate the flowgraph, the database user _SYS_REPO needs SELECT object privileges for objects
that are used as data sources.

10. Select the black downward triangle next to the Execute button in the top right corner of the AFM.
A context menu appears. It shows the options Execute in SQL Editor and Open in SQL Editor as well as the
option Execute and Explore for every output of the flowgraph. In addition, the context menu shows the
option Edit Input Bindings.
11. (Optional) If the flowgraph has input tables without fixed content, choose the option Edit Input Bindings.
A wizard appears that allows you to bind all inputs of the flowgraph to data sources in the catalog.

Note
If you do not bind the inputs, AFM will automatically open this wizard when executing the procedure.

12. Choose one of the options Execute in SQL Editor, Open in SQL Editor, or Execute and Explore for one of the
outputs of the flowgraph.
The behavior of the AFM depends on the execution mode.
○ Open in SQL Editor: Opens a SQL console containing the SQL code to execute the runtime object.
○ Execute in SQL Editor: Opens a SQL console containing the SQL code to execute the runtime object
and runs this SQL code.
○ Execute and Explore: Executes the runtime object and opens the Data Explorer view for the chosen
output of the flowgraph.
13. Close the flowgraph by choosing File Close in the HANA Studio main menu.

For more information on how to use AFM, see the "Transforming Data Using SAP HANA Application Function
Modeler"section in SAP HANA Developer Guide for SAP HANA Studio.

SAP HANA Predictive Analysis Library (PAL)

14 PUBLIC Getting Started with PAL
3 PAL Functions

The following are the available algorithms and functions in the Predictive Analysis Library.

Category PAL Algorithm Built-in Function Name

Clustering Affinity Propagation [page 19] AP

Agglomerate Hierarchical Clustering HCAGGLOMERATE

[page 24]

Anomaly Detection [page 31] ANOMALYDETECTION

Cluster Assignment [page 37] CLUSTERASSIGNMENT

DBSCAN [page 46] DBSCAN

Gaussian Mixture Model (GMM) [page GMM

52]

K-Means [page 62] KMEANS

VALIDATEKMEANS

K-Medians [page 75] KMEDIANS

K-Medoids [page 81] KMEDOIDS

LDA Estimation and Inference [page LDAESTIMATE

88]
LDAINFERENCE

Self-Organizing Maps [page 101] SELFORGMAP

Slight Silhouette [page 111] SLIGHTSILHOUETTE

Classification Area Under Curve (AUC) [page 116] AUC

Back Propagation Neural Network CREATEBPNN

[page 122]
PREDICTWITHBPNN

C4.5 Decision Tree [page 135] CREATEDTWITHC45

CART Decision Tree [page 142] CART

CHAID Decision Tree [page 147] CREATEDTWITHCHAID

Confusion Matrix [page 154] CONFUSIONMATRIX

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 15
Category PAL Algorithm Built-in Function Name

KNN [page 158] KNN

Logistic Regression (with Elastic Net LOGISTICREGRESSION

Regularization) [page 162]
FORECASTWITHLOGISTICR

Multi-Class Logistic Regression [page LRMCTR

176]
LRMCTE

Naive Bayes [page 190] NBCTRAIN

NBCPREDICT

Parameter Selection and Model Evalua­ PSME

tion (PSME) [page 198]

Predict with Tree Model [page 211] PREDICTWITHDT

Random Forest [page 214] RANDOMFORESTTRAIN

RANDOMFORESTSCORING

Support Vector Machine [page 222] SVMTRAIN

SVMPREDICT

Regression Bi-Variate Geometric Regression [page GEOREGRESSION

236]
FORECASTWITHGEOR

Bi-Variate Natural Logarithmic Regres­ LNREGRESSION

sion [page 243]
FORECASTWITHLNR

Exponential Regression [page 251] EXPREGRESSION

FORECASTWITHEXPR

Multiple Linear Regression [page 259] LRREGRESSION

FORECASTWITHLR

Polynomial Regression [page 270] POLYNOMIALREGRESSION

FORECASTWITHPOLYNOMIALR

Association Apriori [page 278] APRIORIRULE

LITEAPRIORIRULE

APRIORIRULE2

FP-Growth [page 297] FPGROWTH

SAP HANA Predictive Analysis Library (PAL)

16 PUBLIC PAL Functions
 Category PAL Algorithm Built-in Function Name

K-Optimal Rule Discovery (KORD) KORD

[page 309]

Time Series ARIMA [page 314] ARIMATRAIN

ARIMAFORECAST

ARIMAXFORECAST

Auto ARIMA [page 332] AUTOARIMA

Brown Exponential Smoothing [page BROWNEXPSMOOTH

347]

Croston's Method [page 354] CROSTON

Forecast Accuracy Measures [page ACCURACYMEASURES

358]

Forecast Smoothing [page 362] FORECASTSMOOTHING

Linear Regression with Damped Trend LRWITHSEASONALADJUST

and Seasonal Adjust [page 381]

Single Exponential Smoothing [page SINGLESMOOTH

387]

Double Exponential Smoothing [page DOUBLESMOOTH

393]

Triple Exponential Smoothing [page TRIPLESMOOTH

400]

Seasonality Test [page 409] SEASONALITYTEST

Trend Test [page 415] TRENDTEST

White Noise Test [page 419] WHITENOISETEST

Preprocessing Binning [page 423] BINNING

Binning Assignment [page 429] BINNINGASSIGNMENT

Convert Category Type to Binary Vec­ CONV2BINARYVECTOR

tor [page 433]

Inter-Quartile Range Test [page 436] IQRTEST

Partition [page 440] PARTITION

Posterior Scaling [page 444] POSTERIORSCALING

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 17
Category PAL Algorithm Built-in Function Name

Principal Component Analysis (PCA) PCA

[page 448]
PCAPROJECTION

Random Distribution Sampling [page DISTRRANDOM

456]

Sampling [page 460] SAMPLING

Scaling Range [page 470] SCALINGRANGE

Substitute Missing Values [page 475] SUBSTITUTE_MISSING_VALUES

Variance Test [page 480] VARIANCETEST

Statistics Chi-Squared Test for Goodness of Fit CHISQTESTFIT

[page 484]

Chi-Squared Test for Independent CHISQTESTIND

[page 487]

Cumulative Distribution Function [page DISTRPROB

491]

Distribution Fitting [page 494] DISTRFIT

DISTRFITCENSORED

Grubbs' Test [page 504] GRUBBSTEST

Kaplan-Meier Survival Analysis [page KMSURV

509]

Multivariate Statistics [page 515] MULTIVARSTAT

Quantile Function [page 518] DISTRQUANTILE

Univariate Statistics [page 522] UNIVARSTAT

Variance Equal Test [page 526] VAREQUALTEST

Social Network Analysis Link Prediction [page 530] LINKPREDICTION

Miscellaneous ABC Analysis [page 534] ABC

Weighted Score Table [page 537] WEIGHTEDTABLE

SAP HANA Predictive Analysis Library (PAL)

18 PUBLIC PAL Functions
3.1 Clustering Algorithms

This section describes the clustering algorithms that are provided by the Predictive Analysis Library.

3.1.1 Affinity Propagation

Affinity Propagation (AP) is a relatively new clustering algorithm that has been introduced by Brendan J. Frey
and Delbert Dueck. The authors described affinity propagation as follows:

“An algorithm that identifies exemplars among data points and forms clusters of data points around these
exemplars. It operates by simultaneously considering all data point as potential exemplars and exchanging
messages between data points until a good set of exemplars and clusters emerges.”

One of the most significant advantages of AP-cluster is that the number of clusters is not necessarily
predetermined.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.

AP

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘AP’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <INPUT Seed table IN

type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <input seed table>,

<parameter table>, <output table>) with overview;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 19
The procedure name is the same as specified in the procedure generation.

The input, seed, parameter, and output tables must follow types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer or double Attribute data

Seed Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column

2nd column Integer Selected seed ID A subset of the first

column of the Input Ta­
ble.

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

Name Data Type Description

DISTANCE_METHOD Integer The method to compute the distance

between two points.

● 1: Manhattan
● 2: Euclidean
● 3: Minkowski
● 4: Chebyshev
● 5: Standardised Euclidean
● 6: Cosine

CLUSTER_NUMBER Integer Number of clusters.

● 0: does not adjust AP Cluster re­

sult.
● Non-zero integer: If AP cluster
number is bigger than CLUS­
TER_NUMBER, PAL will merge the
result to make the cluster number
be the value specified for CLUS­
TER_NUMBER.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

THREAD_NUMBER Integer 1 Number of threads.

SAP HANA Predictive Analysis Library (PAL)

20 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

MAX_ITERATION Integer 500 Maximum number of

iterations.

CON_ITERATION Integer 100 When the clusters

keep a steady one for
the specified times,
the algorithm ends.

DAMP Double 0.9 Controls the updating

velocity.

Value range: 0 < DAMP

<1

PREFERENCE Double 0.5 Determines the prefer­

ence.

Value range: 0 ≤ PREF­

ERENCE ≤ 1

SEED_RATIO Double 1 Select a portion of Only valid when the

(SEED_RATIO * seed table is empty. If
data_number) the in­ SEED_RATIO is 1, all
put data as seed, the input data will be
where data_number is the seed.
the row_size of the in­
put data.

Value range: 0 <

SEED_RATIO ≤ 1

TIMES Integer 1 The sampling times. Only valid when the

seed table is empty
and SEED_RATIO is
less than 1.

MINKOW_P Integer 3 The power of the Min­ Only valid when DIS­
kowski method. TANCE_METHOD is 3.

Output Table

Table Column Column Data Type Description

Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer Cluster ID. The range is from

0 to CLUSTER_NUMBER-1.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 21
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_AP_DATA_T;
CREATE TYPE PAL_AP_DATA_T AS TABLE (
ID INTEGER,
ATTRIB1 DOUBLE,
ATTRIB2 DOUBLE
);
DROP TYPE PAL_AP_SEED_T;
CREATE TYPE PAL_AP_SEED_T AS TABLE (
ID INTEGER,
SEED INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_AP_RESULTS_T;
CREATE TYPE PAL_AP_RESULTS_T AS TABLE(
ID INTEGER,
RESULT INTEGER
);
DROP TABLE PAL_AP_PDATA_TBL;
CREATE COLUMN TABLE PAL_AP_PDATA_TBL (
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_AP_PDATA_TBL VALUES (1,'DM_PAL','PAL_AP_DATA_T', 'IN');
INSERT INTO PAL_AP_PDATA_TBL VALUES (2,'DM_PAL','PAL_AP_SEED_T', 'IN');
INSERT INTO PAL_AP_PDATA_TBL VALUES (3,'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_AP_PDATA_TBL VALUES (4,'DM_PAL','PAL_AP_RESULTS_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_AP');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'AP', 'DM_PAL', 'PAL_AP',
PAL_AP_PDATA_TBL);
DROP TABLE PAL_AP_DATA_TBL;
CREATE COLUMN TABLE PAL_AP_DATA_TBL LIKE PAL_AP_DATA_T;
INSERT INTO PAL_AP_DATA_TBL VALUES(1,0.10,0.10);
INSERT INTO PAL_AP_DATA_TBL VALUES(2,0.11,0.10);
INSERT INTO PAL_AP_DATA_TBL VALUES(3,0.10,0.11);
INSERT INTO PAL_AP_DATA_TBL VALUES(4,0.11,0.11);
INSERT INTO PAL_AP_DATA_TBL VALUES(5,0.12,0.11);
INSERT INTO PAL_AP_DATA_TBL VALUES(6,0.11,0.12);
INSERT INTO PAL_AP_DATA_TBL VALUES(7,0.12,0.12);
INSERT INTO PAL_AP_DATA_TBL VALUES(8,0.12,0.13);
INSERT INTO PAL_AP_DATA_TBL VALUES(9,0.13,0.12);
INSERT INTO PAL_AP_DATA_TBL VALUES(10,0.13,0.13);
INSERT INTO PAL_AP_DATA_TBL VALUES(11,0.13,0.14);
INSERT INTO PAL_AP_DATA_TBL VALUES(12,0.14,0.13);
INSERT INTO PAL_AP_DATA_TBL VALUES(13,10.10,10.10);
INSERT INTO PAL_AP_DATA_TBL VALUES(14,10.11,10.10);
INSERT INTO PAL_AP_DATA_TBL VALUES(15,10.10,10.11);
INSERT INTO PAL_AP_DATA_TBL VALUES(16,10.11,10.11);
INSERT INTO PAL_AP_DATA_TBL VALUES(17,10.11,10.12);
INSERT INTO PAL_AP_DATA_TBL VALUES(18,10.12,10.11);
INSERT INTO PAL_AP_DATA_TBL VALUES(19,10.12,10.12);
INSERT INTO PAL_AP_DATA_TBL VALUES(20,10.12,10.13);
INSERT INTO PAL_AP_DATA_TBL VALUES(21,10.13,10.12);
INSERT INTO PAL_AP_DATA_TBL VALUES(22,10.13,10.13);
INSERT INTO PAL_AP_DATA_TBL VALUES(23,10.13,10.14);
INSERT INTO PAL_AP_DATA_TBL VALUES(24,10.14,10.13);

SAP HANA Predictive Analysis Library (PAL)

22 PUBLIC PAL Functions
 DROP TABLE PAL_AP_SEED_TBL;
CREATE COLUMN TABLE PAL_AP_SEED_TBL LIKE PAL_AP_SEED_T;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('MAX_ITERATION',500,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('CON_ITERATION',100,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('DAMP',null,0.9,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('PREFERENCE',null,0.5,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('DISTANCE_METHOD',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('CLUSTER_NUMBER',0,null,null);
DROP TABLE PAL_AP_RESULTS_TBL;
CREATE COLUMN TABLE PAL_AP_RESULTS_TBL LIKE PAL_AP_RESULTS_T;
CALL DM_PAL.PAL_AP(PAL_AP_DATA_TBL, PAL_AP_SEED_TBL, #PAL_CONTROL_TBL,
PAL_AP_RESULTS_TBL) with OVERVIEW;
SELECT * FROM PAL_AP_RESULTS_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 23
3.1.2 Agglomerate Hierarchical Clustering

Hierarchical clustering is a widely used clustering method which can find natural groups within a set of data.
The idea is to group the data into a hierarchy or a binary tree of the subgroups. A hierarchical clustering can be
either agglomerate or divisive, depending on the method of hierarchical decomposition.

The implementation in PAL follows the agglomerate approach, which merges the clusters with a bottom-up
strategy. Initially, each data point is considered as an own cluster. The algorithm iteratively merges two clusters
based on the dissimilarity measure in a greedy manner and forms a larger cluster. Therefore, the input data
must be numeric and a measure of dissimilarity between sets of data is required, which is achieved by using the
following two parameters:

● An appropriate metric (a measure of distance between pairs of groups)

● A linkage criterion which specifies the distances between groups

An advantage of hierarchical clustering is that it does not require the number of clusters to be specified as the
input. And the hierarchical structure can also be used for data summarization and visualization.

The agglomerate hierarchical clustering functions in PAL now supports eight kinds of appropriate metrics and
seven kinds of linkage criteria.

Support for Category Attributes

If the input data has category attributes, you must set the DISTANCE_FUNC parameter to Gower Distance to
support calculating the distance matrix. Gower Distance is calculated in the following way.

Suppose that the items Xi and Xj have K attributes, the distance between Xi and Xj is:

For continuous attributes,

Sijk=(Xik‒Xjk)/Rk

Wk=1

Rk is the range of values for the kth variable; Wk is set by user and the default is 1.

For category attributes,

If Xik=Xjk: Sijk=0

Other cases: Sijk=1

Prerequisites

● The first column of the input data is an ID column and the other columns are of integer, double, varchar, or
nvarchar data type.
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

SAP HANA Predictive Analysis Library (PAL)

24 PUBLIC PAL Functions
HCAGGLOMERATE

This is a clustering function using the agglomerate hierarchical clustering algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘HCAGGLOMERATE’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <CombineProcess OUTPUT OUT

table type>

4 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <combine

process output table>, <result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, combine process, and result tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Varchar, nvarchar, or ID This must be the first

integer column.

Other columns Integer, double, var­ Attribute data

char, or nvarchar

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 25
Name Data Type Default Value Description Dependency

CLUSTER_NUM Integer 1 Number of clusters af­

ter agglomerate hier­
archical clustering al­
gorithm.

Value range: between 1

and the initial number
of input data

DISTANCE_FUNC Integer 8 Measure of distance When CLUS­

between two clusters. TER_METHOD is 5, 6,
or 7, this parameter
● 1: Manhattan Dis­
must be set to 8.
tance
● 2: Euclidean Dis­
tance
● 3: Minkowski Dis­
tance
● 4: Chebyshev Dis­
tance
● 6: Cosine
● 7: Pearson Corre­
lation
● 8: Squared Eucli­
dean Distance
● 9: Jaccard Dis­
tance
● 10: Gower Dis­
tance

Note 1: For Jaccard

Distance, non-zero in­
put data will be treated
as 1, and zero input
data will be treated as
0.

Jaccard Distance =
(M01 + M10) / (M11 +
M01 + M10)

Note 2: Only Gower

Distance supports cat­
egory attributes.

SAP HANA Predictive Analysis Library (PAL)

26 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

CLUSTER_METHOD Integer 5 Linkage type between

two clusters.

● 1: Nearest Neigh­
bor (single link­
age)
● 2: Furthest Neigh­
bor (complete
linkage)
● 3: Group Average
(UPGMA)
● 4: Weighted Aver­
age (WPGMA)
● 5: Centroid Clus­
tering
● 6: Median Cluster­
ing
● 7: Ward Method

Note: For clustering

method 5, 6, or 7, the
corresponding dis­
tance function (DIS­
TANCE_FUNC) must
be set to 8.

THREAD_NUM Integer 1 Number of threads.

Value range: between 1

and 512

DISTANCE_DIMEN­ Double 3 Distance dimension Only valid when DIS­

SION can be set if DIS­ TANCE_FUNC is 3.
TANCE_FUNC is set to
3 (Minkowski Dis­
tance). The value
should be no less than
1.

NORMALIZE_TYPE Integer 0 Normalization type:

● 0: does nothing
● 1: Z score stand­
ardize
● 2: transforms to
new range: -1 to 1
● 3: transforms to
new range: 0 to 1

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 27
Name Data Type Default Value Description Dependency

CATEGORY_COL Integer No default value Indicates whether the

column (column index
starts from zero) is
category variable. By
default, 'varchar' or
'nvarchar' is category
variable and 'integer'
or 'double' is continu­
ous variable.

Note: Only integer, var­

char, or nvarchar col­
umns can be set to be
categorical column.

CATEGORY_WEIGHTS Double 1 Represents the weight

of category columns.

Default: 1

Output Tables

Table Column Column Data Type Description Constraint

Combine Process 1st column Integer Cluster stage.

2nd column Varchar, nvarchar, or One of the clusters After the combining,
integer that is to be combined the new cluster will be
in one combine stage, named as the smaller
name as its row num­ one.
ber in the input data
The type must be the
table.
same as the ID type in
the input table.

3rd column Varchar, nvarchar, or The other cluster to be The type must be the
integer combined in the same same as the ID type in
combine stage, named the input table.
as its row number in
the input data table.

4th column Double Distance between the

two combined clus­
ters.

Result 1st column Varchar, nvarchar, or ID of the input data. The type must be the
integer same as the type of ID
in the input table.

2nd column Integer Cluster number after

applying the hierarchi­
cal agglomerate algo­
rithm.

Example

Assume that:

SAP HANA Predictive Analysis Library (PAL)

28 PUBLIC PAL Functions
 ● DM_PAL is a schema belonging to USER1; and
● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE DATA_T;
CREATE TYPE DATA_T AS TABLE(
"ID" VARCHAR(100),
"X1" DOUBLE,
"X2" DOUBLE,
"X3" VARCHAR(50)
);

DROP TYPE PARAMETERS_T;

CREATE TYPE PARAMETERS_T AS TABLE(
"NAME" VARCHAR (50),
"INT_ARGS" INTEGER,
"DOUBLE_ARGS" DOUBLE,
"STRING_ARGS" VARCHAR (100)
);

DROP TYPE COMBINEPROCESS_T;

CREATE TYPE COMBINEPROCESS_T AS TABLE(
"STAGE" INT,
"CLUSTER_A" VARCHAR(100),
"CLUSTER_B" VARCHAR(100),
"MINDISTANCE" DOUBLE
);
DROP TYPE RESULT_T;
CREATE TYPE RESULT_T AS TABLE(
"ID" VARCHAR(100),
"CLUSTER" INT
);
DROP table PDATA_TBL;
CREATE column table PDATA_TBL("POSITION" INT,"SCHEMA_NAME"
NVARCHAR(256),"TYPE_NAME" NVARCHAR (256),"PARAMETER_TYPE" VARCHAR (7));
insert into PDATA_TBL values (1,'DM_PAL','DATA_T','IN');
insert into PDATA_TBL values (2,'DM_PAL','PARAMETERS_T','IN');
insert into PDATA_TBL values (3,'DM_PAL','COMBINEPROCESS_T','OUT');
insert into PDATA_TBL values (4,'DM_PAL','RESULT_T','OUT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_HCAGGLOMERATE');
call
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','HCAGGLOMERATE','DM_PAL','PAL_HCAGG
LOMERATE',PDATA_TBL);
DROP TABLE DATA_TBL;
CREATE COLUMN TABLE DATA_TBL like DATA_T;
INSERT INTO DATA_TBL VALUES ('0' , 0.5, 0.5, 'A');
INSERT INTO DATA_TBL VALUES ('1' , 1.5, 0.5, 'B');
INSERT INTO DATA_TBL VALUES ('2' , 1.5, 1.5, 'B');
INSERT INTO DATA_TBL VALUES ('3' , 0.5, 1.5, 'B');
INSERT INTO DATA_TBL VALUES ('4' , 1.1, 1.2, 'B');
INSERT INTO DATA_TBL VALUES ('5' , 0.5, 15.5, 'B');
INSERT INTO DATA_TBL VALUES ('6' , 1.5, 15.5, 'C');
INSERT INTO DATA_TBL VALUES ('7' , 1.5, 16.5, 'C');
INSERT INTO DATA_TBL VALUES ('8' , 0.5, 16.5, 'C');
INSERT INTO DATA_TBL VALUES ('9' , 1.2, 16.1, 'C');
INSERT INTO DATA_TBL VALUES ('10', 15.5, 15.5, 'C');
INSERT INTO DATA_TBL VALUES ('11', 16.5, 15.5, 'D');
INSERT INTO DATA_TBL VALUES ('12', 16.5, 16.5, 'D');
INSERT INTO DATA_TBL VALUES ('13', 15.5, 16.5, 'D');
INSERT INTO DATA_TBL VALUES ('14', 15.6, 16.2, 'D');
INSERT INTO DATA_TBL VALUES ('15', 15.5, 0.5, 'D');
INSERT INTO DATA_TBL VALUES ('16', 16.5, 0.5, 'A');
INSERT INTO DATA_TBL VALUES ('17', 16.5, 1.5, 'A');
INSERT INTO DATA_TBL VALUES ('18', 15.5, 1.5, 'A');

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 29
 INSERT INTO DATA_TBL VALUES ('19', 15.7, 1.6, 'A');
DROP TABLE PARAMETERS_TBL;
CREATE COLUMN TABLE PARAMETERS_TBL like PARAMETERS_T;
INSERT INTO PARAMETERS_TBL VALUES ('THREAD_NUM',8,null,null);
INSERT INTO PARAMETERS_TBL VALUES ('CLUSTER_NUM',4,null,null);
INSERT INTO PARAMETERS_TBL VALUES ('CLUSTER_METHOD',4,null,null);
INSERT INTO PARAMETERS_TBL VALUES ('DISTANCE_FUNC',10,null,null);
INSERT INTO PARAMETERS_TBL VALUES ('DISTANCE_DIMENSION',null,3,null);
INSERT INTO PARAMETERS_TBL VALUES ('NORMALIZE_TYPE',0,null,null);
INSERT INTO PARAMETERS_TBL VALUES ('CATEGORY_WEIGHTS',null,0.1,null);
INSERT INTO PARAMETERS_TBL VALUES ('CATEGORY_COL',3,null,null);
DROP TABLE COMBINEPROCESS_TBL;
CREATE COLUMN TABLE COMBINEPROCESS_TBL like COMBINEPROCESS_T;
DROP TABLE RESULT_TBL;
CREATE COLUMN TABLE RESULT_TBL like RESULT_T;
CALL DM_PAL.PAL_HCAGGLOMERATE(DATA_TBL, PARAMETERS_TBL, COMBINEPROCESS_TBL,
RESULT_TBL) with overview;
select * from COMBINEPROCESS_TBL;
select * from RESULT_TBL;

Expected Result

COMBINEPROCESS_TBL:

SAP HANA Predictive Analysis Library (PAL)

30 PUBLIC PAL Functions
RESULT_TBL:

3.1.3 Anomaly Detection

Anomaly detection is used to find the existing data objects that do not comply with the general behavior or
model of the data. Such data objects, which are grossly different from or inconsistent with the remaining set of
data, are called anomalies or outliers. Sometimes anomalies are also referred to as discordant observations,
exceptions, aberrations, surprises, peculiarities or contaminants in different application domains.

Anomalies in data can translate to significant (and often critical) actionable information in a wide variety of
application domains. For example, an anomalous traffic pattern in a computer network could mean that a
hacked computer is sending out sensitive data to an unauthorized destination. An anomalous MRI image may
indicate presence of malignant tumors. Anomalies in credit card transaction data could indicate credit card or
identity theft or anomalous readings from a space craft sensor could signify a fault in some component of the
space craft.

PAL uses k-means to realize anomaly detection in two steps:

1. Use k-means to group the origin data into k clusters.

2. Identify some points that are far from all cluster centers as anomalies.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 31
Prerequisites

● The input data contains an ID column and the other columns are of integer or double data type.
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

ANOMALYDETECTION

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘ANOMALYDETECTION’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Outliers table type> OUT

4 <schema_name> <Statistics table OUT (optional)

type>

5 <schema_name> <Centers table type> OUT (optional)

Procedure Calling

CALL <schema_name>.<procedure_name>(<input_table>, <parameter_table>,

<outliers_output_table>, <statistics_output_table>, <centers_output_table>) with
overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID It must be the first col­
or nvarchar umn.

Other columns Integer or double Attribute data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

SAP HANA Predictive Analysis Library (PAL)

32 PUBLIC PAL Functions
The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

GROUP_NUMBER Integer No default value Number of groups (k).

If k is not specified, the G-

means method will be used
to determine the number of
clusters.

DISTANCE_LEVEL Integer 2 Computes the distance be­

tween the item and the clus­
ter center.

● 1: Manhattan distance
● 2: Euclidean distance
● 3: Minkowski distance

OUTLIER_PERCENTAGE Double 0.1 Indicates the proportion of

anomalies in the source data.

OUTLIER_DEFINE Integer 2 Specifies which point should

be defined as outlier:

● 1: Max distance between

the point and the center
it belongs to
● 2: Max sum distance
from the point to all cen­
ters

MAX_ITERATION Integer 100 Maximum number of itera­

tions.

INIT_TYPE Integer 4 Controls how the initial cen­

ters are selected:

● 1: First k observations
● 2: Random with replace­
ment
● 3: Random without re­
placement
● 4: Patent of selecting
the init center (US
6,882,998 B1)

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 33
Name Data Type Default Value Description

NORMALIZATION Integer 0 Normalization type:

● 0: No
● 1: Yes. For each point
X(x1,x,…,xn), the nor­
malized value will be
X'(x1/S,x2/S,...,xn/S),
where S = |x1|+|x2|+...|
xn|.
● 2: For each column C,
get the min and max
value of C, and then C[i]
= (C[i]-min)/(max-min).

THREAD_NUMBER Integer 1 Number of threads. The de­

fault is 1.

EXIT_THRESHOLD Double 0.000000001 Threshold (actual value) for

exiting the iterations.

Output Tables

Table Column Column Data Type Description

Outliers 1st column Integer, bigint, varchar, or ID

nvarchar

Other columns Integer or double Coordinates of outliers

Statistics 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer ID of cluster center

3rd column Double distance value

Centers 1st column Integer ID of cluster center

Other columns Integer or double Coordinates of centers

Note
The statistics and centers output table were introduced in SAP HANA SPS 09. The version with only the
outliers ouput table is also supported.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

SAP HANA Predictive Analysis Library (PAL)

34 PUBLIC PAL Functions
 DROP TYPE PAL_AD_DATA_T;
CREATE TYPE PAL_AD_DATA_T AS TABLE(
"ID" INTEGER,
"V000" DOUBLE,
"V001" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TYPE PAL_AD_RESULT_T;
CREATE TYPE PAL_AD_RESULT_T AS TABLE(
"ID" INTEGER,
"V000" DOUBLE,
"V001" DOUBLE
);
DROP TYPE PAL_AD_STATISTIC_T;
CREATE TYPE PAL_AD_STATISTIC_T AS TABLE(
"ID" INTEGER,
"CLUSTER_ID" INTEGER,
"SCORE" DOUBLE
);
DROP TYPE PAL_AD_CENTERS_T;
CREATE TYPE PAL_AD_CENTERS_T AS TABLE(
"CLUSTER_ID" INTEGER,
"V000" DOUBLE,
"V001" DOUBLE
);
DROP TABLE PAL_AD_PDATA_TBL;
CREATE COLUMN TABLE PAL_AD_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_AD_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_AD_DATA_T', 'IN');
INSERT INTO PAL_AD_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_AD_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_AD_RESULT_T', 'OUT');
INSERT INTO PAL_AD_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_AD_STATISTIC_T', 'OUT');
INSERT INTO PAL_AD_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_AD_CENTERS_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ANOMALY_DETECTION_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'ANOMALYDETECTION',
'DM_PAL', 'PAL_ANOMALY_DETECTION_PROC', PAL_AD_PDATA_TBL);
DROP TABLE PAL_AD_DATA_TBL;
CREATE COLUMN TABLE PAL_AD_DATA_TBL LIKE PAL_AD_DATA_T;
INSERT INTO PAL_AD_DATA_TBL VALUES (0 , 0.5, 0.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (1 , 1.5, 0.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (2 , 1.5, 1.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (3 , 0.5, 1.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (4 , 1.1, 1.2);
INSERT INTO PAL_AD_DATA_TBL VALUES (5 , 0.5, 15.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (6 , 1.5, 15.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (7 , 1.5, 16.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (8 , 0.5, 16.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (9 , 1.2, 16.1);
INSERT INTO PAL_AD_DATA_TBL VALUES (10, 15.5, 15.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (11, 16.5, 15.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (12, 16.5, 16.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (13, 15.5, 16.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (14, 15.6, 16.2);
INSERT INTO PAL_AD_DATA_TBL VALUES (15, 15.5, 0.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (16, 16.5, 0.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (17, 16.5, 1.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (18, 15.5, 1.5);
INSERT INTO PAL_AD_DATA_TBL VALUES (19, 15.7, 1.6);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 35
 INSERT INTO PAL_AD_DATA_TBL VALUES (20, -1.0, -1.0);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GROUP_NUMBER',4,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INIT_TYPE',4,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DISTANCE_LEVEL',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION',100,null,null);
DROP TABLE PAL_AD_RESULT_TBL;
CREATE COLUMN TABLE PAL_AD_RESULT_TBL LIKE PAL_AD_RESULT_T;
DROP TABLE PAL_AD_STATISTIC_TBL;
CREATE COLUMN TABLE PAL_AD_STATISTIC_TBL LIKE PAL_AD_STATISTIC_T;
DROP TABLE PAL_AD_CENTERS_TBL;
CREATE COLUMN TABLE PAL_AD_CENTERS_TBL LIKE PAL_AD_CENTERS_T;
CALL DM_PAL.PAL_ANOMALY_DETECTION_PROC(PAL_AD_DATA_TBL, #PAL_CONTROL_TBL,
PAL_AD_RESULT_TBL, PAL_AD_STATISTIC_TBL, PAL_AD_CENTERS_TBL) with OVERVIEW;
SELECT * FROM PAL_AD_RESULT_TBL;
SELECT * FROM PAL_AD_STATISTIC_TBL;
SELECT * FROM PAL_AD_CENTERS_TBL;

Expected Result

PAL_AD_RESULT_TBL:

PAL_AD_STATISTIC_TBL:

PAL_AD_CENTERS_TBL:

SAP HANA Predictive Analysis Library (PAL)

36 PUBLIC PAL Functions
3.1.4 Cluster Assignment

Cluster assignment is used to assign data to the clusters that were previously generated by some clustering
methods such as K-means, DBSCAN (Density-Based Spatial Clustering of Applications with Noise), and SOM
(Self-Organizing Maps).

This algorithm requires that the corresponding clustering procedures save cluster information, or cluster
model, which also includes the control parameters for consistency. It assumes that new data is from similar
distribution as previous data, and will not update the cluster information.

For clusters generated by K-means, distances between new data and cluster centers are calculated, and then
the new data is assigned to the cluster with the smallest distance.

For clusters generated by DBSCAN, all core objects are stored. For each piece of new data, the algorithm tries
to find a core object in some formed cluster whose distance is less than the value of the RADIUS parameter. If
such a core object is found, the new data is then assigned to the corresponding cluster, otherwise it is assigned
to cluster -1, indicating that it is noise. It is possible that a piece of data can belong to more than one cluster,
which can be further divided into the following two cases:

● If the number of core objects whose distances to the new data is less than the MINPTS parameter value,
meaning that the new data is a border object, the new data is assigned to the cluster where there is a core
object having the smallest distance to the new data.
● If the number of core objects whose distances to the new data is not less than MINPTS, which means the
new data is also a core object, it is then assigned to cluster -2, indicating that it belongs to more than one
cluster. In this case, re-running the DBSCAN function is highly suggested.

For clusters generated by SOM, similar to K-means, the distances between new data and weight vector are
calculated, and the new data is then assigned to the cluster with the smallest distance.

Prerequisites

● No missing or null data in the inputs.

● Data types must be identical to those in the corresponding clustering procedure.
● The data types of the ID columns in the data input table and the result output table must be identical.

CLUSTERASSIGNMENT

This function directly assigns data to clusters based on the previous cluster model, without running clustering
procedure thoroughly. It currently supports the K-means, DBSCAN, and SOM clustering methods.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘CLUSTERASSIGNMENT’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 37
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Cluster Model INPUT IN

table type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <cluster model input

table>, <parameter table>, <result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer, double, var­ Attribute data

char, or nvarchar

Note: For SOM cluster­

ing method, attribute
data only supports nu­
meric values,hence its
column data type can
only be integer or dou­
ble.

Cluster Model 1st column Integer Cluster model ID This must be the first
column.

2nd column CLOB, varchar, or Cluster model saved The table must be a
nvarchar as JSON string column table. The min­
imum length of each
unit (row) is 5000.

Parameter Table

SAP HANA Predictive Analysis Library (PAL)

38 PUBLIC PAL Functions
Mandatory Parameters

None.

Optional Parameters

None.

Output Table

Table Column Column Data Type Description

Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer The assigned cluster number

3rd column Double Distance between a given

point and the cluster center
(K-means), nearest core ob­
ject (DBSCAN), or weight
vector (SOM).

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

For K-means:

SET SCHEMA DM_PAL;

DROP TYPE PAL_KMEANS_DATA_T;
CREATE TYPE PAL_KMEANS_DATA_T AS TABLE(
"ID" INTEGER,
"V000" DOUBLE,
"V001" VARCHAR(2),
"V002" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_KMEANS_ASSIGNED_T;
CREATE TYPE PAL_KMEANS_ASSIGNED_T AS TABLE(
"ID" INTEGER,
"CLUSTER" INTEGER,
"DISTANCE" DOUBLE,
"SLIGHT_SILHOUETTE" DOUBLE
);
DROP TYPE PAL_KMEANS_CENTERS_T;
CREATE TYPE PAL_KMEANS_CENTERS_T AS TABLE(
"CLUSTER_ID" INTEGER,
"V000" DOUBLE,

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 39
 "V001" VARCHAR(2),
"V002" DOUBLE
);
DROP TYPE PAL_KMEANS_SIL_CENTERS_T;
CREATE TYPE PAL_KMEANS_SIL_CENTERS_T AS TABLE(
"CLUSTER_ID" INTEGER,
"SLIGHT_SILHOUETTE" DOUBLE
);
DROP TYPE PAL_KMEANS_STATISTIC_T;
CREATE TYPE PAL_KMEANS_STATISTIC_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" DOUBLE
);
DROP TYPE PAL_KMEANS_MODEL_T;
CREATE TYPE PAL_KMEANS_MODEL_T AS TABLE(
"JID" INTEGER,
"JSMODEL" VARCHAR(5000)
);
DROP TABLE PAL_KMEANS_PDATA_TBL;
CREATE COLUMN TABLE PAL_KMEANS_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_KMEANS_DATA_T', 'IN');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_KMEANS_ASSIGNED_T',
'OUT');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_KMEANS_CENTERS_T',
'OUT');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (5, 'DM_PAL',
'PAL_KMEANS_SIL_CENTERS_T', 'OUT');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (6, 'DM_PAL', 'PAL_KMEANS_STATISTIC_T',
'OUT');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (7, 'DM_PAL', 'PAL_KMEANS_MODEL_T',
'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_KMEANS_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'KMEANS', 'DM_PAL',
'PAL_KMEANS_PROC', PAL_KMEANS_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GROUP_NUMBER', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INIT_TYPE', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DISTANCE_LEVEL',2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 100, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXIT_THRESHOLD', null, 1.0E-6, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_WEIGHTS', null, 0.5, null);
DROP TABLE PAL_KMEANS_DATA_TBL;
CREATE COLUMN TABLE PAL_KMEANS_DATA_TBL LIKE PAL_KMEANS_DATA_T;
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (0, 0.5, 'A', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (1, 1.5, 'A', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (2, 1.5, 'A', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (3, 0.5, 'A', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (4, 1.1, 'B', 1.2);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (5, 0.5, 'B', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (6, 1.5, 'B', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (7, 1.5, 'B', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (8, 0.5, 'B', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (9, 1.2, 'C', 16.1);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (10, 15.5, 'C', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (11, 16.5, 'C', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (12, 16.5, 'C', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (13, 15.5, 'C', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (14, 15.6, 'D', 16.2);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (15, 15.5, 'D', 0.5);

SAP HANA Predictive Analysis Library (PAL)

40 PUBLIC PAL Functions
 INSERT INTO PAL_KMEANS_DATA_TBL VALUES (16, 16.5, 'D', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (17, 16.5, 'D', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (18, 15.5, 'D', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (19, 15.7, 'A', 1.6);
DROP TABLE PAL_KMEANS_ASSIGNED_TBL;
CREATE COLUMN TABLE PAL_KMEANS_ASSIGNED_TBL LIKE PAL_KMEANS_ASSIGNED_T;
DROP TABLE PAL_KMEANS_CENTERS_TBL;
CREATE COLUMN TABLE PAL_KMEANS_CENTERS_TBL LIKE PAL_KMEANS_CENTERS_T;
DROP TABLE PAL_KMEANS_SIL_CENTERS_TBL;
CREATE COLUMN TABLE PAL_KMEANS_SIL_CENTERS_TBL LIKE PAL_KMEANS_SIL_CENTERS_T;
DROP TABLE PAL_KMEANS_STATISTIC_TBL;
CREATE COLUMN TABLE PAL_KMEANS_STATISTIC_TBL LIKE PAL_KMEANS_STATISTIC_T;
DROP TABLE PAL_KMEANS_MODEL_TBL;
CREATE COLUMN TABLE PAL_KMEANS_MODEL_TBL LIKE PAL_KMEANS_MODEL_T;
CALL "DM_PAL".PAL_KMEANS_PROC(PAL_KMEANS_DATA_TBL, #PAL_CONTROL_TBL,
PAL_KMEANS_ASSIGNED_TBL, PAL_KMEANS_CENTERS_TBL, PAL_KMEANS_SIL_CENTERS_TBL,
PAL_KMEANS_STATISTIC_TBL, PAL_KMEANS_MODEL_TBL) with OVERVIEW;
-------- NEXT CLUSTER ASSIGNMENT ----------
DROP TYPE PAL_CLUSTER_ASSIGNED_T;
CREATE TYPE PAL_CLUSTER_ASSIGNED_T AS TABLE(
"ID" INTEGER,
"CLUSTER" INTEGER,
"DISTANCE" DOUBLE
);
DROP TABLE PAL_CLUSTERASSIGNMENT_PDATA_TBL;
CREATE COLUMN TABLE PAL_CLUSTERASSIGNMENT_PDATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_KMEANS_DATA_T', 'IN');
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_KMEANS_MODEL_T', 'IN');
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_CLUSTER_ASSIGNED_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL',
'PAL_CLUSTERASSIGNMENT_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CLUSTERASSIGNMENT',
'DM_PAL', 'PAL_CLUSTERASSIGNMENT_PROC', PAL_CLUSTERASSIGNMENT_PDATA_TBL);
DROP TABLE PAL_KMEANS_DATA_TBL;
CREATE COLUMN TABLE PAL_KMEANS_DATA_TBL LIKE PAL_KMEANS_DATA_T;
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (0, 0.5, 'A', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (1, 1.5, 'A', 7.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (2, 1.5, 'B', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (3, 10.5, 'F', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (4, 2.1, 'B', 1.2);
DROP TABLE PAL_CLUSTER_ASSIGNED_TBL;
CREATE COLUMN TABLE PAL_CLUSTER_ASSIGNED_TBL LIKE PAL_CLUSTER_ASSIGNED_T;
CALL "DM_PAL".PAL_CLUSTERASSIGNMENT_PROC(PAL_KMEANS_DATA_TBL,
PAL_KMEANS_MODEL_TBL, #PAL_CONTROL_TBL, PAL_CLUSTER_ASSIGNED_TBL) with OVERVIEW;
SELECT * FROM PAL_CLUSTER_ASSIGNED_TBL;

Expected Result

PAL_CLUSTER_ASSIGNED_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 41
For DBSCAN:

SET SCHEMA DM_PAL;

DROP TYPE PAL_DBSCAN_DATA_T;
CREATE TYPE PAL_DBSCAN_DATA_T AS TABLE ( ID integer, ATTRIB1 double, ATTRIB2
double, ATTRIB3 VARCHAR(10));
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE( NAME varchar(50), INTARGS integer,
DOUBLEARGS double, STRINGARGS varchar(100));
DROP TYPE PAL_DBSCAN_RESULTS_T;
CREATE TYPE PAL_DBSCAN_RESULTS_T AS TABLE( ID integer, RESULT integer);
DROP TYPE PAL_DBSCAN_MODEL_T;
CREATE TYPE PAL_DBSCAN_MODEL_T AS TABLE( JID integer, JSMODEL VARCHAR(5000));
DROP TABLE PAL_DBSCAN_PDATA_TBL;
CREATE COLUMN TABLE PAL_DBSCAN_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_DBSCAN_PDATA_TBL VALUES (1, 'DM_PAL','PAL_DBSCAN_DATA_T', 'IN');
INSERT INTO PAL_DBSCAN_PDATA_TBL VALUES (2, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_DBSCAN_PDATA_TBL VALUES (3,
'DM_PAL','PAL_DBSCAN_RESULTS_T','OUT');
INSERT INTO PAL_DBSCAN_PDATA_TBL VALUES (4, 'DM_PAL','PAL_DBSCAN_MODEL_T','OUT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DBSCAN');
call SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','DBSCAN',
'DM_PAL','PAL_DBSCAN', PAL_DBSCAN_PDATA_TBL);
DROP TABLE PAL_DBSCAN_DATA_TBL;
CREATE COLUMN TABLE PAL_DBSCAN_DATA_TBL ( ID integer, ATTRIB1 double, ATTRIB2
double, ATTRIB3 varchar(10));
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(1,0.10,0.10, 'B');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(2,0.11,0.10, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(3,0.10,0.11, 'C');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(4,0.11,0.11, 'B');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(5,0.12,0.11, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(6,0.11,0.12, 'E');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(7,0.12,0.12, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(8,0.12,0.13, 'C');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(9,0.13,0.12, 'D');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(10,0.13,0.13, 'D');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(11,0.13,0.14, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(12,0.14,0.13, 'C');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(13,10.10,10.10, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(14,10.11,10.10, 'F');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(15,10.10,10.11, 'E');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(16,10.11,10.11, 'E');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(17,10.11,10.12, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(18,10.12,10.11, 'B');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(19,10.12,10.12, 'B');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(20,10.12,10.13, 'D');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(21,10.13,10.12, 'F');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(22,10.13,10.13, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(23,10.13,10.14, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(24,10.14,10.13, 'D');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(25,4.10,4.10, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(26,7.11,7.10, 'C');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(27,-3.10,-3.11, 'C');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(28,16.11,16.11, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(29,20.11,20.12, 'C');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(30,15.12,15.11, 'A');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL( NAME varchar(50), INTARGS
integer, DOUBLEARGS double, STRINGARGS varchar(100));
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('AUTO_PARAM',null,null,'true');
INSERT INTO #PAL_CONTROL_TBL VALUES('DISTANCE_METHOD',1,null,null);
DROP TABLE PAL_DBSCAN_RESULTS_TBL;
CREATE COLUMN TABLE PAL_DBSCAN_RESULTS_TBL( ID integer, RESULT integer);
DROP TABLE PAL_DBSCAN_MODEL_TBL;
CREATE COLUMN TABLE PAL_DBSCAN_MODEL_TBL like PAL_DBSCAN_MODEL_T;

SAP HANA Predictive Analysis Library (PAL)

42 PUBLIC PAL Functions
 CALL DM_PAL.PAL_DBSCAN(PAL_DBSCAN_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_DBSCAN_RESULTS_TBL, PAL_DBSCAN_MODEL_TBL) with overview;
-------- NEXT CLUSTER ASSIGNMENT ----------
DROP TYPE PAL_CLUSTER_ASSIGNED_T;
CREATE TYPE PAL_CLUSTER_ASSIGNED_T AS TABLE(
"ID" INTEGER,
"CLUSTER" INTEGER,
"DISTANCE" DOUBLE
);
DROP TABLE PAL_CLUSTERASSIGNMENT_PDATA_TBL;
CREATE COLUMN TABLE PAL_CLUSTERASSIGNMENT_PDATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_DBSCAN_DATA_T', 'IN');
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_DBSCAN_MODEL_T', 'IN');
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_CLUSTER_ASSIGNED_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL',
'PAL_CLUSTERASSIGNMENT_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CLUSTERASSIGNMENT',
'DM_PAL', 'PAL_CLUSTERASSIGNMENT_PROC', PAL_CLUSTERASSIGNMENT_PDATA_TBL);
DROP TABLE PAL_DBSCAN_DATA_TBL;
CREATE COLUMN TABLE PAL_DBSCAN_DATA_TBL LIKE PAL_DBSCAN_DATA_T;
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES (1,0.10, 0.10, 'B');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES (2,0.10, -2.10, 'A');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES (3,3.10,0.10, 'B');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES (4,10.10,10.10, 'D');
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES (5,3.10,-0.50, 'C');
DROP TABLE PAL_CLUSTER_ASSIGNED_TBL;
CREATE COLUMN TABLE PAL_CLUSTER_ASSIGNED_TBL LIKE PAL_CLUSTER_ASSIGNED_T;
CALL "DM_PAL".PAL_CLUSTERASSIGNMENT_PROC(PAL_DBSCAN_DATA_TBL,
PAL_DBSCAN_MODEL_TBL, #PAL_CONTROL_TBL, PAL_CLUSTER_ASSIGNED_TBL) with OVERVIEW;
SELECT * FROM PAL_CLUSTER_ASSIGNED_TBL;

Expected Result

PAL_CLUSTER_ASSIGNED_TBL:

For SOM:

SET SCHEMA DM_PAL;

DROP TYPE PAL_SOM_DATA_T;
CREATE TYPE PAL_SOM_DATA_T AS TABLE(
"TRANS_ID" INTEGER,
"V000" DOUBLE,
"V001" DOUBLE
);
DROP TYPE PAL_SOM_MAP_T;
CREATE TYPE PAL_SOM_MAP_T AS TABLE(
"CELL_ID" INTEGER,
"WEIGHT000" DOUBLE,
"WEIGHT001" DOUBLE,

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 43
 "NUMS_TUPLE" INTEGER
);
DROP TYPE PAL_SOM_RESASSIGN_T;
CREATE TYPE PAL_SOM_RESASSIGN_T AS TABLE(
"TRANS_ID" INTEGER,
"CELL_ID" INTEGER
);
DROP TYPE PAL_SOM_MODEL_T;
CREATE TYPE PAL_SOM_MODEL_T AS TABLE(
"JID" INTEGER,
"JSONMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_SOM_PDATA_TBL;
CREATE COLUMN TABLE PAL_SOM_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_SOM_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_SOM_DATA_T', 'IN');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_SOM_MAP_T', 'OUT');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_SOM_RESASSIGN_T', 'OUT');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_SOM_MODEL_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_SELF_ORG_MAP_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'SELFORGMAP', 'DM_PAL',
'PAL_SELF_ORG_MAP_PROC', PAL_SOM_PDATA_TBL);
DROP TABLE PAL_SOM_DATA_TBL;
CREATE COLUMN TABLE PAL_SOM_DATA_TBL LIKE PAL_SOM_DATA_T;
INSERT INTO PAL_SOM_DATA_TBL VALUES (0 , 0.1, 0.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (1 , 0.22, 0.25);
INSERT INTO PAL_SOM_DATA_TBL VALUES (2 , 0.3, 0.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (3 , 0.4, 0.5);
INSERT INTO PAL_SOM_DATA_TBL VALUES (4 , 0.5, 1.0);
INSERT INTO PAL_SOM_DATA_TBL VALUES (5 , 1.1, 15.1);
INSERT INTO PAL_SOM_DATA_TBL VALUES (6 , 2.2, 11.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (7 , 1.3, 15.3);
INSERT INTO PAL_SOM_DATA_TBL VALUES (8 , 1.4, 15.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (9 , 3.5, 15.9);
INSERT INTO PAL_SOM_DATA_TBL VALUES (10, 13.1, 1.1);
INSERT INTO PAL_SOM_DATA_TBL VALUES (11, 16.2, 1.5);
INSERT INTO PAL_SOM_DATA_TBL VALUES (12, 16.3, 1.3);
INSERT INTO PAL_SOM_DATA_TBL VALUES (13, 12.4, 2.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (14, 16.9, 1.9);
INSERT INTO PAL_SOM_DATA_TBL VALUES (15, 49.0, 40.1);
INSERT INTO PAL_SOM_DATA_TBL VALUES (16, 50.1, 50.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (17, 50.2, 48.3);
INSERT INTO PAL_SOM_DATA_TBL VALUES (18, 55.3, 50.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (19, 50.4, 56.5);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 3000, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('HEIGHT_OF_MAP', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('WIDTH_OF_MAP', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION', 0, null, null);

SAP HANA Predictive Analysis Library (PAL)

44 PUBLIC PAL Functions
 DROP TABLE PAL_SOM_MAP_TBL;
CREATE COLUMN TABLE PAL_SOM_MAP_TBL LIKE PAL_SOM_MAP_T;
DROP TABLE PAL_SOM_RESASSIGN_TBL;
CREATE COLUMN TABLE PAL_SOM_RESASSIGN_TBL LIKE PAL_SOM_RESASSIGN_T;
DROP TABLE PAL_SOM_MODEL_TBL;
CREATE COLUMN TABLE PAL_SOM_MODEL_TBL LIKE PAL_SOM_MODEL_T;
CALL "DM_PAL".PAL_SELF_ORG_MAP_PROC(PAL_SOM_DATA_TBL, #PAL_CONTROL_TBL,
PAL_SOM_MAP_TBL, PAL_SOM_RESASSIGN_TBL, PAL_SOM_MODEL_TBL) with OVERVIEW;
-------- NEXT CLUSTER ASSIGNMENT ----------
DROP TYPE PAL_CLUSTER_ASSIGNED_T;
CREATE TYPE PAL_CLUSTER_ASSIGNED_T AS TABLE(
"ID" INTEGER,
"CLUSTER" INTEGER,
"DISTANCE" DOUBLE
);
DROP TABLE PAL_CLUSTERASSIGNMENT_PDATA_TBL;
CREATE COLUMN TABLE PAL_CLUSTERASSIGNMENT_PDATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_SOM_DATA_T', 'IN');
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_SOM_MODEL_T', 'IN');
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_CLUSTERASSIGNMENT_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_CLUSTER_ASSIGNED_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL',
'PAL_CLUSTERASSIGNMENT_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CLUSTERASSIGNMENT',
'DM_PAL', 'PAL_CLUSTERASSIGNMENT_PROC', PAL_CLUSTERASSIGNMENT_PDATA_TBL);
DROP TABLE PAL_SOM_DATA_TBL;
CREATE COLUMN TABLE PAL_SOM_DATA_TBL LIKE PAL_SOM_DATA_T;
INSERT INTO PAL_SOM_DATA_TBL VALUES (0, 0.1, 0.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (1, 0.22, 0.25);
INSERT INTO PAL_SOM_DATA_TBL VALUES (2, 15.3, 5.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (3, 5.4, 6.5);
INSERT INTO PAL_SOM_DATA_TBL VALUES (4, 55.3, 50.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (5, 50.4, 56.5);
DROP TABLE PAL_CLUSTER_ASSIGNED_TBL;
CREATE COLUMN TABLE PAL_CLUSTER_ASSIGNED_TBL LIKE PAL_CLUSTER_ASSIGNED_T;
CALL "DM_PAL".PAL_CLUSTERASSIGNMENT_PROC(PAL_SOM_DATA_TBL, PAL_SOM_MODEL_TBL,
#PAL_CONTROL_TBL, PAL_CLUSTER_ASSIGNED_TBL) with OVERVIEW;
SELECT * FROM PAL_CLUSTER_ASSIGNED_TBL;

Expected Result

PAL_CLUSTER_ASSIGNED_TBL:

Related Information

K-Means [page 62]

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 45
DBSCAN [page 46]
Self-Organizing Maps [page 101]

3.1.5 DBSCAN

DBSCAN (Density-Based Spatial Clustering of Applications with Noise) is a density-based data clustering
algorithm. It finds a number of clusters starting from the estimated density distribution of corresponding
nodes.

DBSCAN requires two parameters: scan radius (eps) and the minimum number of points required to form a
cluster (minPts). The algorithm starts with an arbitrary starting point that has not been visited. This point's
eps-neighborhood is retrieved, and if the number of points it contains is equal to or greater than minPts, a
cluster is started. Otherwise, the point is labeled as noise. These two parameters are very important and are
usually determined by user.

PAL provides a method to automatically determine these two parameters. You can choose to specify the
parameters by yourself or let the system determine them for you.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.

DBSCAN

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘DBSCAN’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Cluster Model OUTPUT OUT (optional)

table type>

SAP HANA Predictive Analysis Library (PAL)

46 PUBLIC PAL Functions
Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <cluster model output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer, double, var­ Attribute data

char, or nvarchar

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

Name Data Type Description Dependency

AUTO_PARAM Varchar Specifies whether the

MINPTS and RADIUS param­
eters are determined auto­
matically or by user.

● True: automatically de­

termines the parame­
ters
● False: uses parameter
values provided by user

MINPTS Integer Specifies the minimum num­ Only valid when

ber of points required to AUTO_PARAM is False.
form a cluster.

RADIUS Double Specifies the scan radius Only valid when

(eps). AUTO_PARAM is False.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 47
Name Data Type Default Value Description Dependency

THREAD_NUMBER Integer 1 Specifies the number

of threads.

DISTANCE_METHOD Integer 2 Specifies the method

to compute the dis­
tance between two
points.

● 1: Manhattan
● 2: Euclidean
● 3: Minkowski
● 4: Chebyshev
● 5: Standardized
Euclidean
● 6: Cosine

MINKOW_P Integer 3 Specifies the power of Only valid when DIS­

the Minkowski TANCE_METHOD is 3.
method.

CATEGORY_COL Integer -1 Indicates whether the

column is category
variable. By default,
'string' is category var­
iable, and 'integer' or
'double' is continuous
variable. The value of -1
means the default will
be used.

CATEGORY_WEIGHTS Double 0.707 Represents the weight

of category attributes
(γ).

Output Tables

Table Column Column Data Type Description Constraint

Result 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

2nd column Integer Cluster ID (from 0 to

cluster_number − 1)

Note: -1 means the

point is labeled as
noise.

SAP HANA Predictive Analysis Library (PAL)

48 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Cluster Model (op­ 1st column Integer Cluster model ID This must be the first
tional) column.

2nd column CLOB, varchar, or Cluster model saved The table must be a
nvarchar as JSON string column table. The min­
imum length of each
unit (row) is 5000.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_DBSCAN_DATA_T;
CREATE TYPE PAL_DBSCAN_DATA_T AS TABLE ( ID integer, ATTRIB1 double, ATTRIB2
double);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE( NAME varchar(50), INTARGS integer,
DOUBLEARGS double, STRINGARGS varchar(100));
DROP TYPE PAL_DBSCAN_RESULTS_T;
CREATE TYPE PAL_DBSCAN_RESULTS_T AS TABLE( ID integer, RESULT integer);
DROP TYPE PAL_DBSCAN_MODEL_T;
CREATE TYPE PAL_DBSCAN_MODEL_T AS TABLE(ID integer, MODEL VARCHAR(5000));
DROP TABLE PAL_DBSCAN_PDATA_TBL;
CREATE COLUMN TABLE PAL_DBSCAN_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_DBSCAN_PDATA_TBL VALUES (1, 'DM_PAL','PAL_DBSCAN_DATA_T', 'IN');
INSERT INTO PAL_DBSCAN_PDATA_TBL VALUES (2, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_DBSCAN_PDATA_TBL VALUES (3,
'DM_PAL','PAL_DBSCAN_RESULTS_T','OUT');
INSERT INTO PAL_DBSCAN_PDATA_TBL VALUES (4, 'DM_PAL','PAL_DBSCAN_MODEL_T','OUT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DBSCAN');
call SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','DBSCAN',
'DM_PAL','PAL_DBSCAN', PAL_DBSCAN_PDATA_TBL);
DROP TABLE PAL_DBSCAN_DATA_TBL;
CREATE COLUMN TABLE PAL_DBSCAN_DATA_TBL ( ID integer, ATTRIB1 double, ATTRIB2
double);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(1,0.10,0.10);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(2,0.11,0.10);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(3,0.10,0.11);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(4,0.11,0.11);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(5,0.12,0.11);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(6,0.11,0.12);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(7,0.12,0.12);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(8,0.12,0.13);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(9,0.13,0.12);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(10,0.13,0.13);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(11,0.13,0.14);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(12,0.14,0.13);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(13,10.10,10.10);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(14,10.11,10.10);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(15,10.10,10.11);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(16,10.11,10.11);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(17,10.11,10.12);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 49
 INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(18,10.12,10.11);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(19,10.12,10.12);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(20,10.12,10.13);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(21,10.13,10.12);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(22,10.13,10.13);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(23,10.13,10.14);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(24,10.14,10.13);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(25,4.10,4.10);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(26,7.11,7.10);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(27,-3.10,-3.11);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(28,16.11,16.11);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(29,20.11,20.12);
INSERT INTO PAL_DBSCAN_DATA_TBL VALUES(30,15.12,15.11);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL( NAME varchar(50), INTARGS
integer, DOUBLEARGS double, STRINGARGS varchar(100));
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('AUTO_PARAM',null,null,'true');
INSERT INTO #PAL_CONTROL_TBL VALUES('DISTANCE_METHOD',1,null,null);
DROP TABLE PAL_DBSCAN_RESULTS_TBL;
CREATE COLUMN TABLE PAL_DBSCAN_RESULTS_TBL like PAL_DBSCAN_RESULTS_T;
DROP TABLE PAL_DBSCAN_MODEL_TBL;
CREATE COLUMN TABLE PAL_DBSCAN_MODEL_TBL like PAL_DBSCAN_MODEL_T;
CALL DM_PAL.PAL_DBSCAN(PAL_DBSCAN_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_DBSCAN_RESULTS_TBL, PAL_DBSCAN_MODEL_TBL) with overview;
SELECT * FROM PAL_DBSCAN_RESULTS_TBL;
SELECT * FROM PAL_DBSCAN_MODEL_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

50 PUBLIC PAL Functions
PAL_DBSCAN_RESULTS_TBL:

PAL_DBSCAN_MODEL_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 51
3.1.6 Gaussian Mixture Model (GMM)

GMM is a Gaussian mixture model in which each component has its own weight, mean, and covariance matrix.

Weight means the importance of a Gaussian distribution in the GMM, and mean and covariance matrix are the
basic parameters of a Gaussian distribution, as shown in the following formula:

Expectation maximization (EM) algorithm is used to inference all of the unknown parameters of GMM. The
algorithm performs two steps: the expectation step and the maximization step.

The expectation step calculates the contribution of training sample i to the Gaussian k:

The maximization step calculates the parameters weight, mean, and covariance matrix:

GMM can be used in image segmentation, clustering, and so on. It gives the probability of a sample belonging
to each Gaussian component.

Prerequisite

● No missing or null data in the inputs

SAP HANA Predictive Analysis Library (PAL)

52 PUBLIC PAL Functions
GMM

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘GMM’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Input table type> IN

2 <schema_name> <Parameter table type> IN

3 <schema_name> <Initialize parameter IN

table type>

3 <schema_name> <Cluster result table OUT

type>

4 <schema_name> <Models table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>,

<initialize parameter table>, <cluster result table>, <models table>) with
overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer, double, var­ Attribute data

char, or nvarchar

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 53
Name Data Type Description

INIT_MODE Integer Specifies the initialization mode.

● 0: Sets the number of the Gaus­

sian distributions of GMM in the in­
itialize parameter table.
● 1: Sets the seed data (initialization
data) in the initialize parameter ta­
ble. The number of the different
seed data equals to the number of
the components in GMM.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

THREAD_NUMBER Integer 1 Specifies the number

of threads.

Value range: [1,512]

MAX_ITERATION Integer 100 Specifies the maxi­

mum iteration number
of the EM algorithm.

Value range: [1, +∞)

CATEGORY_COL Integer -1 Indicates the column Only valid when the

as category column. column is integer or
The value of -1 means string.
there is no column to
specify.

Value range: [-1,col­

umn_number-1]

CATEGORY_WEIGHT Double 0.707 Represents the weight

of category attributes
(γ).

Value range: [0, +∞)

ERROR_TOL Double 1e-5 Specifies the error tol­

erance, which is the
stop condition.

Value range: (0, +∞)

SAP HANA Predictive Analysis Library (PAL)

54 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

OUTPUT_FORMAT Integer 0 Specifies the output

format. The value can
be 0 or 1.

● 0: specifies the
output format 0
● 1: specifies the
output format 1

For details of the two

output formats, see
the Output Tables sec­
tion in this topic.

Initialize Parameter Table

Table Column Column Data Type Description Constraint

Initialize Parameter 1st column Integer or string ID This must be the first
column.

2nd column Integer or double When INIT_MODE is

set to 0 in the parame­
ter table, then this
value is the number of
the components in
GMM. In this case, only
the first row of this ta­
ble is used.

When INIT_MODE is
set to 1 in the parame­
ter table, then each
row represents a seed
which is the sequence
number of the data in
data table (starting
from 0). There can be
more than one seed.
For example, setting
seed data to 1,2,10
means selecting the
1th, 2th, and 10th data
in the input data table
as the seeds.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 55
Output format 0:

Table Column Column Data Type Description Constraint

Cluster Result 1st column Integer, bigint, varchar, ID This must be the first
column.
or nvarchar

2nd column Integer The clustering result.

Assign a data to a
Gaussian distribution
component with the
highest probability.

Other columns Double The probabilities the

data belongs to each
component in GMM.

Models Columns Double GMM model. The number of col­

umns is dependent on
Each column stores a
the number of compo­
Gaussian distribution
nents in GMM.
model with the weight,
mean, and covariance
matrix as a vector.

Output format 1:

Table Column Column Data Type Description Constraint

Cluster Result 1st column Integer, bigint, varchar, ID This must be the first
column.
or nvarchar

2nd column Integer The clustering result.

All the possible labels

of a sample.

3rd column Double The probabilities the

data belongs to each
component in GMM.

Models 1st column varchar or nvarchar GMM model. The number of rows is
dependent on the
Each row stores a
number of compo­
Gaussian distribution
nents in GMM.
model with the weight,
mean, and covariance
matrix as a JSON for­
mat.

Example

SAP HANA Predictive Analysis Library (PAL)

56 PUBLIC PAL Functions
Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1

SET SCHEMA DM_PAL;

DROP TYPE PAL_GMM_DATA_T;
CREATE TYPE PAL_GMM_DATA_T AS TABLE (
ID INTEGER,
ATTRIBUTE1 DOUBLE,
ATTRIBUTE2 DOUBLE,
ATTRIBUTE3 varchar(100)
);
DROP TYPE PAL_GMM_INIT_T;
CREATE TYPE PAL_GMM_INIT_T AS TABLE (
ID INTEGER,
CLUSTERNUM INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_GMM_RESULTS_T;
CREATE TYPE PAL_GMM_RESULTS_T AS TABLE(
ID INTEGER,
RESULT INTEGER,
PROB0 DOUBLE,
PROB1 DOUBLE
);
DROP TYPE PAL_GMM_RESULTSMODEL_T;
CREATE TYPE PAL_GMM_RESULTSMODEL_T AS TABLE(
MIXTURE1 DOUBLE,
MIXTURE2 DOUBLE
);
DROP TABLE PAL_GMM_PDATA_TBL;
CREATE COLUMN TABLE PAL_GMM_PDATA_TBL (
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_GMM_PDATA_TBL VALUES (1,'DM_PAL','PAL_GMM_DATA_T', 'IN');
INSERT INTO PAL_GMM_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_GMM_PDATA_TBL VALUES (3,'DM_PAL','PAL_GMM_INIT_T', 'IN');
INSERT INTO PAL_GMM_PDATA_TBL VALUES (4,'DM_PAL','PAL_GMM_RESULTS_T', 'OUT');
INSERT INTO PAL_GMM_PDATA_TBL VALUES (5,'DM_PAL','PAL_GMM_RESULTSMODEL_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_GMM');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'GMM', 'DM_PAL', 'PAL_GMM',
PAL_GMM_PDATA_TBL);
DROP TABLE PAL_GMM_DATA_TBL;
CREATE COLUMN TABLE PAL_GMM_DATA_TBL LIKE PAL_GMM_DATA_T;
INSERT INTO PAL_GMM_DATA_TBL VALUES(0,0.10,0.10,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(1,0.11,0.10,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(2,0.10,0.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(3,0.11,0.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(4,0.12,0.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(5,0.11,0.12,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(6,0.12,0.12,'A');

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 57
 INSERT INTO PAL_GMM_DATA_TBL VALUES(7,0.12,0.13,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(8,0.13,0.12,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(9,0.13,0.13,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(10,0.13,0.14,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(11,0.14,0.13,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(12,10.10,10.10,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(13,10.11,10.10,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(14,10.10,10.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(15,10.11,10.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(16,10.11,10.12,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(17,10.12,10.11,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(18,10.12,10.12,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(19,10.12,10.13,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(20,10.13,10.12,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(21,10.13,10.13,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(22,10.13,10.14,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(23,10.14,10.13,'B');
DROP TABLE PAL_GMM_INIT_TBL;
CREATE COLUMN TABLE PAL_GMM_INIT_TBL LIKE PAL_GMM_INIT_T;
INSERT INTO PAL_GMM_INIT_TBL VALUES(0,2);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('MAX_ITERATION',500,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('INIT_MODE',0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('ERROR_TOL',null,0.001,null);
DROP TABLE PAL_GMM_RESULTS_TBL;
CREATE COLUMN TABLE PAL_GMM_RESULTS_TBL LIKE PAL_GMM_RESULTS_T;
DROP TABLE PAL_GMM_RESULTSMODEL_TBL;
CREATE COLUMN TABLE PAL_GMM_RESULTSMODEL_TBL LIKE PAL_GMM_RESULTSMODEL_T;
CALL DM_PAL.PAL_GMM(PAL_GMM_DATA_TBL, #PAL_CONTROL_TBL,
PAL_GMM_INIT_TBL,PAL_GMM_RESULTS_TBL,PAL_GMM_RESULTSMODEL_TBL) with OVERVIEW;
SELECT * FROM PAL_GMM_RESULTS_TBL;
SELECT * FROM PAL_GMM_RESULTSMODEL_TBL;

Expected Results

SAP HANA Predictive Analysis Library (PAL)

58 PUBLIC PAL Functions
PAL_GMM_RESULTS_TBL:

PAL_GMM_RESULTSMODEL_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 59
Example 2

SET SCHEMA DM_PAL;

DROP TYPE PAL_GMM_DATA_T;
CREATE TYPE PAL_GMM_DATA_T AS TABLE (
ID INTEGER,
ATTRIBUTE1 DOUBLE,
ATTRIBUTE2 DOUBLE,
ATTRIBUTE3 varchar(100)
);
DROP TYPE PAL_GMM_INIT_T;
CREATE TYPE PAL_GMM_INIT_T AS TABLE (
ID INTEGER,
CLUSTERNUM INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_GMM_RESULTS_T;
CREATE TYPE PAL_GMM_RESULTS_T AS TABLE(
ID INTEGER,
RESULT INTEGER,
PROB0 DOUBLE
);
DROP TYPE PAL_GMM_RESULTSMODEL_T;
CREATE TYPE PAL_GMM_RESULTSMODEL_T AS TABLE(
MODELS VARCHAR(1000)
);
DROP TABLE PAL_GMM_PDATA_TBL;
CREATE COLUMN TABLE PAL_GMM_PDATA_TBL (
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_GMM_PDATA_TBL VALUES (1,'DM_PAL','PAL_GMM_DATA_T', 'IN');
INSERT INTO PAL_GMM_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_GMM_PDATA_TBL VALUES (3,'DM_PAL','PAL_GMM_INIT_T', 'IN');
INSERT INTO PAL_GMM_PDATA_TBL VALUES (4,'DM_PAL','PAL_GMM_RESULTS_T', 'OUT');
INSERT INTO PAL_GMM_PDATA_TBL VALUES (5,'DM_PAL','PAL_GMM_RESULTSMODEL_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_GMM');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'GMM', 'DM_PAL', 'PAL_GMM',
PAL_GMM_PDATA_TBL);
DROP TABLE PAL_GMM_DATA_TBL;
CREATE COLUMN TABLE PAL_GMM_DATA_TBL LIKE PAL_GMM_DATA_T;
INSERT INTO PAL_GMM_DATA_TBL VALUES(0,0.10,0.10,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(1,0.11,0.10,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(2,0.10,0.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(3,0.11,0.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(4,0.12,0.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(5,0.11,0.12,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(6,0.12,0.12,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(7,0.12,0.13,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(8,0.13,0.12,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(9,0.13,0.13,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(10,0.13,0.14,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(11,0.14,0.13,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(12,10.10,10.10,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(13,10.11,10.10,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(14,10.10,10.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(15,10.11,10.11,'A');
INSERT INTO PAL_GMM_DATA_TBL VALUES(16,10.11,10.12,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(17,10.12,10.11,'B');

SAP HANA Predictive Analysis Library (PAL)

60 PUBLIC PAL Functions
 INSERT INTO PAL_GMM_DATA_TBL VALUES(18,10.12,10.12,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(19,10.12,10.13,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(20,10.13,10.12,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(21,10.13,10.13,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(22,10.13,10.14,'B');
INSERT INTO PAL_GMM_DATA_TBL VALUES(23,10.14,10.13,'B');
DROP TABLE PAL_GMM_INIT_TBL;
CREATE COLUMN TABLE PAL_GMM_INIT_TBL LIKE PAL_GMM_INIT_T;
INSERT INTO PAL_GMM_INIT_TBL VALUES(0,2);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('MAX_ITERATION',500,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('INIT_MODE',0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('ERROR_TOL',null,0.001,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('OUTPUT_FORMAT',1,null,null);
DROP TABLE PAL_GMM_RESULTS_TBL;
CREATE COLUMN TABLE PAL_GMM_RESULTS_TBL LIKE PAL_GMM_RESULTS_T;
DROP TABLE PAL_GMM_RESULTSMODEL_TBL;
CREATE COLUMN TABLE PAL_GMM_RESULTSMODEL_TBL LIKE PAL_GMM_RESULTSMODEL_T;
CALL DM_PAL.PAL_GMM(PAL_GMM_DATA_TBL, #PAL_CONTROL_TBL,
PAL_GMM_INIT_TBL,PAL_GMM_RESULTS_TBL,PAL_GMM_RESULTSMODEL_TBL) with OVERVIEW;
SELECT * FROM PAL_GMM_RESULTS_TBL;
SELECT * FROM PAL_GMM_RESULTSMODEL_TBL;

Expected Results

PAL_GMM_RESULTS_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 61
PAL_GMM_RESULTSMODEL_TBL:

3.1.7 K-Means
In predictive analysis, k-means clustering is a method of cluster analysis. The k-means algorithm partitions n
observations or records into k clusters in which each observation belongs to the cluster with the nearest center.
In marketing and customer relationship management areas, this algorithm uses customer data to track
customer behavior and create strategic business initiatives. Organizations can thus divide their customers into
segments based on variants such as demography, customer behavior, customer profitability, measure of risk,
and lifetime value of a customer or retention probability.

Clustering works to group records together according to an algorithm or mathematical formula that attempts
to find centroids, or centers, around which similar records gravitate. The most common algorithm uses an
iterative refinement technique. It is also referred to as Lloyd's algorithm:

Given an initial set of k means m1, ..., mk, the algorithm proceeds by alternating between two steps:

● Assignment step: assigns each observation to the cluster with the closest mean.
● Update step: calculates the new means to be the center of the observations in the cluster.

The algorithm repeats until the assignments no longer change.

The k-means implementation in PAL supports multi-thread, data normalization, different distance level
measurement, and cluster quality measurement (Silhouette). The implementation does not support
categorical data, but this can be managed through data transformation. The first K and random K starting
methods are supported.

Support for Categorical Attributes

If an attribute is of category type, it will be converted to a binary vector and then be used as a numerical
attribute. For example, in the below table, "Gender" is of category type.

Customer ID Age Income Gender

T1 31 10,000 Female

T2 27 8,000 Male

Because "Gender" has two distinct values, it will be converted into a binary vector with two dimensions:

Customer ID Age Income Gender_1 Gender_2

T1 31 10,000 0 1

T2 27 8,000 1 0

Thus, the Euclidean distance between T1 and T2 is:

SAP HANA Predictive Analysis Library (PAL)

62 PUBLIC PAL Functions
Where γ is the weight to be given to the transposed categorical attributes to lessen the impact on the clustering
from the 0/1 attributes. Then you can use the traditional method to update the mean of every cluster.
Assuming one cluster only has T1 and T2, the mean is:

Customer ID Age Income Gender_1 Gender_2

Center1 29.0 9000.0 0.5 0.5

The means of categorical attributes will not be outputted. Instead, the means will be replaced by the modes
similar to the K-Modes algorithm. Take the below center for example:

Age Income Gender_1 Gender_2

Center 29.0 9000.0 0.25 0.75

Because "Gender_2" is the maximum value, the output will be:

Age Income Gender

Center 29.0 9000.0 Female

Prerequisites

● The input data contains an ID column and the other columns are of integer or double data type.
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

KMEANS

This is a clustering function using the k-means algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘KMEANS’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 63
Position Schema Name Table Type Name Parameter Type

4 <schema_name> <Center Point OUTPUT OUT

table type>

5 <schema_name> <Center Statistics OUT (optional)

table type>

6 <schema_name> <Statistic table type> OUT (optional)

7 <schema_name> <Cluster Model OUTPUT OUT (optional)

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <center point output table>, <cluster model output table>) with
overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer, double, var­ Attribute data

char, or nvarchar

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

64 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

GROUP_NUMBER Integer No default value Number of groups (k).

Note: If this parameter

is not specified, you
must specify the range
of k using
GROUP_NUM­
BER_MIN and
GROUP_NUM­
BER_MAX. Then the
algorithm will iterate
through the range and
return the k with the
highest slight silhou­
ette.

GROUP_NUM­ Integer No default value Lower boundary of the

BER_MIN range that k falls in.

Note: You must spec­

ify either an exact
value or a range for k.
If both are specified,
the exact value will be
used.

GROUP_NUM­ Integer No default value Upper boundary of the

BER_MAX range that k falls in.

Note: You must spec­

ify either an exact
value or a range for k.
If both are specified,
the exact value will be
used.

DISTANCE_LEVEL Integer 2 Computes the dis­

tance between the
item and the cluster
center.

● 1: Manhattan dis­
tance
● 2: Euclidean dis­
tance
● 3: Minkowski dis­
tance
● 4: Chebyshev dis­
tance

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 65
Name Data Type Default Value Description Dependency

MINKOWSKI_POWER Double 3.0 When you use the Min­ Only valid when DIS­
kowski distance, this TANCE_LEVEL is 3.
parameter controls the
value of power.

MAX_ITERATION Integer 100 Maximum iterations.

INIT_TYPE Integer 4 Controls how the initial

centers are selected:

● 1: First k observa­
tions
● 2: Random with
replacement
● 3: Random with­
out replacement
● 4: Patent of se­
lecting the init
center (US
6,882,998 B1)

NORMALIZATION Integer 0 Normalization type:

● 0: No
● 1: Yes. For each
point X
(x1,x2,...,xn), the
normalized value
will be X'(x1/S,x2/
S,...,xn/S), where
S = |x1|+|x2|+...|
xn|.
● 2: for each col­
umn C, get the
min and max
value of C, and
then C[i] = (C[i]-
min)/(max-min).

THREAD_NUMBER Integer 1 Number of threads.

CATEGORY_COL Integer No default value Indicates whether the

column is category
variable. By default,
'string' is category var­
iable, and 'integer' or
'double' is continuous
variable.

SAP HANA Predictive Analysis Library (PAL)

66 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

CATEGORY_WEIGHTS Double 0.707 Represents the weight

of category attributes
(γ).

EXIT_THRESHOLD Double 0.000000001 Threshold (actual

value) for exiting the
iterations.

Output Tables

Table Column Column Data Type Description Constraint

Result 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

2nd column Integer Clustered item as­

signed to class num­
ber

3rd column Double The distance between

the given point and the
cluster center

Center Points 1st column Integer Cluster center ID This must be the first
column.

Other columns Double, varchar, or Cluster center coordi­

nvarchar nates

Or

Table Column Column Data Type Description Constraint

Result 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

2nd column Integer Clustered item as­

signed to class num­
ber

3rd column Double The distance between

the given point and the
cluster center

4th column Double Estimated value (slight

silhouette)

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 67
Table Column Column Data Type Description Constraint

Center Points 1st column Integer Cluster center ID This must be the first
column.

Other columns Double, varchar, or Cluster center coordi­

nvarchar nates

Center Statistics 1st column Integer Cluster center ID This must be the first
column.

2nd column Double Statistic value (slight

silhouette)

Statistics 1st column Varchar or nvarchar Statistic name This must be the first
column.

2nd column Double Statistic value

Cluster Model 1st column Integer Cluster model ID This must be the first
column.

2nd column CLOB, varchar, or Cluster model saved The table must be a
nvarchar as JSON string column table. The min­
imum length of each
unit (row) is 5000.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL ;

DROP TYPE PAL_KMEANS_DATA_T;
CREATE TYPE PAL_KMEANS_DATA_T AS TABLE(
"ID" INTEGER,
"V000" DOUBLE,
"V001" VARCHAR(2),
"V002" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_KMEANS_ASSIGNED_T;
CREATE TYPE PAL_KMEANS_ASSIGNED_T AS TABLE(
"ID" INTEGER,
"CLUSTER" INTEGER,
"DISTANCE" DOUBLE,
"SLIGHT_SILHOUETTE" DOUBLE

SAP HANA Predictive Analysis Library (PAL)

68 PUBLIC PAL Functions
 );
DROP TYPE PAL_KMEANS_CENTERS_T;
CREATE TYPE PAL_KMEANS_CENTERS_T AS TABLE(
"CLUSTER_ID" INTEGER,
"V000" DOUBLE,
"V001" VARCHAR(2),
"V002" DOUBLE
);
DROP TYPE PAL_KMEANS_SIL_CENTERS_T;
CREATE TYPE PAL_KMEANS_SIL_CENTERS_T AS TABLE(
"CLUSTER_ID" INTEGER,
"SLIGHT_SILHOUETTE" DOUBLE
);
DROP TYPE PAL_KMEANS_STATISTIC_T;
CREATE TYPE PAL_KMEANS_STATISTIC_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" DOUBLE
);
DROP TYPE PAL_KMEANS_MODEL_T;
CREATE TYPE PAL_KMEANS_MODEL_T AS TABLE(
"JID" INTEGER,
"JSMODEL" VARCHAR(5000)
);
DROP TABLE PAL_KMEANS_PDATA_TBL;
CREATE COLUMN TABLE PAL_KMEANS_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_KMEANS_DATA_T', 'IN');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_KMEANS_ASSIGNED_T',
'OUT');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_KMEANS_CENTERS_T',
'OUT');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (5, 'DM_PAL',
'PAL_KMEANS_SIL_CENTERS_T', 'OUT');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (6, 'DM_PAL', 'PAL_KMEANS_STATISTIC_T',
'OUT');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (7, 'DM_PAL', 'PAL_KMEANS_MODEL_T',
'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_KMEANS_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'KMEANS', 'DM_PAL',
'PAL_KMEANS_PROC', PAL_KMEANS_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GROUP_NUMBER', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INIT_TYPE', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DISTANCE_LEVEL',2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 100, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXIT_THRESHOLD', null, 1.0E-6, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_WEIGHTS', null, 0.5, null);
DROP TABLE PAL_KMEANS_DATA_TBL;
CREATE COLUMN TABLE PAL_KMEANS_DATA_TBL LIKE PAL_KMEANS_DATA_T;
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (0, 0.5, 'A', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (1, 1.5, 'A', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (2, 1.5, 'A', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (3, 0.5, 'A', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (4, 1.1, 'B', 1.2);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (5, 0.5, 'B', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (6, 1.5, 'B', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (7, 1.5, 'B', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (8, 0.5, 'B', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (9, 1.2, 'C', 16.1);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (10, 15.5, 'C', 15.5);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 69
 INSERT INTO PAL_KMEANS_DATA_TBL VALUES (11, 16.5, 'C', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (12, 16.5, 'C', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (13, 15.5, 'C', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (14, 15.6, 'D', 16.2);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (15, 15.5, 'D', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (16, 16.5, 'D', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (17, 16.5, 'D', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (18, 15.5, 'D', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (19, 15.7, 'A', 1.6);
DROP TABLE PAL_KMEANS_ASSIGNED_TBL;
CREATE COLUMN TABLE PAL_KMEANS_ASSIGNED_TBL LIKE PAL_KMEANS_ASSIGNED_T;
DROP TABLE PAL_KMEANS_CENTERS_TBL;
CREATE COLUMN TABLE PAL_KMEANS_CENTERS_TBL LIKE PAL_KMEANS_CENTERS_T;
DROP TABLE PAL_KMEANS_SIL_CENTERS_TBL;
CREATE COLUMN TABLE PAL_KMEANS_SIL_CENTERS_TBL LIKE PAL_KMEANS_SIL_CENTERS_T;
DROP TABLE PAL_KMEANS_STATISTIC_TBL;
CREATE COLUMN TABLE PAL_KMEANS_STATISTIC_TBL LIKE PAL_KMEANS_STATISTIC_T;
DROP TABLE PAL_KMEANS_MODEL_TBL;
CREATE COLUMN TABLE PAL_KMEANS_MODEL_TBL LIKE PAL_KMEANS_MODEL_T;
CALL "DM_PAL".PAL_KMEANS_PROC(PAL_KMEANS_DATA_TBL, #PAL_CONTROL_TBL,
PAL_KMEANS_ASSIGNED_TBL, PAL_KMEANS_CENTERS_TBL, PAL_KMEANS_SIL_CENTERS_TBL,
PAL_KMEANS_STATISTIC_TBL, PAL_KMEANS_MODEL_TBL) with OVERVIEW;
SELECT * FROM PAL_KMEANS_ASSIGNED_TBL;
SELECT * FROM PAL_KMEANS_CENTERS_TBL;
SELECT * FROM PAL_KMEANS_SIL_CENTERS_TBL;
SELECT * FROM PAL_KMEANS_STATISTIC_TBL;
SELECT * FROM PAL_KMEANS_MODEL_TBL;

Expected Result

PAL_KMEANS_ASSIGNED_TBL:

SAP HANA Predictive Analysis Library (PAL)

70 PUBLIC PAL Functions
PAL_KMEANS_CENTERS_TBL:

PAL_KMEANS_SIL_CENTERS_TBL:

PAL_KMEANS_STATISTIC_TBL:

PAL_KMEANS_MODEL_TBL:

VALIDATEKMEANS

This is a quality measurement function for k-means clustering. The current version of VALIDATEKMEANS does
not support category attributes. You can use the CONV2BINARYVECTOR algorithm to convert category
attributes into binary vectors, and then use them as continuous attributes.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘VALIDATEKMEANS’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Type INPUT table IN

type>

3 <schema_name> <PARAMETER table type> IN

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 71
Position Schema Name Table Type Name Parameter Type

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <type input table>,

<parameter table>, <output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Data 1st column Integer ID

Other columns Integer or double Attribute data

Type Data/ Class Data 1st column Integer ID

2nd column Integer Class type

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

Name Data Type Description

VARIABLE_NUM Integer Number of variables

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

Output Table

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Name

2nd column Double Measure result

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and

SAP HANA Predictive Analysis Library (PAL)

72 PUBLIC PAL Functions
 ● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

--table type for conv2binaryvector
DROP TYPE PAL_CONV2_IN_T;
CREATE TYPE PAL_CONV2_IN_T AS TABLE(
"ID" INTEGER,
"V001" VARCHAR(5)
);
DROP TYPE PAL_CONV2_OUT_T;
CREATE TYPE PAL_CONV2_OUT_T AS TABLE(
"ID" INTEGER,
"A0" INTEGER,
"A1" INTEGER,
"A2" INTEGER,
"A3" INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
--table type for silhouette
DROP TYPE PAL_SILHOUETTE_DATA_T;
CREATE TYPE PAL_SILHOUETTE_DATA_T AS TABLE(
"ID" INTEGER,
"V000" DOUBLE,
"A0" INTEGER,
"A1" INTEGER,
"A2" INTEGER,
"A3" INTEGER,
"V002" DOUBLE
);
DROP TYPE PAL_SILHOUETTE_ASSIGN_T;
CREATE TYPE PAL_SILHOUETTE_ASSIGN_T AS TABLE(
"ID" INTEGER,
"CLASS_LABEL" INTEGER
);
DROP TYPE PAL_SILHOUETTE_RESULT_T;
CREATE TYPE PAL_SILHOUETTE_RESULT_T AS TABLE(
"Silhouette" VARCHAR(15),
"VALUE" DOUBLE
);
--create procedure
DROP TABLE PAL_CONV2_PDATA_TBL;
CREATE COLUMN TABLE PAL_CONV2_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_CONV2_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_CONV2_IN_T', 'IN');
INSERT INTO PAL_CONV2_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_CONV2_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CONV2_OUT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_CONV2BINARY_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CONV2BINARYVECTOR',
'DM_PAL', 'PAL_CONV2BINARY_PROC', PAL_CONV2_PDATA_TBL);
DROP TABLE PAL_SILHOUETTE_PDATA_TBL;
CREATE COLUMN TABLE PAL_SILHOUETTE_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 73
 INSERT INTO PAL_SILHOUETTE_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_SILHOUETTE_DATA_T', 'IN');
INSERT INTO PAL_SILHOUETTE_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_SILHOUETTE_ASSIGN_T', 'IN');
INSERT INTO PAL_SILHOUETTE_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_SILHOUETTE_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_SILHOUETTE_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_SILHOUETTE_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'VALIDATEKMEANS',
'DM_PAL', 'PAL_SILHOUETTE_PROC', PAL_SILHOUETTE_PDATA_TBL);
--prepare data
DROP TABLE PAL_KMEANS_DATA_TBL;
CREATE COLUMN TABLE PAL_KMEANS_DATA_TBL(
"ID" INTEGER,
"V000" DOUBLE,
"V001" VARCHAR(5),
"V002" DOUBLE
);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (0 , 0.5, 'A', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (1 , 1.5, 'A', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (2 , 1.5, 'A', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (3 , 0.5, 'A', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (4 , 1.1, 'B', 1.2);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (5 , 0.5, 'B', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (6 , 1.5, 'B', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (7 , 1.5, 'B', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (8 , 0.5, 'B', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (9 , 1.2, 'C', 16.1);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (10, 15.5, 'C', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (11, 16.5, 'C', 15.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (12, 16.5, 'C', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (13, 15.5, 'C', 16.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (14, 15.6, 'D', 16.2);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (15, 15.5, 'D', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (16, 16.5, 'D', 0.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (17, 16.5, 'D', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (18, 15.5, 'D', 1.5);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (19, 15.7, 'A', 1.6);
DROP TABLE PAL_CONV2_OUT_TBL;
CREATE COLUMN TABLE PAL_CONV2_OUT_TBL LIKE PAL_CONV2_OUT_T;
DROP VIEW PAL_CONV2_IN_V;
CREATE VIEW PAL_CONV2_IN_V AS SELECT "ID", "V001" FROM PAL_KMEANS_DATA_TBL;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('OUT_PUT_COLUMNS', 5, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
--call procedure
CALL "DM_PAL".PAL_CONV2BINARY_PROC(PAL_CONV2_IN_V, #PAL_CONTROL_TBL,
PAL_CONV2_OUT_TBL) with OVERVIEW;
--prepare data
DROP TABLE PAL_SILHOUETTE_ASSIGN_TBL;
CREATE COLUMN TABLE PAL_SILHOUETTE_ASSIGN_TBL LIKE PAL_SILHOUETTE_ASSIGN_T;
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (0, 0);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (1, 0);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (2, 0);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (3, 0);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (4, 0);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (5, 1);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (6, 1);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (7, 1);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (8, 1);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (9, 1);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (10, 2);

SAP HANA Predictive Analysis Library (PAL)

74 PUBLIC PAL Functions
 INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (11, 2);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (12, 2);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (13, 2);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (14, 2);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (15, 3);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (16, 3);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (17, 3);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (18, 3);
INSERT INTO PAL_SILHOUETTE_ASSIGN_TBL VALUES (19, 3);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('VARIABLE_NUM', 6, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
DROP VIEW PAL_SILHOUETTE_V;
CREATE VIEW PAL_SILHOUETTE_V AS (
SELECT A."ID", "V000", "A0", "A1", "A2", "A3", "V002" FROM
PAL_KMEANS_DATA_TBL AS A JOIN PAL_CONV2_OUT_TBL AS B ON A.ID=B.ID
);
DROP TABLE PAL_SILHOUETTE_RESULT_TBL;
CREATE COLUMN TABLE PAL_SILHOUETTE_RESULT_TBL LIKE PAL_SILHOUETTE_RESULT_T;
--call procedure
CALL "DM_PAL".PAL_SILHOUETTE_PROC(PAL_SILHOUETTE_V, PAL_SILHOUETTE_ASSIGN_TBL,
#PAL_CONTROL_TBL, PAL_SILHOUETTE_RESULT_TBL) with OVERVIEW;
SELECT * FROM PAL_SILHOUETTE_RESULT_TBL;

Expected Result

PAL_SILHOUETTE_RESULT_TBL:

3.1.8 K-Medians
K-medians is a clustering algorithm similar to K-means. K-medians and K-means both partition n observations
into K clusters according to their nearest cluster center. In contrast to K-means, while calculating cluster
centers, K-medians uses medians of each feature instead of means of it.

A median value is the middle value of a set of values arranged in order.

Given an initial set of K cluster centers: m1, ..., mk, the algorithm proceeds by alternating between the following
two steps and repeats until the assignments no longer change.

● Assignment step: assigns each observation to the cluster with the closest center.
● Update step: calculates the new median of each feature of each cluster to be the new center of that cluster.

The K-medians implementation in PAL supports multi-threads, data normalization, different distance level
measurements, and cluster quality measurement (Silhouette). The implementation does not support
categorical data, but this can be managed through data transformation. Because median method cannot apply
to categorical data, the K-medians implementation uses the most frequent one instead. The first K and random
K starting methods are supported.

Support for Categorical Attributes

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 75
If an attribute is of category type, it will be converted to a binary vector and then be used as a numerical
attribute. For example, in the below table, "Gender" is of category type.

Customer ID Age Income Gender

T1 31 10,000 Female

T2 27 8,000 Male

Because "Gender" has two distinct values, it will be converted into a binary vector with two dimensions:

Customer ID Age Income Gender_1 Gender_2

T1 31 10,000 0 1

T2 27 8,000 1 0

Thus, the Euclidean distance between T1 and T2 is:

Where γ is the weight to be given to the transposed categorical attributes to lessen the impact on the clustering
from the 0/1 attributes.

Prerequisites

● The input data contains an ID column and the other columns are of integer, varchar, nvarchar, or double
data type.
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

KMEDIANS

This is a clustering function using the K-medians algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE ('AFLPAL', 'KMEDIANS',

'<schema_name>', '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

SAP HANA Predictive Analysis Library (PAL)

76 PUBLIC PAL Functions
 Position Schema Name Table Type Name Parameter Type

4 <schema_name> <Center Point OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <center point output table>) WITH OVERVIEW;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer, double, var­ Attribute data

char, or nvarchar

Parameter Table

Mandatory Parameters

The following parameter is mandatory and must be given a value.

Name Data Type Description

GROUP_NUMBER Integer Number of groups (k).

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

DISTANCE_LEVEL Integer 2 Computes the dis­

tance between the
item and the cluster
center.

● 1: Manhattan dis­
tance
● 2: Euclidean dis­
tance
● 3: Minkowski dis­
tance
● 4: Chebyshev dis­
tance

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 77
Name Data Type Default Value Description Dependency

MINKOWSKI_POWER Double 3.0 When you use the Min­ Only valid when DIS­
kowski distance, this TANCE_LEVEL is 3.
parameter controls the
value of power.

MAX_ITERATION Integer 100 Maximum iterations.

INIT_TYPE Integer 4 Controls how the initial

centers are selected:

● 1: first k observa­
tions
● 2: random with re­
placement
● 3: random without
replacement
● 4: patent of se­
lecting the initial
center (US
6,882,998 B1)

NORMALIZATION Integer 0 Normalization type:

● 0: No
● 1: Yes. For each
point X
(x1,x2,...,xn), the
normalized value
will be X'(x1/S,x2/
S,...,xn/S), where
S = |x1|+|x2|+...|
xn|.
● 2: For each col­
umn C, get the
min and max
value of C, and
then C[i] = (C[i]-
min)/(max-min).

THREAD_NUMBER Integer 1 Number of threads.

CATEGORY_COL Integer No default value Indicates whether the

column is category
variable. By default,
'string' is category var­
iable, and 'integer' or
'double' is continuous
variable.

CATEGORY_WEIGHTS Double 0.707 Represents the weight

of category attributes
(γ).

EXIT_THRESHOLD Double 0.000000001 Threshold (actual

value) for exiting the
iterations.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

78 PUBLIC PAL Functions
 Table Column Column Data Type Description

Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer Clustered item assigned to

class number

3rd column Double The distance between the

cluster and each point in the
cluster.

Center Points 1st column Integer Cluster center ID

Other columns Double, varchar, or nvarchar Outputs means if the column

is continuous variable; out­
puts modes if the column is
category variable.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

--CREATE TABLE TYPE
DROP TYPE PAL_KMEDIANS_DATA_T;
CREATE TYPE PAL_KMEDIANS_DATA_T AS TABLE(
"ID" INTEGER,
"V000" DOUBLE,
"V001" VARCHAR(5),
"V002" DOUBLE
);
DROP TYPE PAL_KMEDIANS_ASSIGN_T;
CREATE TYPE PAL_KMEDIANS_ASSIGN_T AS TABLE(
"ID" INTEGER,
"CENTER_ASSIGN" INTEGER,
"DISTANCE" DOUBLE
);
DROP TYPE PAL_KMEDIANS_CENTERS_T;
CREATE TYPE PAL_KMEDIANS_CENTERS_T AS TABLE(
"CENTER_ID" INTEGER,
"V000" DOUBLE,
"V001" VARCHAR(5),
"V002" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
--CREATE PROCEDURE
DROP TABLE PAL_KMEDIANS_PDATA_TBL;
CREATE COLUMN TABLE PAL_KMEDIANS_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 79
 );
DELETE FROM PAL_KMEDIANS_PDATA_TBL;
INSERT INTO PAL_KMEDIANS_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_KMEDIANS_DATA_T',
'IN');
INSERT INTO PAL_KMEDIANS_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_KMEDIANS_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_KMEDIANS_ASSIGN_T',
'OUT');
INSERT INTO PAL_KMEDIANS_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_KMEDIANS_CENTERS_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_KMEDIANS_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'KMEDIANS', 'DM_PAL',
'PAL_KMEDIANS_PROC', PAL_KMEDIANS_PDATA_TBL);
--CREATE TABLES
DROP TABLE PAL_KMEDIANS_DATA_TBL;
CREATE COLUMN TABLE PAL_KMEDIANS_DATA_TBL LIKE PAL_KMEDIANS_DATA_T;
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (0 , 0.5, 'A', 0.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (1 , 1.5, 'A', 0.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (2 , 1.5, 'A', 1.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (3 , 0.5, 'A', 1.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (4 , 1.1, 'B', 1.2);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (5 , 0.5, 'B', 15.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (6 , 1.5, 'B', 15.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (7 , 1.5, 'B', 16.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (8 , 0.5, 'B', 16.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (9 , 1.2, 'C', 16.1);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (10, 15.5, 'C', 15.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (11, 16.5, 'C', 15.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (12, 16.5, 'C', 16.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (13, 15.5, 'C', 16.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (14, 15.6, 'D', 16.2);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (15, 15.5, 'D', 0.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (16, 16.5, 'D', 0.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (17, 16.5, 'D', 1.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (18, 15.5, 'D', 1.5);
INSERT INTO PAL_KMEDIANS_DATA_TBL VALUES (19, 15.7, 'A', 1.6);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 3, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GROUP_NUMBER', 4, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INIT_TYPE', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DISTANCE_LEVEL', 2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 100, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXIT_THRESHOLD', NULL, 1.0E-6, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION', 0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_WEIGHTS', NULL, 0.5, NULL);
--INSERT INTO #PAL_CONTROL_TBL VALUES ('MINKOWSKI_POWER', NULL, 3, NULL);
DROP TABLE PAL_KMEDIANS_ASSIGN_TBL;
CREATE COLUMN TABLE PAL_KMEDIANS_ASSIGN_TBL LIKE PAL_KMEDIANS_ASSIGN_T;
DROP TABLE PAL_KMEDIANS_CENTERS_TBL;
CREATE COLUMN TABLE PAL_KMEDIANS_CENTERS_TBL LIKE PAL_KMEDIANS_CENTERS_T;
--CALL PROCEDURE
CALL DM_PAL.PAL_KMEDIANS_PROC(PAL_KMEDIANS_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_KMEDIANS_ASSIGN_TBL, PAL_KMEDIANS_CENTERS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_KMEDIANS_CENTERS_TBL;
SELECT * FROM PAL_KMEDIANS_ASSIGN_TBL;

Expected Results

SAP HANA Predictive Analysis Library (PAL)

80 PUBLIC PAL Functions
PAL_KMEDIANS_CENTERS_TBL:

PAL_KMEDIANS_ASSIGN_TBL:

3.1.9 K-Medoids

This is a clustering algorithm related to the K-means algorithm. Both k-medoids and k-means algorithms
partition n observations into k clusters in which each observation is assigned to the cluster with the closest
center. In contrast to k-means algorithm, k-medoids clustering does not calculate means, but medoids to be
the new cluster centers.

A medoid is defined as the center of a cluster, whose average dissimilarity to all the objects in the cluster is
minimal. Compared with the K-means algorithm, K-medoids is more robust to noise and outliers.

Given an initial set of K medoids: m1, ..., mk, the algorithm proceeds by alternating between two steps as below:

● Assignment step: assigns each observation to the cluster with the closest center.
● Update step: calculates the new medoid to be the center of the observations for each cluster.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 81
The algorithm repeats until the assignments no longer change.

In PAL, the K-medoids algorithm supports multi-threads, data normalization, different distance level
measurements, and cluster quality measurement (Silhouette). It does not support categorical data, but this
can be managed through data transformation. The first K and random K starting methods are supported.

Support for Categorical Attributes

If an attribute is of category type, it will be converted to a binary vector and then be used as a numerical
attribute. For example, in the below table, "Gender" is of category type.

Customer ID Age Income Gender

T1 31 10,000 Female

T2 27 8,000 Male

Because "Gender" has two distinct values, it will be converted into a binary vector with two dimensions:

Customer ID Age Income Gender_1 Gender_2

T1 31 10,000 0 1

T2 27 8,000 1 0

Thus, the Euclidean distance between T1 and T2 is:

Where γ is the weight to be given to the transposed categorical attributes to lessen the impact on the clustering
from the 0/1 attributes. Then you can use the traditional method to update the medoid of every cluster.

Prerequisites

● The input data contains an ID column and the other columns are of integer, varchar, nvarchar, or double
data type.
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

KMEDOIDS

This is a clustering function using the K-medoids algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘KMEDOIDS’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

82 PUBLIC PAL Functions
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Center Point OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <center point output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer, double, var­ Attribute data

char, or nvarchar

Parameter Table

Mandatory Parameters

The following parameter is mandatory and must be given a value.

Name Data Type Description

GROUP_NUMBER Integer Number of groups (k).

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 83
Name Data Type Default Value Description Dependency

DISTANCE_LEVEL Integer 2 Computes the dis­

tance between the
item and the cluster
center.

● 1: Manhattan dis­
tance
● 2: Euclidean dis­
tance
● 3: Minkowski dis­
tance
● 4: Chebyshev dis­
tance

MINKOWSKI_POWER Double 3.0 When you use the Min­ Only valid when DIS­
kowski distance, this TANCE_LEVEL is 3.
parameter controls the
value of power.

MAX_ITERATION Integer 100 Maximum iterations.

INIT_TYPE Integer 4 Controls how the initial

centers are selected:

● 1: First k observa­
tions
● 2: Random with
replacement
● 3: Random with­
out replacement
● 4: Patent of se­
lecting the init
center (US
6,882,998 B1)

NORMALIZATION Integer 0 Normalization type:

● 0: No
● 1: Yes. For each
point X
(x1,x2,...,xn), the
normalized value
will be X'(x1/S,x2/
S,...,xn/S), where
S = |x1|+|x2|+...|
xn|.
● 2: For each col­
umn C, get the
min and max
value of C, and
then C[i] = (C[i]-
min)/(max-min).

THREAD_NUMBER Integer 1 Number of threads.

SAP HANA Predictive Analysis Library (PAL)

84 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

CATEGORY_COL Integer No default value Indicates whether the

column is category
variable. By default,
'string' is category var­
iable, and 'integer' or
'double' is continuous
variable.

CATEGORY_WEIGHTS Double 0.707 Represents the weight

of category attributes
(γ).

EXIT_THRESHOLD Double 0.000000001 Threshold (actual

value) for exiting the
iterations.

Output Tables

Table Column Column Data Type Description

Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer Clustered item assigned to

class number

3rd column Double The distance between the

cluster and each point in the
cluster

Center Points 1st column Integer Cluster center ID

Other columns Double, varchar, or nvarchar Outputs means if the column

is continuous variable; out­
puts modes if the column is
category variable.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_KMEDOIDS_DATA_T;
CREATE TYPE PAL_KMEDOIDS_DATA_T AS TABLE(
"ID" INTEGER,
"V000" DOUBLE,
"V001" VARCHAR(5),
"V002" DOUBLE
);
DROP TYPE PAL_KMEDOIDS_ASSIGN_T;
CREATE TYPE PAL_KMEDOIDS_ASSIGN_T AS TABLE(
"ID" INTEGER,

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 85
 "CENTER_ASSIGN" INTEGER,
"DISTANCE" DOUBLE
);

DROP TYPE PAL_KMEDOIDS_CENTERS_T;

CREATE TYPE PAL_KMEDOIDS_CENTERS_T AS TABLE(
"CENTER_ID" INTEGER,
"V000" DOUBLE,
"V001" VARCHAR(5),
"V002" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TABLE PAL_KMEDOIDS_PDATA_TBL;
CREATE COLUMN TABLE PAL_KMEDOIDS_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_KMEDOIDS_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_KMEDOIDS_DATA_T',
'IN');
INSERT INTO PAL_KMEDOIDS_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_KMEDOIDS_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_KMEDOIDS_ASSIGN_T',
'OUT');
INSERT INTO PAL_KMEDOIDS_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_KMEDOIDS_CENTERS_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_KMEDOIDS_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'KMEDOIDS', 'DM_PAL',
'PAL_KMEDOIDS_PROC', DM_PAL.PAL_KMEDOIDS_PDATA_TBL);
DROP TABLE PAL_KMEDOIDS_DATA_TBL;
CREATE COLUMN TABLE PAL_KMEDOIDS_DATA_TBL LIKE PAL_KMEDOIDS_DATA_T;
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (0 , 0.5, 'A', 0.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (1 , 1.5, 'A', 0.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (2 , 1.5, 'A', 1.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (3 , 0.5, 'A', 1.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (4 , 1.1, 'B', 1.2);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (5 , 0.5, 'B', 15.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (6 , 1.5, 'B', 15.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (7 , 1.5, 'B', 16.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (8 , 0.5, 'B', 16.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (9 , 1.2, 'C', 16.1);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (10, 15.5, 'C', 15.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (11, 16.5, 'C', 15.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (12, 16.5, 'C', 16.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (13, 15.5, 'C', 16.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (14, 15.6, 'D', 16.2);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (15, 15.5, 'D', 0.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (16, 16.5, 'D', 0.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (17, 16.5, 'D', 1.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (18, 15.5, 'D', 1.5);
INSERT INTO PAL_KMEDOIDS_DATA_TBL VALUES (19, 15.7, 'A', 1.6);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INT,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GROUP_NUMBER', 4, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INIT_TYPE', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DISTANCE_LEVEL', 2, NULL, NULL);

SAP HANA Predictive Analysis Library (PAL)

86 PUBLIC PAL Functions
 INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 100, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXIT_THRESHOLD', NULL, 1.0E-6, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION', 0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_WEIGHTS', NULL, 0.5, NULL);
DROP TABLE PAL_KMEDOIDS_ASSIGN_TBL;
CREATE COLUMN TABLE PAL_KMEDOIDS_ASSIGN_TBL LIKE PAL_KMEDOIDS_ASSIGN_T;

DROP TABLE PAL_KMEDOIDS_CENTERS_TBL;

CREATE COLUMN TABLE PAL_KMEDOIDS_CENTERS_TBL LIKE PAL_KMEDOIDS_CENTERS_T;
CALL DM_PAL.PAL_KMEDOIDS_PROC(PAL_KMEDOIDS_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_KMEDOIDS_ASSIGN_TBL, PAL_KMEDOIDS_CENTERS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_KMEDOIDS_ASSIGN_TBL;
SELECT * FROM PAL_KMEDOIDS_CENTERS_TBL;

Expected Result

PAL_KMEDOIDS_ASSIGN_TBL:

PAL_KMEDOIDS_CENTERS_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 87
3.1.10 LDA Estimation and Inference

Latent Dirichlet allocation (LDA) is a generative model in which each item of a collection is modeled as a
distribution over an underlying set of groups (topics). In the context of text modeling, it posits that each
document in the text corpora is composed by several topics with different probabilities and each word belongs
to certain topics with different probabilities. In PAL, the parameter inference is done via Gibbs sampling.

LDAESTIMATE

This function performs LDA estimation.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LDAESTIMATE’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Input table type> IN

2 <schema_name> <Parameter table type> IN

3 <schema_name> <Dictionary table OUT

type>

4 <schema_name> <Topic word OUT

distribution table
type>

5 <schema_name> <Document topic OUT

distribution table
type>

6 <schema_name> <General information OUT

table type>

7 <schema_name> <Topic top words table OUT

type>

8 <schema_name> <Word topic assignment OUT (optional)

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

tables>) with overview;

The procedure name is the same as specified in the procedure generation.

SAP HANA Predictive Analysis Library (PAL)

88 PUBLIC PAL Functions
The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, varchar, or nvarchar Document ID

2nd column Varchar or nvarchar Document texts separated

by certain delimit

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

Name Data Type Description

TOPICS Integer Expected number of topics in the cor­

pus

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

ALPHA Double 50/Value of parameter Hyper-parameter of

TOPICS the Dirichlet prior to
document-topic distri­
bution

BETA Double 0.1 Hyper-parameter of

the Dirichlet prior to
topic-word distribution

BURNIN Integer 0 Number of omitted

Gibbs iterations at the
beginning

ITERATION Integer 2000 Number of Gibbs itera­

tions

THIN Integer 1 Number of omitted in-

between Gibbs itera­
tions

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 89
Name Data Type Default Value Description Dependency

SEED Integer 0 Indicates the seed

used to initialize the
random number gen­
erator.

● 0: uses the sys­

tem time
● Not 0: uses the
specified seed

MAX_TOP_WORDS Integer 0 Specifies the maxi­ Only valid when the

mum number of words topic top words output
to be output for each table is provided. It
topic. cannot be used to­
gether with parameter
THRESH­
OLD_TOP_WORDS.

THRESH­ Double 0 The algorithm outputs Only valid when the

OLD_TOP_WORDS top words for each topic top words output
topic if the probability table is provided. It
is larger than this cannot be used to­
threshold. gether with parameter
MAX_TOP_WORDS.

INIT Integer 0 Specifies initialization

method for Gibbs sam­
pling:

● 0: Uniform
● 1: Initialization by
sampling

DELIMIT Varchar Space Specifies the delimits

to separate each word
in the document.

For example, if the

words are separated
by , and :, then the
delimit can be ,:.

Output Tables

Table Column Column Data Type Description

Dictionary 1st column Integer Word ID

SAP HANA Predictive Analysis Library (PAL)

90 PUBLIC PAL Functions
 Table Column Column Data Type Description

2nd column Varchar or nvarchar Word text

Topic Word Distribution 1st column Integer Topic ID

2nd column Integer Word ID

3rd column Double Probability of word given

topic

Document Topic Distribution 1st column Integer, varchar, or nvarchar Document ID

(must be the same as the in­
put data table)

2nd column Integer Topic ID

3rd column Double Probability of topic given

document

General Information 1st column Varchar or nvarchar Name

2nd column Integer Value of integer type

3rd column Double Value of double type

4th column Varchar or nvarchar Value of varchar or nvarchar

type

Topic Top Words 1st column Integer Topic ID

2nd column Varchar or nvarchar Word separated by space

Word Topic Assignment (op­ 1st column Integer, varchar, or nvarchar Document ID
tional)
(must be the same as the in­
put data table)

2nd column Integer Word ID

3rd column Integer Topic ID

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE DATA_T;
CREATE TYPE DATA_T AS TABLE(
"ID" INTEGER,

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 91
 "TEXT" VARCHAR (1000)
);

DROP TYPE PARAMETERS_T;

CREATE TYPE PARAMETERS_T AS TABLE(
"NAME" VARCHAR (50),
"INT_ARGS" INTEGER,
"DOUBLE_ARGS" DOUBLE,
"STRING_ARGS" VARCHAR (100)
);
DROP TYPE DICTIONARY_T;
CREATE TYPE DICTIONARY_T AS TABLE(
"WORDID" INTEGER,
"TEXT" VARCHAR (100)
);
DROP TYPE TOPICWORDDISTRIBUTION_T;
CREATE TYPE TOPICWORDDISTRIBUTION_T AS TABLE(
"TOPICID" INTEGER,
"WORDID" INTEGER,
"PROBABILITY" DOUBLE
);
DROP TYPE DOCTOPICDISTRIBUTION_T;
CREATE TYPE DOCTOPICDISTRIBUTION_T AS TABLE(
"DOCUMENTID" INTEGER,
"TOPICID" INTEGER,
"PROBABILITY" DOUBLE
);
DROP TYPE GENERALINFO_T;
CREATE TYPE GENERALINFO_T AS TABLE(
"NAME" VARCHAR (50),
"INT_ARGS" INTEGER,
"DOUBLE_ARGS" DOUBLE,
"STRING_ARGS" VARCHAR (100)
);
DROP TYPE TOPWORDS_T;
CREATE TYPE TOPWORDS_T AS TABLE(
"TOPICID" INTEGER,
"TEXT" VARCHAR (1000)
);
DROP TABLE PDATA_TBL;
CREATE COLUMN TABLE PDATA_TBL("POSITION" INT,"SCHEMA_NAME"
NVARCHAR(256),"TYPE_NAME" NVARCHAR (256),"PARAMETER_TYPE" VARCHAR (7));
INSERT INTO PDATA_TBL VALUES (1,'DM_PAL','DATA_T','IN');
INSERT INTO PDATA_TBL VALUES (2,'DM_PAL','PARAMETERS_T','IN');
INSERT INTO PDATA_TBL VALUES (3,'DM_PAL','DICTIONARY_T','OUT');
INSERT INTO PDATA_TBL VALUES (4,'DM_PAL','TOPICWORDDISTRIBUTION_T','OUT');
INSERT INTO PDATA_TBL VALUES (5,'DM_PAL','DOCTOPICDISTRIBUTION_T','OUT');
INSERT INTO PDATA_TBL VALUES (6,'DM_PAL','GENERALINFO_T','OUT');
INSERT INTO PDATA_TBL VALUES (7,'DM_PAL','TOPWORDS_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_LDAESTIMATE');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','LDAESTIMATE','DM_PAL','PAL_LDAESTI
MATE',PDATA_TBL);
DROP TABLE DATA_TBL;
CREATE COLUMN TABLE DATA_TBL like DATA_T;
INSERT INTO DATA_TBL VALUES (10 , 'cpu harddisk graphiccard cpu monitor keyboard
cpu memory memory');
INSERT INTO DATA_TBL VALUES (20 , 'tires mountainbike wheels valve helmet
mountainbike rearfender tires mountainbike mountainbike');
INSERT INTO DATA_TBL VALUES (30 , 'carseat toy strollers toy toy spoon toy
strollers toy carseat');
INSERT INTO DATA_TBL VALUES (40 , 'sweaters sweaters sweaters boots sweaters
rings vest vest shoe sweaters');
DROP TABLE PARAMETERS_TBL;
CREATE COLUMN TABLE PARAMETERS_TBL like PARAMETERS_T;
INSERT INTO PARAMETERS_TBL VALUES ('TOPICS',6,null,null);
INSERT INTO PARAMETERS_TBL VALUES ('BURNIN',50,null,null);
INSERT INTO PARAMETERS_TBL VALUES ('THIN',10,null,null);

SAP HANA Predictive Analysis Library (PAL)

92 PUBLIC PAL Functions
 INSERT INTO PARAMETERS_TBL VALUES ('ITERATION',100,null,null);
INSERT INTO PARAMETERS_TBL VALUES ('SEED',33,null,null);
INSERT INTO PARAMETERS_TBL VALUES ('ALPHA',null,0.1,null);
INSERT INTO PARAMETERS_TBL VALUES ('MAX_TOP_WORDS',5,null,null);
DROP TABLE DICTIONARY_TBL;
CREATE COLUMN TABLE DICTIONARY_TBL LIKE DICTIONARY_T;
DROP TABLE TOPICWORDDIST_TBL;
CREATE COLUMN TABLE TOPICWORDDIST_TBL LIKE TOPICWORDDISTRIBUTION_T;
DROP TABLE DOCTOPICDIST_TBL;
CREATE COLUMN TABLE DOCTOPICDIST_TBL LIKE DOCTOPICDISTRIBUTION_T;
DROP TABLE GENERALINFO_TBL;
CREATE COLUMN TABLE GENERALINFO_TBL LIKE GENERALINFO_T;
DROP TABLE TOPWORDS_TBL;
CREATE COLUMN TABLE TOPWORDS_TBL LIKE TOPWORDS_T;
CALL DM_PAL.PAL_LDAESTIMATE(DATA_TBL, PARAMETERS_TBL, DICTIONARY_TBL,
TOPICWORDDIST_TBL, DOCTOPICDIST_TBL, GENERALINFO_TBL, TOPWORDS_TBL) with
overview;
SELECT * FROM DICTIONARY_TBL;
SELECT * FROM TOPICWORDDIST_TBL;
SELECT * FROM DOCTOPICDIST_TBL;
SELECT * FROM GENERALINFO_TBL;
SELECT * FROM TOPWORDS_TBL;

Expected Results

DICTIONARY_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 93
TOPICWORDDIST_TBL:

SAP HANA Predictive Analysis Library (PAL)

94 PUBLIC PAL Functions
DOCTOPICDIST_TBL:

GENERALINFO_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 95
TOPWORDS_TBL:

LDAINFERENCE

This function inferences the topic assignment for new documents based on the previous LDA estimation
results.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LDAINFERENCE’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Input table type> IN

2 <schema_name> <Parameter table type> IN

3 <schema_name> <Topic word IN

distribution table
type>

4 <schema_name> <Dictionary table IN

type>

5 <schema_name> <General information IN

table type>

6 <schema_name> <Document topic OUT

distribution table
type>

7 <schema_name> <General information OUT (optional)

table type>

8 <schema_name> <Word topic assignment OUT (optional)

table type>

SAP HANA Predictive Analysis Library (PAL)

96 PUBLIC PAL Functions
Procedure Calling

CALL <schema_name>.<procedure_name>(<input tables>, <parameter table>, <output

tables>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, varchar, or nvarchar Document ID

2nd column Varchar or nvarchar Document texts separated

by certain delimit

Topic Word Distribution 1st column Integer Topic ID

2nd column Integer Word ID

3rd column Double Probability of word given

topic

Dictionary 1st column Integer Word ID

2nd column Varchar or nvarchar Word text

General Information 1st column Varchar or nvarchar Name

2nd column Integer Value of integer type

3rd column Double Value of double type

4th column Varchar or nvarchar Value of varchar or nvarchar

type

Parameter Table

Mandatory Parameter

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 97
Name Data Type Default Value Description Dependency

BURNIN Integer 0 Number of omitted

Gibbs iterations at the
beginning. This value
takes precedence over
the corresponding one
in the general informa­
tion table.

ITERATION Integer 2000 Number of Gibbs itera­

tions. This value takes
precedence over the
corresponding one in
the general informa­
tion table.

THIN Integer 1 Number of omitted in-

between Gibbs itera­
tions. This value takes
precedence over the
corresponding one in
the general informa­
tion table.

SEED Integer 0 Indicates the seed

used to initialize the
random number gen­
erator. This value takes
precedence over the
corresponding one in
the general informa­
tion table.

● 0: uses the sys­

tem time
● Not 0: uses the
specified seed

INIT Integer 0 Specifies initialization

method for Gibbs sam­
pling. This value takes
precedence over the
corresponding one in
the general informa­
tion table.

● 0: Uniform
● 1: Initialization by
sampling

SAP HANA Predictive Analysis Library (PAL)

98 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

DELIMIT Varchar Space Specifies the delimits Only valid for the first
to separate each word alternative input table
in the document. This schema.
value takes prece­
dence over the corre­
sponding one in the
general information ta­
ble.

For example, if the

words are separated
by , and :, then the
delimit can be ,:.

Output Tables

Table Column Column Data Type Description

Document Topic Distribution 1st column Integer, varchar, or nvarchar Document ID

(must be the same as the in­
put data table)

2nd column Integer Topic ID

3rd column Double Probability of topic given

document

General Information (op­ 1st column Varchar or nvarchar Name

tional)
2nd column Integer Value of integer type

3rd column Double Value of double type

4th column Varchar or nvarchar Value of varchar or nvarchar

type

Word Topic Assignment (op­ 1st column Integer, varchar, or nvarchar Document ID
tional)
(must be the same as the in­
put data table)

2nd column Integer Word ID

3rd column Integer Topic ID

Example

Assume that:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 99
● DM_PAL is a schema belonging to USER1; and
● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE DATA_T;
CREATE TYPE DATA_T AS TABLE(
"ID" INTEGER,
"TEXT" VARCHAR (1000)
);

DROP TYPE PARAMETERS_T;

CREATE TYPE PARAMETERS_T AS TABLE(
"NAME" VARCHAR (50),
"INT_ARGS" INTEGER,
"DOUBLE_ARGS" DOUBLE,
"STRING_ARGS" VARCHAR (100)
);
DROP TYPE TOPICWORDDISTRIBUTION_T;
CREATE TYPE TOPICWORDDISTRIBUTION_T AS TABLE(
"TOPICID" INTEGER,
"WORDID" INTEGER,
"PROBABILITY" DOUBLE
);
DROP TYPE DICTIONARY_T;
CREATE TYPE DICTIONARY_T AS TABLE(
"WORDID" INTEGER,
"TEXT" VARCHAR (100)
);
DROP TYPE GENERALINFO_T;
CREATE TYPE GENERALINFO_T AS TABLE(
"NAME" VARCHAR (50),
"INT_ARGS" INTEGER,
"DOUBLE_ARGS" DOUBLE,
"STRING_ARGS" VARCHAR (100)
);
DROP TYPE DOCTOPICDISTRIBUTION_T;
CREATE TYPE DOCTOPICDISTRIBUTION_T AS TABLE(
"DOCUMENTID" INTEGER,
"TOPICID" INTEGER,
"PROBABILITY" DOUBLE
);
DROP TABLE PDATA_TBL;
CREATE COLUMN TABLE PDATA_TBL("POSITION" INT,"SCHEMA_NAME"
NVARCHAR(256),"TYPE_NAME" NVARCHAR (256),"PARAMETER_TYPE" VARCHAR (7));
INSERT INTO PDATA_TBL VALUES (1,'DM_PAL','DATA_T','IN');
INSERT INTO PDATA_TBL VALUES (2,'DM_PAL','PARAMETERS_T','IN');
INSERT INTO PDATA_TBL VALUES (3,'DM_PAL','TOPICWORDDISTRIBUTION_T','IN');
INSERT INTO PDATA_TBL VALUES (4,'DM_PAL','DICTIONARY_T','IN');
INSERT INTO PDATA_TBL VALUES (5,'DM_PAL','GENERALINFO_T','IN');
INSERT INTO PDATA_TBL VALUES (6,'DM_PAL','DOCTOPICDISTRIBUTION_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_LDAINFERENCE');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','LDAINFERENCE','DM_PAL','PAL_LDAINF
ERENCE',PDATA_TBL);
DROP TABLE DATA_TBL;
CREATE COLUMN TABLE DATA_TBL LIKE DATA_T;
INSERT INTO DATA_TBL VALUES (10, 'toy toy spoon bowl cpu');
DROP TABLE PARAMETERS_TBL;
CREATE COLUMN TABLE PARAMETERS_TBL LIKE PARAMETERS_T;
DROP TABLE DOCTOPICDIST_TBL;
CREATE COLUMN TABLE DOCTOPICDIST_TBL LIKE DOCTOPICDISTRIBUTION_T;
CALL DM_PAL.PAL_LDAINFERENCE(DATA_TBL, PARAMETERS_TBL, TOPICWORDDIST_TBL,
DICTIONARY_TBL, GENERALINFO_TBL, DOCTOPICDIST_TBL) with overview;
SELECT * FROM DOCTOPICDIST_TBL;

SAP HANA Predictive Analysis Library (PAL)

100 PUBLIC PAL Functions
Expected Result

DOCTOPICDIST_TBL:

3.1.11 Self-Organizing Maps

Self-organizing feature maps (SOMs) are one of the most popular neural network methods for cluster analysis.
They are sometimes referred to as Kohonen self-organizing feature maps, after their creator, Teuvo Kohonen,
or as topologically ordered maps. SOMs aim to represent all points in a high-dimensional source space by
points in a low-dimensional (usually 2-D or 3-D) target space, such that the distance and proximity
relationships are preserved as much as possible. This makes SOMs useful for visualizing low-dimensional views
of high-dimensional data, akin to multidimensional scaling.

SOMs can also be viewed as a constrained version of k-means clustering, in which the cluster centers tend to
lie in low-dimensional manifold in the feature or attribute space. The learning process mainly includes three
steps:

1. Initialize the weighted vectors in each unit.

2. Select the Best Matching Unit (BMU) for every point and update the weighted vectors of BMU and its
neighbors.
3. Repeat Step 2 until convergence or the maximum iterations are reached.

An important variant is batch SOM, which updates the weighted vectors only at the end of every learning
epoch. It requires that the whole set of training data is present, and is independent on the order of input
vectors.

The SOM approach has many applications such as virtualization, web document clustering, and speech
recognition.

Prerequisites

● The first column of the input data is an ID column and the other columns are of integer or double data type.
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 101
SELFORGMAP

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘SELFORGMAP’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Map OUTPUT table OUT

type>

4 <schema_name> <Assign OUTPUT table OUT

type>

5 <schema_name> <Cluster Model OUTPUT OUT (optional)

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <map

output table>, <assign output table>, <cluster model output model>) with
overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer or double Attribute data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

102 PUBLIC PAL Functions
 Name Data Type Default Value Description

MAX_ITERATION Integer 1000 plus 500 times the Maximum number of itera­
number of neurons in the lat­ tions.
tice
Note that the training might
not converge if this value is
too small, for example, less
than 1000.

CONVERGENCE_CRITERION Double 1.0e-6 If the largest difference of the

successive maps is less than
this value, the calculation is
regarded as convergence,
and SOM is completed con­
sequently.

NORMALIZATION Integer 0 Normalization type:

● 0: No
● 1: Transform to new
range (0.0, 1.0)
● 2: Z-score normalization

THREAD_NUMBER Integer 1 Number of threads.

RAMDOM_SEED Integer -1 ● -1: Random

● 0: Sets every weight to
zero
● Other value: Uses this
value as seed

HEIGHT_OF_MAP Integer 10 Indicates the height of the

map.

WIDTH_OF_MAP Integer 10 Indicates the width of the

map.

KERNEL_FUNCTION Integer 1 Represents the neighbor­

hood kernel function.

● 1: Gaussian
● 2: Bubble/Flat

ALPHA Double 0.5 Specifies the learning rate.

LEARNING_RATE Integer 1 Indicates the decay function

for learning rate.

● 1: Exponential
● 2: Linear

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 103
Name Data Type Default Value Description

SHAPE_OF_GRID Integer 2 Indicates the shape of the

grid.

● 1: Rectangle
● 2: Hexagon

RADIUS Double The bigger value of Specifies the scan radius.

HEIGHT_OF_MAP and
WIDTH_OF_MAP

BATCH_SOM Integer 0 Indicates whether batch

SOM is carried out.

● 0: Classical SOM
● 1: Batch SOM

For batch SOM, KER­

NEL_FUNCTION is always
Gaussian, and the LEARN­
ING_RATE factors take no ef­
fect.

Note
The SOMs algorithm has been updated since SAP HANA SPS 12, so the algorithm results may be different
from the results in the previous versions. The default value (1: Gaussian) for the KERNEL_FUNCTION
parameter is not available in SAP HANA SPS 11 or lower, which only supports the bubble neighborhood
function.

Output Tables

Table Column Column Data Type Description Constraint

SOM Map 1st column Integer Unit cell ID. This must be the first
column.

Other columns except Double Weight vectors used to

the last one simulate the original
tuples.

Last column Integer Number of original tu­

ples that every unit cell
contains.

SOM Assign 1st column Integer, varchar, or ID of original tuples This must be the first
nvarchar column.

SAP HANA Predictive Analysis Library (PAL)

104 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

2nd column Integer ID of the unit cells

Cluster Model (op­ 1st column Integer Cluster model ID This must be the first
tional) column.

2nd column CLOB, varchar, or Cluster model saved The table must be a
nvarchar as JSON string column table. The min­
imum length of each
unit (row) is 5000.

The SOM Assign output table can also use the following format:

Table Column Column Data Type Description

SOM Assign 1st column Integer, bigint, varchar, or ID of original tuples

nvarchar

2nd column Integer Best match unit (BMU)

3rd column Double The distance between the tu­

ple and its BMU

4th column Integer Second BMU

5th column Integer Indicates whether the BMU

and the second BMU are ad­
jacent.

● 0: Not adjacent
● 1: Adjacent

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1: Classic SOM

SET SCHEMA DM_PAL;

DROP TYPE PAL_SOM_DATA_T;
CREATE TYPE PAL_SOM_DATA_T AS TABLE(
"TRANS_ID" INTEGER,
"V000" DOUBLE,
"V001" DOUBLE
);
DROP TYPE PAL_SOM_MAP_T;
CREATE TYPE PAL_SOM_MAP_T AS TABLE(
"CELL_ID" INTEGER,
"WEIGHT000" DOUBLE,

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 105
 "WEIGHT001" DOUBLE,
"NUMS_TUPLE" INTEGER
);
DROP TYPE PAL_SOM_RESASSIGN_T;
CREATE TYPE PAL_SOM_RESASSIGN_T AS TABLE(
"TRANS_ID" INTEGER,
"BMU_ID" INTEGER,
"DISTANCE" DOUBLE,
"SECOND_BUM" INTEGER,
"IS_ADJACENT" INTEGER
);
DROP TYPE PAL_SOM_MODEL_T;
CREATE TYPE PAL_SOM_MODEL_T AS TABLE(
"JID" INTEGER,
"JSMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_SOM_PDATA_TBL;
CREATE COLUMN TABLE PAL_SOM_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_SOM_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_SOM_DATA_T', 'IN');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_SOM_MAP_T', 'OUT');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_SOM_RESASSIGN_T', 'OUT');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_SOM_MODEL_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_SELF_ORG_MAP_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'SELFORGMAP', 'DM_PAL',
'PAL_SELF_ORG_MAP_PROC', PAL_SOM_PDATA_TBL);
DROP TABLE PAL_SOM_DATA_TBL;
CREATE COLUMN TABLE PAL_SOM_DATA_TBL LIKE PAL_SOM_DATA_T;
INSERT INTO PAL_SOM_DATA_TBL VALUES (0 , 0.1, 0.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (1 , 0.22, 0.25);
INSERT INTO PAL_SOM_DATA_TBL VALUES (2 , 0.3, 0.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (3 , 0.4, 0.5);
INSERT INTO PAL_SOM_DATA_TBL VALUES (4 , 0.5, 1.0);
INSERT INTO PAL_SOM_DATA_TBL VALUES (5 , 1.1, 15.1);
INSERT INTO PAL_SOM_DATA_TBL VALUES (6 , 2.2, 11.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (7 , 1.3, 15.3);
INSERT INTO PAL_SOM_DATA_TBL VALUES (8 , 1.4, 15.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (9 , 3.5, 15.9);
INSERT INTO PAL_SOM_DATA_TBL VALUES (10, 13.1, 1.1);
INSERT INTO PAL_SOM_DATA_TBL VALUES (11, 16.2, 1.5);
INSERT INTO PAL_SOM_DATA_TBL VALUES (12, 16.3, 1.3);
INSERT INTO PAL_SOM_DATA_TBL VALUES (13, 12.4, 2.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (14, 16.9, 1.9);
INSERT INTO PAL_SOM_DATA_TBL VALUES (15, 49.0, 40.1);
INSERT INTO PAL_SOM_DATA_TBL VALUES (16, 50.1, 50.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (17, 50.2, 48.3);
INSERT INTO PAL_SOM_DATA_TBL VALUES (18, 55.3, 50.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (19, 50.4, 56.5);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);

SAP HANA Predictive Analysis Library (PAL)

106 PUBLIC PAL Functions
 INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 4000, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('HEIGHT_OF_MAP', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('WIDTH_OF_MAP', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION', 0, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('RANDOM_SEED', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SHAPE_OF_GRID', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('KERNEL_FUNCTION', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LEARNING_RATE', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CONVERGENCE_CRITERION', null, 1.0e-6,
null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BATCH_SOM', 0, null, null);
DROP TABLE PAL_SOM_MAP_TBL;
CREATE COLUMN TABLE PAL_SOM_MAP_TBL LIKE PAL_SOM_MAP_T;
DROP TABLE PAL_SOM_RESASSIGN_TBL;
CREATE COLUMN TABLE PAL_SOM_RESASSIGN_TBL LIKE PAL_SOM_RESASSIGN_T;
DROP TABLE PAL_SOM_MODEL_TBL;
CREATE COLUMN TABLE PAL_SOM_MODEL_TBL LIKE PAL_SOM_MODEL_T;
CALL "DM_PAL".PAL_SELF_ORG_MAP_PROC(PAL_SOM_DATA_TBL, #PAL_CONTROL_TBL,
PAL_SOM_MAP_TBL, PAL_SOM_RESASSIGN_TBL, PAL_SOM_MODEL_TBL) with OVERVIEW;
SELECT * FROM PAL_SOM_MAP_TBL;
SELECT * FROM PAL_SOM_RESASSIGN_TBL;
SELECT * FROM PAL_SOM_MODEL_TBL;

Expected Result

PAL_SOM_MAP_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 107
PAL_SOM_RESASSIGN_TBL:

PAL_SOM_MODEL_TBL:

Example 2: Batch SOM

SET SCHEMA DM_PAL;

DROP TYPE PAL_SOM_DATA_T;
CREATE TYPE PAL_SOM_DATA_T AS TABLE(
"TRANS_ID" INTEGER,
"V000" DOUBLE,
"V001" DOUBLE
);
DROP TYPE PAL_SOM_MAP_T;
CREATE TYPE PAL_SOM_MAP_T AS TABLE(
"CELL_ID" INTEGER,
"WEIGHT000" DOUBLE,
"WEIGHT001" DOUBLE,
"NUMS_TUPLE" INTEGER
);
DROP TYPE PAL_SOM_RESASSIGN_T;
CREATE TYPE PAL_SOM_RESASSIGN_T AS TABLE(
"TRANS_ID" INTEGER,
"BMU_ID" INTEGER,
"DISTANCE" DOUBLE,
"SECOND_BUM" INTEGER,
"IS_ADJACENT" INTEGER
);
DROP TYPE PAL_SOM_MODEL_T;

SAP HANA Predictive Analysis Library (PAL)

108 PUBLIC PAL Functions
 CREATE TYPE PAL_SOM_MODEL_T AS TABLE(
"JID" INTEGER,
"JSMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_SOM_PDATA_TBL;
CREATE COLUMN TABLE PAL_SOM_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_SOM_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_SOM_DATA_T', 'IN');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_SOM_MAP_T', 'OUT');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_SOM_RESASSIGN_T', 'OUT');
INSERT INTO PAL_SOM_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_SOM_MODEL_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_SELF_ORG_MAP_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'SELFORGMAP', 'DM_PAL',
'PAL_SELF_ORG_MAP_PROC', PAL_SOM_PDATA_TBL);
DROP TABLE PAL_SOM_DATA_TBL;
CREATE COLUMN TABLE PAL_SOM_DATA_TBL LIKE PAL_SOM_DATA_T;
INSERT INTO PAL_SOM_DATA_TBL VALUES (0 , 0.1, 0.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (1 , 0.22, 0.25);
INSERT INTO PAL_SOM_DATA_TBL VALUES (2 , 0.3, 0.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (3 , 0.4, 0.5);
INSERT INTO PAL_SOM_DATA_TBL VALUES (4 , 0.5, 1.0);
INSERT INTO PAL_SOM_DATA_TBL VALUES (5 , 1.1, 15.1);
INSERT INTO PAL_SOM_DATA_TBL VALUES (6 , 2.2, 11.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (7 , 1.3, 15.3);
INSERT INTO PAL_SOM_DATA_TBL VALUES (8 , 1.4, 15.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (9 , 3.5, 15.9);
INSERT INTO PAL_SOM_DATA_TBL VALUES (10, 13.1, 1.1);
INSERT INTO PAL_SOM_DATA_TBL VALUES (11, 16.2, 1.5);
INSERT INTO PAL_SOM_DATA_TBL VALUES (12, 16.3, 1.3);
INSERT INTO PAL_SOM_DATA_TBL VALUES (13, 12.4, 2.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (14, 16.9, 1.9);
INSERT INTO PAL_SOM_DATA_TBL VALUES (15, 49.0, 40.1);
INSERT INTO PAL_SOM_DATA_TBL VALUES (16, 50.1, 50.2);
INSERT INTO PAL_SOM_DATA_TBL VALUES (17, 50.2, 48.3);
INSERT INTO PAL_SOM_DATA_TBL VALUES (18, 55.3, 50.4);
INSERT INTO PAL_SOM_DATA_TBL VALUES (19, 50.4, 56.5);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 4000, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('HEIGHT_OF_MAP', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('WIDTH_OF_MAP', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION', 0, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('RANDOM_SEED', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SHAPE_OF_GRID', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CONVERGENCE_CRITERION', null, 1.0e-6,
null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BATCH_SOM', 1, null, null);
DROP TABLE PAL_SOM_MAP_TBL;
CREATE COLUMN TABLE PAL_SOM_MAP_TBL LIKE PAL_SOM_MAP_T;
DROP TABLE PAL_SOM_RESASSIGN_TBL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 109
 CREATE COLUMN TABLE PAL_SOM_RESASSIGN_TBL LIKE PAL_SOM_RESASSIGN_T;
DROP TABLE PAL_SOM_MODEL_TBL;
CREATE COLUMN TABLE PAL_SOM_MODEL_TBL LIKE PAL_SOM_MODEL_T;
CALL "DM_PAL".PAL_SELF_ORG_MAP_PROC(PAL_SOM_DATA_TBL, #PAL_CONTROL_TBL,
PAL_SOM_MAP_TBL, PAL_SOM_RESASSIGN_TBL, PAL_SOM_MODEL_TBL) with OVERVIEW;
SELECT * FROM PAL_SOM_MAP_TBL;
SELECT * FROM PAL_SOM_RESASSIGN_TBL;
SELECT * FROM PAL_SOM_MODEL_TBL;

Expected Result

PAL_SOM_MAP_TBL:

SAP HANA Predictive Analysis Library (PAL)

110 PUBLIC PAL Functions
PAL_SOM_RESASSIGN_TBL:

PAL_SOM_MODEL_TBL:

3.1.12 Slight Silhouette

Silhouette refers to a method used to validate the cluster of data.

The complex of Silhouette is O(N2), where N represents the number of records. When N is very large, silhouette
will cost much time.

In consideration of the efficient, PAL provides a lite version of Sihouette called Slight Silhouette. Suppose you
have N records. For every record i, the following is defined:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 111
Where A(i) represents the distance between i and the center of the cluster it belongs to, and B(i) is the
minimum distance between i and other cluster centers. Finally the below formula is derived:

It is clear that ‒1≤S≤1. ‒1 indicates poor clustering result, and 1 stands for good result.

For attributes of category type, you can pre-process the input data using the method described in K-means.

Prerequisites

The input data does not contain null value.

SLIGHTSILHOUETTE

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘SLIGHTSILHOUETTE’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data Last column Integer, bigint, varchar, Class label This must be the last
or nvarchar column.

SAP HANA Predictive Analysis Library (PAL)

112 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Other columns Integer, double, var­ Attribute data

char, or nvarchar

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

DISTANCE_LEVEL Integer 2 Computes the dis­

tance between the
item and the cluster
center.

● 1: Manhattan dis­
tance
● 2: Euclidean dis­
tance
● 3: Minkowski dis­
tance
● 4: Chebyshev dis­
tance

MINKOWSKI_POWER Double 3 When you use the Min­ Only valid when DIS­
kowski distance, this TANCE_LEVEL is 3.
parameter controls the
value of power.

NORMALIZATION Integer 0 Normalization type:

● 0: No
● 1: Yes. For each
point X
(x1,x2,...,xn), the
normalized value
will be X'(x1/S,x2/
S,...,xn/S), where
S = |x1|+|x2|+...|
xn|.
● 2: For each col­
umn C, get the
min and max
value of C, and
then C[i] = (C[i]-
min)/(max-min).

THREAD_NUMBER Integer 1 Number of threads.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 113
 Name Data Type Default Value Description Dependency

CATEGORY_COL Integer No default value Indicates whether the

column is category
variable. By default,
'string' is category var­
iable, and 'integer' or
'double' is continuous
variable.

CATEGORY_WEIGHTS Double 0.707 Represents the weight

of category attributes
(γ).

Output Table

Table Column Column Data Type Description

Result 1st column Double Validation value

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_SLIGHT_SIL_T;
CREATE TYPE PAL_SLIGHT_SIL_T AS TABLE(
"V000" DOUBLE,
"V001" VARCHAR(5),
"V002" DOUBLE,
"CLUSTER" INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TYPE PAL_SLIGHT_SIL_RESULT_T;
CREATE TYPE PAL_SLIGHT_SIL_RESULT_T AS TABLE(
"SILHOUETTE" DOUBLE
);
DROP TABLE PAL_SLIGHT_SIL_PDATA_TBL;
CREATE COLUMN TABLE PAL_SLIGHT_SIL_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_SLIGHT_SIL_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_SLIGHT_SIL_T',
'IN');
INSERT INTO PAL_SLIGHT_SIL_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_SLIGHT_SIL_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_SLIGHT_SIL_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_SLIGHT_SIL_PROC');

SAP HANA Predictive Analysis Library (PAL)

114 PUBLIC PAL Functions
 CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'SLIGHTSILHOUETTE',
'DM_PAL', 'PAL_SLIGHT_SIL_PROC', PAL_SLIGHT_SIL_PDATA_TBL);
DROP TABLE PAL_SLIGHT_SIL_TBL;
CREATE COLUMN TABLE PAL_SLIGHT_SIL_TBL LIKE PAL_SLIGHT_SIL_T;
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (0.5, 'A', 0.5, 0);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (1.5, 'A', 0.5, 0);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (1.5, 'A', 1.5, 0);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (0.5, 'A', 1.5, 0);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (1.1, 'B', 1.2, 0);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (0.5, 'B', 15.5, 1);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (1.5, 'B', 15.5, 1);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (1.5, 'B', 16.5, 1);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (0.5, 'B', 16.5, 1);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (1.2, 'C', 16.1, 1);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (15.5, 'C', 15.5, 2);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (16.5, 'C', 15.5, 2);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (16.5, 'C', 16.5, 2);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (15.5, 'C', 16.5, 2);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (15.6, 'D', 16.2, 2);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (15.5, 'D', 0.5, 3);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (16.5, 'D', 0.5, 3);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (16.5, 'D', 1.5, 3);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (15.5, 'D', 1.5, 3);
INSERT INTO PAL_SLIGHT_SIL_TBL VALUES (15.7, 'A', 1.6, 3);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION', 0, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DISTANCE_LEVEL', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_WEIGHTS', null, 0.7, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_COL', 1, null, null);
DROP TABLE PAL_SLIGHT_SIL_RESULT_TBL;
CREATE COLUMN TABLE PAL_SLIGHT_SIL_RESULT_TBL LIKE PAL_SLIGHT_SIL_RESULT_T;
CALL "DM_PAL".PAL_SLIGHT_SIL_PROC(PAL_SLIGHT_SIL_TBL, #PAL_CONTROL_TBL,
PAL_SLIGHT_SIL_RESULT_TBL) with OVERVIEW;
SELECT * FROM PAL_SLIGHT_SIL_RESULT_TBL;

Expected Result

3.1.13 Incremental Clustering on SAP HANA Smart Data

Streaming

For information on incremental clustering on SAP HANA Smart Data Streaming, see the example of DenStream
clustering in the SAP HANA Smart Data Streaming: Developer Guide.

Note
SAP HANA Smart Data Streaming is only supported on Intel-based hardware platforms.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 115
3.2 Classification Algorithms

This section describes the classification algorithms that are provided by the Predictive Analysis Library.

3.2.1 Area Under Curve (AUC)

Area under curve (AUC) is a traditional method to evaluate the performance of classification algorithms.
Basically, it can evaluate the binary classifier, but can be extended to multiple-class condition easily.

In an area under curve algorithm, curve is the receiver operating characteristic (ROC) curve. The curve can be
obtained by plotting the true positive rate (TPR) against the false positive rate (FPR) at several threshold. The
calculation formulas are listed below.

Where:

TP: true positive

FN: false negative

FP: false positive

TN: true negative

After plotting the ROC curve, you can calculate the area under the curve by using numerical integral algorithms
such as Simpson’s rule. The value of AUC ranges from 0.5 to 1. If the AUC equals to 1, the classifier is expected
to have perfect performance.

Prerequisite

No missing or null data in the inputs.

AUC

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘AUC’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

116 PUBLIC PAL Functions
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Input data table IN

type>

2 <schema_name> <Parameter table type> IN

3 <schema_name> <AUC table type> OUT

4 <schema_name> <ROC table type> OUT

Or

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Input data table IN

type>

2 <schema_name> <Input data table IN

type>

3 <schema_name> <Parameter table type> IN

4 <schema_name> <AUC table type> OUT

5 <schema_name> <ROC table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<input data tables>, <parameter table>, <AUC

table>, <ROC table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table(s)

Table Column Column Data Type Description Constraint

Data 1st column Integer, varchar, or ID This must be the first

nvarchar column.

2nd column Integer Original label The original label

should be 0 or 1.The
3rd column Double The probability belong­ probability should be
ing to positive the probability of a
sample belonging to 1.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 117
Or

Table Column Column Data Type Description Constraint

Data 1st column Integer, varchar, or ID This must be the first

nvarchar column.

2nd column Integer, varchar, or Original label The original label of

nvarchar the samples.

Data2 1st column Integer, varchar, or ID The type must be the

nvarchar same as the first col­
umn type of the previ­
ous table.

2nd column Integer, varchar, or All of the possible pre­ The type must be the
nvarchar dictive labels same as the second
column type of the
previous table.

3rd column Double The probability belong­ For each sample data,
ing to each possible la­ the sum of the proba­
bel bilities belonging to
each possible label
should be 1.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads.

Output Tables

Table Column Column Data Type Description

AUC 1st column Integer, varchar, or nvarchar Value name: AUC

2nd column Double AUC value

SAP HANA Predictive Analysis Library (PAL)

118 PUBLIC PAL Functions
 Table Column Column Data Type Description

ROC 1st column Integer ID

2nd column Double False positive rate for various

threshold setting

3rd column Double True positive rate for various

threshold setting

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1

SET SCHEMA DM_PAL;

DROP TYPE PAL_AUC_DATA_T;
CREATE TYPE PAL_AUC_DATA_T AS TABLE (
ID INTEGER,
ORIGINAL INTEGER,
PREDICT DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_AUC_T;
CREATE TYPE PAL_AUC_T AS TABLE(
NAME VARCHAR(100),
AUC DOUBLE
);
DROP TYPE PAL_ROC_T;
CREATE TYPE PAL_ROC_T AS TABLE(
ID INTEGER,
FPR DOUBLE,
TPR DOUBLE
);
DROP TABLE PAL_AUC_PDATA_TBL;
CREATE COLUMN TABLE PAL_AUC_PDATA_TBL (
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_AUC_PDATA_TBL VALUES (1,'DM_PAL','PAL_AUC_DATA_T', 'IN');
INSERT INTO PAL_AUC_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_AUC_PDATA_TBL VALUES (3,'DM_PAL','PAL_AUC_T', 'OUT');
INSERT INTO PAL_AUC_PDATA_TBL VALUES (4,'DM_PAL','PAL_ROC_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_AUC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'AUC', 'DM_PAL', 'PAL_AUC',
PAL_AUC_PDATA_TBL);
DROP TABLE PAL_AUC_DATA_TBL;
CREATE COLUMN TABLE PAL_AUC_DATA_TBL LIKE PAL_AUC_DATA_T;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 119
 INSERT INTO PAL_AUC_DATA_TBL VALUES(1,0,0.07);
INSERT INTO PAL_AUC_DATA_TBL VALUES(2,0,0.01);
INSERT INTO PAL_AUC_DATA_TBL VALUES(3,0,0.85);
INSERT INTO PAL_AUC_DATA_TBL VALUES(4,0,0.3);
INSERT INTO PAL_AUC_DATA_TBL VALUES(5,0,0.5);
INSERT INTO PAL_AUC_DATA_TBL VALUES(6,1,0.5);
INSERT INTO PAL_AUC_DATA_TBL VALUES(7,1,0.2);
INSERT INTO PAL_AUC_DATA_TBL VALUES(8,1,0.8);
INSERT INTO PAL_AUC_DATA_TBL VALUES(9,1,0.2);
INSERT INTO PAL_AUC_DATA_TBL VALUES(10,1,0.95);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',1,NULL,NULL);
DROP TABLE PAL_AUC_TBL;
CREATE COLUMN TABLE PAL_AUC_TBL LIKE PAL_AUC_T;
DROP TABLE PAL_ROC_TBL;
CREATE COLUMN TABLE PAL_ROC_TBL LIKE PAL_ROC_T;
CALL DM_PAL.PAL_AUC(PAL_AUC_DATA_TBL, #PAL_CONTROL_TBL, PAL_AUC_TBL,
PAL_ROC_TBL) with OVERVIEW;
SELECT * FROM PAL_AUC_TBL;
SELECT * FROM PAL_ROC_TBL;

Expected Result

PAL_AUC_TBL:

PAL_ROC_TBL:

Example 2

SET SCHEMA DM_PAL;

DROP TYPE PAL_AUC_DATA_T;
CREATE TYPE PAL_AUC_DATA_T AS TABLE (
ID INTEGER,
ORIGINAL INTEGER
);
DROP TYPE PAL_AUC_DATA2_T;
CREATE TYPE PAL_AUC_DATA2_T AS TABLE (
ID INTEGER,
PREDICT INTEGER,
PROB DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,

SAP HANA Predictive Analysis Library (PAL)

120 PUBLIC PAL Functions
 DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_AUC_T;
CREATE TYPE PAL_AUC_T AS TABLE(
NAME VARCHAR(100),
AUC DOUBLE
);
DROP TYPE PAL_ROC_T;
CREATE TYPE PAL_ROC_T AS TABLE(
ID INTEGER,
FPR DOUBLE,
TPR DOUBLE
);
DROP TABLE PAL_AUC_PDATA_TBL;
CREATE COLUMN TABLE PAL_AUC_PDATA_TBL (
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_AUC_PDATA_TBL VALUES (1,'DM_PAL','PAL_AUC_DATA_T', 'IN');
INSERT INTO PAL_AUC_PDATA_TBL VALUES (2,'DM_PAL','PAL_AUC_DATA2_T', 'IN');
INSERT INTO PAL_AUC_PDATA_TBL VALUES (3,'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_AUC_PDATA_TBL VALUES (4,'DM_PAL','PAL_AUC_T', 'OUT');
INSERT INTO PAL_AUC_PDATA_TBL VALUES (5,'DM_PAL','PAL_ROC_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_AUC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'AUC', 'DM_PAL', 'PAL_AUC',
PAL_AUC_PDATA_TBL);
DROP TABLE PAL_AUC_DATA_TBL;
CREATE COLUMN TABLE PAL_AUC_DATA_TBL LIKE PAL_AUC_DATA_T;
INSERT INTO PAL_AUC_DATA_TBL VALUES(1,1);
INSERT INTO PAL_AUC_DATA_TBL VALUES(2,1);
INSERT INTO PAL_AUC_DATA_TBL VALUES(3,1);
INSERT INTO PAL_AUC_DATA_TBL VALUES(4,2);
INSERT INTO PAL_AUC_DATA_TBL VALUES(5,2);
INSERT INTO PAL_AUC_DATA_TBL VALUES(6,2);
INSERT INTO PAL_AUC_DATA_TBL VALUES(7,3);
INSERT INTO PAL_AUC_DATA_TBL VALUES(8,3);
INSERT INTO PAL_AUC_DATA_TBL VALUES(9,3);
INSERT INTO PAL_AUC_DATA_TBL VALUES(10,3);
DROP TABLE PAL_AUC_DATA2_TBL;
CREATE COLUMN TABLE PAL_AUC_DATA2_TBL LIKE PAL_AUC_DATA2_T;
INSERT INTO PAL_AUC_DATA2_TBL VALUES(1,1,0.9);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(1,2,0.05);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(1,3,0.05);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(2,1,0.8);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(2,2,0.05);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(2,3,0.15);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(3,1,0.8);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(3,2,0.1);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(3,3,0.1);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(4,1,0.1);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(4,2,0.8);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(4,3,0.1);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(5,1,0.2);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(5,2,0.7);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(5,3,0.1);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(6,1,0.05);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(6,2,0.9);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(6,3,0.05);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(7,1,0.1);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(7,2,0.1);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(7,3,0.8);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(8,1,0);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(8,2,0);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(8,3,1);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(9,1,0.2);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 121
 INSERT INTO PAL_AUC_DATA2_TBL VALUES(9,2,0.1);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(9,3,0.7);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(10,1,0.2);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(10,2,0.2);
INSERT INTO PAL_AUC_DATA2_TBL VALUES(10,3,0.6);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',1,NULL,NULL);
DROP TABLE PAL_AUC_TBL;
CREATE COLUMN TABLE PAL_AUC_TBL LIKE PAL_AUC_T;
DROP TABLE PAL_ROC_TBL;
CREATE COLUMN TABLE PAL_ROC_TBL LIKE PAL_ROC_T;
CALL DM_PAL.PAL_AUC(PAL_AUC_DATA_TBL,PAL_AUC_DATA2_TBL, #PAL_CONTROL_TBL,
PAL_AUC_TBL, PAL_ROC_TBL) with OVERVIEW;
SELECT * FROM PAL_AUC_TBL;
SELECT * FROM PAL_ROC_TBL;

Expected Result

PAL_AUC_TBL:

PAL_ROC_TBL:

3.2.2 Back Propagation Neural Network

Neural network is a calculation model inspired by biological nervous system. The functionality of neural
network is determined by its network structure and connection weights between neurons. Back propagation
neural network (BPNN) is one of the very popular types for its training method called back propagation.

Single Neuron

SAP HANA Predictive Analysis Library (PAL)

122 PUBLIC PAL Functions
A neuron takes signals from outside and transforms them to a single value as output:

● The function F is called activate function.

● xi ( i = 1, 2, …, n ) is the outside signal and b is a constant bias usually set to 1.
● wi ( i = 0, 1, …, n ) is the weight value on each connection.

Neural Network Structure

A neural network consists of three parts: input layer, hidden layer(s), and output layer. Each layer owns several
neurons and there are connections between layers. Signals are given in input layer and transmit through
connections and layers. Finally output layer gives transformed signals.

Steps

BPNN performs three steps as follows:

1. Build the network structure and initialize the network.

2. Feed the training data repeatedly to train the network.
3. Make prediction with the trained network.

Training

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 123
During the training, BPNN adjusts the connection weights by comparing its output and expected target to
make the output more accurate. The following training styles are available:

● Batch training: weights updating is based on the error of the entire package of training patterns. Thus, in
one round the weights are updated once.
● Stochastic training: weights updating is based on the error of a single training pattern. Thus, in one round
the weights are updated for each pattern.

Support for Categorical Attributes

If an attribute is of category type, it will be converted to a binary vector and then be used as numerical
attributes. For example, in the below table, "Gender" is of category type.

Customer ID Age Income Gender

T1 31 10,000 Female

T2 27 8,000 Male

Because "Gender" has two distinct values, it will be converted into a binary vector with two dimensions:

Customer ID Age Income Gender_1 Gender_2

T1 31 10,000 0 1

T2 27 8,000 1 0

Prerequisites

For training data:

● The data are of integer, varchar, nvarchar, or double data type and do not contain null value. Otherwise the
algorithm will issue errors.
● If it is for classification, then the last column is considered as the label column and is of integer, varchar, or
nvarchar type.
● If it is for regression, then you should specify how many last columns are considered as target values, and
they are of integer or double type.

For predicted data:

● The data are of integer, varchar, nvarchar, or double data type and does not contain null value. Otherwise
the algorithm will issue errors.
● The first column is ID column and should be of integer type.
● The column order and column number of the predicted data are the same as the order and number used in
model training.

CREATEBPNN

This function trains a BPNN model from input data.

SAP HANA Predictive Analysis Library (PAL)

124 PUBLIC PAL Functions
Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CREATEBPNN',

'<schema_name>', '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Model OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <model output table>) WITH OVERVIEW;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Training data Columns Integer, double, varchar, or Attribute data

nvarchar

Last column(s) Integer, varchar, or nvarchar Label column for classifica-

for classification; Integer or tion; Target value for regres­
double for regression. sion.

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

Name Data Type Description

HIDDEN_LAYER_ACTIVE_FUNC Integer Active function code for the hidden

layer.

OUTPUT_LAYER_ACTIVE_FUNC Integer Active function code for the output

layer.

LEARNING_RATE Double Specifies the learning rate.

MOMENTUM_FACTOR Double Specifies the momentum factor.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 125
Name Data Type Description

HIDDEN_LAYER_SIZE Varchar Specifies the size of each hidden layer

in the format of “2, 3, 4”. The value 0
will be ignored, for example, “2, 0, 3” is
equal to “2, 3”.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

MAX_ITERATION Integer 100 Maximum iterations.

FUNCTIONALITY Integer 0 Specifies the predic­

tion type:

● 0: Classification
● 1: Regression

TARGET_COL­ Integer 1 Specifies the number Ignored when FUNC­

UMN_NUM of target value col­ TIONALITY is 0.
umns for regression.

TRAINING_STYLE Integer 1 Specifies the training

style:

● 0: Batch
● 1: Stochastic

NORMALIZATION Integer 0 Specifies the normali­

zation type:

● 0: None
● 1: Z-transform
● 2: Scalar

WEIGHT_INIT Integer 0 Specifies the weight

initial value:

● 0: All zeros
● 1: Normal distri­
bution
● 2: Uniform distri­
bution in range (0,
1)

CATEGORY_COL Integer No default value Indicates whether the

column of integer type
is category variable. By
default, 'string' is cate­
gory variable and 'inte­
ger' or 'double' is con­
tinuous variable.

THREAD_NUMBER Integer 1 Number of threads. Ignored when TRAIN­

ING_STYLE is 1.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

126 PUBLIC PAL Functions
 Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Statistic result name

2nd column Double Statistic result value

Model 1st column Varchar or nvarchar Model type

2nd column CLOB Model saved as string

Active Function Code

● TANH = 1
● LINEAR = 2
● SIGMOID_ASYMMETRIC = 3
● SIGMOID_SYMMETRIC = 4
● GAUSSIAN_ASYMMETRIC = 5
● GAUSSIAN_SYMMETRIC = 6
● ELLIOT_ASYMMETRIC = 7
● ELLIOT_SYMMETRIC = 8
● SIN_ASYMMETRIC = 9
● SIN_SYMMETRIC = 10
● COS_ASYMMETRIC = 11
● COS_SYMMETRIC = 12

Examples

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Classification example:

SET SCHEMA DM_PAL;

--TRAINING PART
--CREATE TABLE TYPE
DROP TYPE PAL_TRAIN_NN_DATA_T;
CREATE TYPE PAL_TRAIN_NN_DATA_T AS TABLE(
"V000" INTEGER,
"V001" DOUBLE,
"V002" VARCHAR(10),
"V003" INTEGER,
"LABEL" VARCHAR(2)
);
DROP TYPE PAL_TRAIN_NN_RESULT_T;
CREATE TYPE PAL_TRAIN_NN_RESULT_T AS TABLE(
"NAME" VARCHAR(100),
"VALUE" DOUBLE
);
DROP TYPE PAL_NN_MODEL_T;
CREATE TYPE PAL_NN_MODEL_T AS TABLE(
"NAME" VARCHAR(100),
"MODEL" CLOB
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 127
 "INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
--CREATE PROCEDURE
DROP TABLE PAL_NN_PDATA_TBL;
CREATE COLUMN TABLE PAL_NN_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
DELETE FROM PAL_NN_PDATA_TBL;
INSERT INTO PAL_NN_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_TRAIN_NN_DATA_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_TRAIN_NN_RESULT_T',
'OUT');
INSERT INTO PAL_NN_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_NN_MODEL_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_NN_TRAIN');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CREATEBPNN', 'DM_PAL',
'PAL_NN_TRAIN', PAL_NN_PDATA_TBL);
--RUN
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('HIDDEN_LAYER_SIZE', NULL, NULL, '10, 10');
INSERT INTO #PAL_CONTROL_TBL VALUES ('HIDDEN_LAYER_ACTIVE_FUNC', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('OUTPUT_LAYER_ACTIVE_FUNC', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LEARNING_RATE', NULL, 0.001, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MOMENTUM_FACTOR', NULL, 0.00001, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FUNCTIONALITY', 0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TRAINING_STYLE', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_COL', 3, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 100, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('WEIGHT_INIT', 1, NULL, NULL);
DROP TABLE PAL_TRAIN_NN_RESULT_TBL;
CREATE COLUMN TABLE PAL_TRAIN_NN_RESULT_TBL LIKE PAL_TRAIN_NN_RESULT_T;
DROP TABLE PAL_CLASSIFICATION_NN_MODEL_TBL;
CREATE COLUMN TABLE PAL_CLASSIFICATION_NN_MODEL_TBL LIKE PAL_NN_MODEL_T;
DROP TABLE PAL_TRAIN_NN_DATA_TBL;
CREATE COLUMN TABLE PAL_TRAIN_NN_DATA_TBL LIKE PAL_TRAIN_NN_DATA_T;
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 1, 1.71, 'AC', 0, 'AA');
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 10, 1.78, 'CA', 5, 'AB');
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 17, 2.36, 'AA', 6, 'AA');
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 12, 3.15, 'AA', 2, 'C');
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 7, 1.05, 'CA', 3, 'AB');
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 6, 1.50, 'CA', 2, 'AB');
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 9, 1.97, 'CA', 6, 'C');
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 5, 1.26, 'AA', 1, 'AA');
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 12, 2.13, 'AC', 4, 'C');
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 18, 1.87, 'AC', 6, 'AA');
--CALL PROCEDURE
CALL DM_PAL.PAL_NN_TRAIN(PAL_TRAIN_NN_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_TRAIN_NN_RESULT_TBL, PAL_CLASSIFICATION_NN_MODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_TRAIN_NN_RESULT_TBL;
SELECT * FROM PAL_CLASSIFICATION_NN_MODEL_TBL;

Expected Results

Note: Your result may look slightly different from the following results.

SAP HANA Predictive Analysis Library (PAL)

128 PUBLIC PAL Functions
PAL_TRAIN_NN_RESULT_TBL:

PAL_CLASSIFICATION_NN_MODEL_TBL:

Regression example:

SET SCHEMA DM_PAL;

--TRAINING PART
--CREATE TABLE TYPE
DROP TYPE PAL_TRAIN_NN_DATA_T;
CREATE TYPE PAL_TRAIN_NN_DATA_T AS TABLE(
"V000" INTEGER,
"V001" DOUBLE,
"V002" VARCHAR(10),
"V003" INTEGER,
"T001" DOUBLE,
"T002" DOUBLE,
"T003" DOUBLE
);
DROP TYPE PAL_TRAIN_NN_RESULT_T;
CREATE TYPE PAL_TRAIN_NN_RESULT_T AS TABLE
(
"NAME" VARCHAR(100),
"VALUE" DOUBLE
);
DROP TYPE PAL_NN_MODEL_T;
CREATE TYPE PAL_NN_MODEL_T AS TABLE(
"NAME" VARCHAR(100),
"MODEL" CLOB
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
--CREATE PROCEDURE
DROP TABLE PAL_NN_PDATA_TBL;
CREATE COLUMN TABLE PAL_NN_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
DELETE FROM PAL_NN_PDATA_TBL;
INSERT INTO PAL_NN_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_TRAIN_NN_DATA_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_TRAIN_NN_RESULT_T',
'OUT');
INSERT INTO PAL_NN_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_NN_MODEL_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_NN_TRAIN');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CREATEBPNN', 'DM_PAL',
'PAL_NN_TRAIN', PAL_NN_PDATA_TBL);
--RUN
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 129
 "NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 3, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('HIDDEN_LAYER_SIZE', NULL, NULL, '10, 5');
INSERT INTO #PAL_CONTROL_TBL VALUES ('HIDDEN_LAYER_ACTIVE_FUNC', 9, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('OUTPUT_LAYER_ACTIVE_FUNC', 9, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LEARNING_RATE', NULL, 0.001, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MOMENTUM_FACTOR', NULL, 0.00001, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FUNCTIONALITY', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TRAINING_STYLE', 0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TARGET_COLUMN_NUM', 3, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 100, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('WEIGHT_INIT', 1, NULL, NULL);
DROP TABLE PAL_TRAIN_NN_RESULT_TBL;
CREATE COLUMN TABLE PAL_TRAIN_NN_RESULT_TBL LIKE PAL_TRAIN_NN_RESULT_T;
DROP TABLE PAL_REGRESSION_NN_MODEL_TBL;
CREATE COLUMN TABLE PAL_REGRESSION_NN_MODEL_TBL LIKE PAL_NN_MODEL_T;
DROP TABLE PAL_TRAIN_NN_DATA_TBL;
CREATE COLUMN TABLE PAL_TRAIN_NN_DATA_TBL LIKE PAL_TRAIN_NN_DATA_T;
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 1, 1.71, 'AC', 0, 12.7, 2.8, 3.06);
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 10, 1.78, 'CA', 5, 12.1, 8.0, 2.65);
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 17, 2.36, 'AA', 6, 10.1, 2.8, 3.24);
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 12, 3.15, 'AA', 2, 28.1, 5.6, 2.24);
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 7, 1.05, 'CA', 3, 19.8, 7.1, 1.98);
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 6, 1.50, 'CA', 2, 23.2, 4.9, 2.12);
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 9, 1.97, 'CA', 6, 24.5, 4.2, 1.05);
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 5, 1.26, 'AA', 1, 13.6, 5.1, 2.78);
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 12, 2.13, 'AC', 4, 13.2, 1.9, 1.34);
INSERT INTO PAL_TRAIN_NN_DATA_TBL VALUES( 18, 1.87, 'AC', 6, 25.5, 3.6, 2.14);
--CALL PROCEDURE
CALL DM_PAL.PAL_NN_TRAIN(PAL_TRAIN_NN_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_TRAIN_NN_RESULT_TBL, PAL_REGRESSION_NN_MODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_TRAIN_NN_RESULT_TBL;
SELECT * FROM PAL_REGRESSION_NN_MODEL_TBL;

Expected Results

Note: Your result may look slightly different from the following results.

PAL_TRAIN_NN_RESULT_TBL:

PAL_REGRESSION_NN_MODEL_TBL:

PREDICTWITHBPNN

This function makes prediction with a trained BPNN model.

SAP HANA Predictive Analysis Library (PAL)

130 PUBLIC PAL Functions
Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'PREDICTWITHBPNN',

'<schema_name>', '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <MODEL table type> IN

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <OUTPUT table type> OUT

5 <schema_name> <SOFTMAX table type> OUT (optional: only used for

classification)

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <model input table>,

<parameter table>, <output table>) WITH OVERVIEW;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

The model input table must store the trained neural network model.

Signature

Input Tables

Table Column Column Data Type Description

Predicted data 1st column Integer ID

Other columns Integer, double, varchar, or Data to make prediction

nvarchar

Predicted model 1st column Varchar or nvarchar Model type

2nd column CLOB, varchar, or nvarchar Model string

Parameter Table

Mandatory Parameters

None.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads.

Output Table

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 131
Table Column Column Data Type Description

Result 1st column Integer ID

Other column(s) Same as the last column of Classification or regression

the training table if the model result
is for classification; and dou­
ble if the model is for regres­
sion.

Softmax (optional: only used 1st column Integer ID

for classification)
2nd column Same as the data type of the Category label for classifica-
last column of the training tion
data table.

3rd column Double Softmax value

Examples

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.
● Table PAL_CLASSIFICATION_NN_MODEL_TBL and PAL_REGRESSION_NN_MODEL_TBL store the trained
neural network model under schema DM_PAL.

Classification example:

SET SCHEMA DM_PAL;

--PREDICT PART
DROP TYPE PAL_PREDICT_NN_DATA_T;
CREATE TYPE PAL_PREDICT_NN_DATA_T AS TABLE(
"ID" INTEGER,
"V000" INTEGER,
"V001" DOUBLE,
"V002" VARCHAR(10),
"V003" INTEGER
);
DROP TYPE PAL_PREDICT_NN_RESULT_T;
CREATE TYPE PAL_PREDICT_NN_RESULT_T AS TABLE(
"ID" INTEGER,
"LABEL" VARCHAR(2)
);
DROP TYPE PAL_PREDICT_NN_SOFTMAX_T;
CREATE TYPE PAL_PREDICT_NN_SOFTMAX_T AS TABLE(
"ID" INTEGER,
"LABEL" VARCHAR(2),
"SOFTMAX" DOUBLE
);
DROP TYPE PAL_NN_MODEL_T;
CREATE TYPE PAL_NN_MODEL_T AS TABLE(
"NAME" VARCHAR(100),
"MODEL" CLOB
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)

SAP HANA Predictive Analysis Library (PAL)

132 PUBLIC PAL Functions
 );
--CREATE PROCEDURE
DROP TABLE PAL_NN_PDATA_TBL;
CREATE COLUMN TABLE PAL_NN_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
DELETE FROM PAL_NN_PDATA_TBL;
INSERT INTO PAL_NN_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_PREDICT_NN_DATA_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_NN_MODEL_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_PREDICT_NN_RESULT_T',
'OUT');
INSERT INTO PAL_NN_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_PREDICT_NN_SOFTMAX_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_NN_PREDICT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'PREDICTWITHBPNN', 'DM_PAL',
'PAL_NN_PREDICT', PAL_NN_PDATA_TBL);
--RUN
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 3, NULL, NULL);
DROP TABLE PAL_PREDICT_NN_DATA_TBL;
CREATE COLUMN TABLE PAL_PREDICT_NN_DATA_TBL LIKE PAL_PREDICT_NN_DATA_T;
INSERT INTO PAL_PREDICT_NN_DATA_TBL VALUES(1, 3, 1.91, 'AC', 3);
INSERT INTO PAL_PREDICT_NN_DATA_TBL VALUES(2, 7, 2.18, 'CA', 6);
INSERT INTO PAL_PREDICT_NN_DATA_TBL VALUES(3, 11, 1.96, 'AA', 8);
DROP TABLE PAL_PREDICT_NN_RESULT_TBL;
CREATE COLUMN TABLE PAL_PREDICT_NN_RESULT_TBL LIKE PAL_PREDICT_NN_RESULT_T;
DROP TABLE PAL_PREDICT_NN_SOFTMAX_TBL;
CREATE COLUMN TABLE PAL_PREDICT_NN_SOFTMAX_TBL LIKE PAL_PREDICT_NN_SOFTMAX_T;
--CALL PROCEDURE
CALL DM_PAL.PAL_NN_PREDICT(PAL_PREDICT_NN_DATA_TBL,
PAL_CLASSIFICATION_NN_MODEL_TBL, "#PAL_CONTROL_TBL", PAL_PREDICT_NN_RESULT_TBL,
PAL_PREDICT_NN_SOFTMAX_TBL) WITH OVERVIEW;
SELECT * FROM PAL_PREDICT_NN_RESULT_TBL;
SELECT * FROM PAL_PREDICT_NN_SOFTMAX_TBL;

Expected Results

Note: Your result may look slightly different from the following results.

PAL_PREDICT_NN_RESULT_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 133
PAL_PREDICT_NN_SOFTMAX_TBL:

Regression example:

SET SCHEMA DM_PAL;

--PREDICT PART
DROP TYPE PAL_PREDICT_NN_DATA_T;
CREATE TYPE PAL_PREDICT_NN_DATA_T AS TABLE(
"ID" INTEGER,
"V000" INTEGER,
"V001" DOUBLE,
"V002" VARCHAR(10),
"V003" INTEGER
);
DROP TYPE PAL_PREDICT_NN_RESULT_T;
CREATE TYPE PAL_PREDICT_NN_RESULT_T AS TABLE(
"ID" INTEGER,
"T001" DOUBLE,
"T002" DOUBLE,
"T003" DOUBLE
);
DROP TYPE PAL_NN_MODEL_T;
CREATE TYPE PAL_NN_MODEL_T AS TABLE(
"NAME" VARCHAR(100),
"MODEL" CLOB
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
--CREATE PROCEDURE
DROP TABLE PAL_NN_PDATA_TBL;
CREATE COLUMN TABLE PAL_NN_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
DELETE FROM PAL_NN_PDATA_TBL;
INSERT INTO PAL_NN_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_PREDICT_NN_DATA_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_NN_MODEL_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_NN_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_PREDICT_NN_RESULT_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_NN_PREDICT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'PREDICTWITHBPNN', 'DM_PAL',
'PAL_NN_PREDICT', PAL_NN_PDATA_TBL);
--RUN

SAP HANA Predictive Analysis Library (PAL)

134 PUBLIC PAL Functions
 DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 3, NULL, NULL);
DROP TABLE PAL_PREDICT_NN_DATA_TBL;
CREATE COLUMN TABLE PAL_PREDICT_NN_DATA_TBL LIKE PAL_PREDICT_NN_DATA_T;
INSERT INTO PAL_PREDICT_NN_DATA_TBL VALUES(1, 1, 1.71, 'AC', 0);
INSERT INTO PAL_PREDICT_NN_DATA_TBL VALUES(2, 10, 1.78, 'CA', 5);
INSERT INTO PAL_PREDICT_NN_DATA_TBL VALUES(3, 17, 2.36, 'AA', 6);
DROP TABLE PAL_PREDICT_NN_RESULT_TBL;
CREATE COLUMN TABLE PAL_PREDICT_NN_RESULT_TBL LIKE PAL_PREDICT_NN_RESULT_T;
--CALL PROCEDURE
CALL DM_PAL.PAL_NN_PREDICT(PAL_PREDICT_NN_DATA_TBL, PAL_REGRESSION_NN_MODEL_TBL,
"#PAL_CONTROL_TBL", PAL_PREDICT_NN_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_PREDICT_NN_RESULT_TBL;

Expected Result

Note: Your result may look slightly different from the following result.

PAL_PREDICT_NN_RESULT_TBL:

3.2.3 C4.5 Decision Tree

A decision tree is used as a classifier for determining an appropriate action or decision among a predetermined
set of actions for a given case. A decision tree helps you to effectively identify the factors to consider and how
each factor has historically been associated with different outcomes of the decision. A decision tree uses a tree
- like structure of conditions and their possible consequences. Each node of a decision tree can be a leaf node
or a decision node.

● Leaf node: mentions the value of the dependent (target) variable.

● Decision node: contains one condition that specifies some test on an attribute value. The outcome of the
condition is further divided into branches with sub-trees or leaf nodes.

As a classification algorithm, C4.5 builds decision trees from a set of training data, using the concept of
information entropy. The training data is a set of already classified samples. At each node of the tree, C4.5
chooses one attribute of the data that most effectively splits it into subsets in one class or the other. Its
criterion is the normalized information gain (difference in entropy) that results from choosing an attribute for
splitting the data. The attribute with the highest normalized information gain is chosen to make the decision.
The C4.5 algorithm then proceeds recursively until meeting some stopping criteria such as the minimum
number of cases in a leaf node.

The C4.5 decision tree functions implemented in PAL support both discrete and continuous values. In PAL
implementation, the REP (Reduced Error Pruning) algorithm is used as pruning method.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 135
Prerequisites

● The column order and column number of the predicted data are the same as the order and number used in
tree model building.
● The last column of the training data is used as a predicted field and is of discrete type. The predicted data
set has an ID column.
● The table used to store the tree model is a column table.
● The target column of training data must not have null values, and other columns should have at least one
valid value (not null).

Note
C4.5 decision tree treats null as a special value.

CREATEDTWITHC45

This function creates a decision tree from the input training data.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘CREATEDTWITHC45’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <PMML OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input_table>, <parameter_table>,

<result_output_table>, <PMML_output_table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

136 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Training / Historical Columns Varchar, nvarchar, inte­ Table used to build the Discrete value: integer,
Data ger, or double predictive tree model varchar, or nvarchar

Continuous value: inte­

ger or double

Last column Varchar, nvarchar, or Target variable (class

integer label)

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

PERCENTAGE Double 1.0 Specifies the percent­

age of the input data to
be used to build the
tree model.

For example, if you set

this parameter to 0.7,
70% of the training
data will be used to
build the tree model,
and 30% will be used
to prune the tree
model.

MIN_RE­ Integer 1 Specifies the stop con­

CORDS_OF_PARENT dition: if the number of
records is less than the
parameter value, the
algorithm will stop
splitting.

MIN_RE­ Integer 0 Promises the mini­

CORDS_OF_LEAF mum number of re­
cords in each leaf.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 137
Name Data Type Default Value Description Dependency

MAX_DEPTH Integer Number of columns in Specifies the stop con­

the input table which dition: if the depth of
contains the training the tree model is
data greater than the pa­
rameter value, the al­
gorithm will stop split­
ting.

THREAD_NUMBER Integer 1 Number of threads.

IS_SPLIT_MODEL Integer 1 Indicates whether the

string of the tree
model should be split
or not.

If the value is not 0, the

tree model will be split,
and the length of each
unit is 5000.

CONTINUOUS_COL Integer Detected from input Indicates which col­

data umns are continuous
attributes. The default
behavior is:

● String or integer:
categorical
● Double: continu­
ous

SPLIT_THRESHOLD Double 0.05 Specifies the stop con­

dition: if the informa­
tion gain ratio is less
than this value, the al­
gorithm will stop split­
ting.

<name of target Double Detected from input Specifies the priori

value> data probability of every
class label.

SAP HANA Predictive Analysis Library (PAL)

138 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

SELECTED_FEATURES Varchar Detected from input A string to specify the

data features that will be
processed. The pat­
tern is “X1,…,Xn”, where
Xi is the corresponding
column name in the
data table. If this pa­
rameter is not speci­
fied, all the features
will be processed.

DEPENDENT_VARIA­ Varchar Detected from input Column name in the

BLE data data table used as de­
pendent variable. If
this parameter is not
specified, the last col­
umn of the training
data will be used as
dependent variable.

IS_OUTPUT_RULES Integer 0 If this parameter is set

to 1, the algorithm will
extract all decision
rules from the tree
model and save them
to the result table
which is used to save
the PMML model.

PMML_EXPORT Integer 0 ● 0: Does not ex­ Only valid when

port PMML tree IS_OUTPUT_RULES is
model.
0.
● 1: Exports PMML
tree model in sin­
gle row.
● 2: Exports PMML
tree model in sev­
eral rows, and the
minimum length
of each row is
5000 characters.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 139
Table Column Column Data Type Description Constraint

Tree model of JSON 1st column Integer ID

format
2nd column CLOB, varchar, or Tree model saved as a The table must be a
nvarchar JSON string. column table.

The minimum length

of every unit (row) is
5000.

Tree model of PMML 1st column Integer ID

format
2nd column CLOB, varchar, or Tree model in PMML
nvarchar format

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_C45_DATA_T;
CREATE TYPE PAL_C45_DATA_T AS TABLE(
"OUTLOOK" VARCHAR(20),
"TEMP" DOUBLE,
"HUMIDITY" DOUBLE,
"WINDY" VARCHAR(10),
"CLASS" VARCHAR(20)
);
DROP TYPE PAL_C45_TREEMODEL_T;
CREATE TYPE PAL_C45_TREEMODEL_T AS TABLE(
"ID" INTEGER,
"TREE_MODEL" CLOB
);
DROP TYPE PAL_C45_PMMLMODEL_T;
CREATE TYPE PAL_C45_PMMLMODEL_T AS TABLE(
"ID" INTEGER,
"TREE_MODEL" CLOB
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TABLE PAL_C45_PDATA_TBL;
CREATE COLUMN TABLE PAL_C45_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_C45_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_C45_DATA_T', 'IN');
INSERT INTO PAL_C45_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_C45_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_C45_TREEMODEL_T', 'OUT');
INSERT INTO PAL_C45_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_C45_PMMLMODEL_T',
'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_C45_PROC');

SAP HANA Predictive Analysis Library (PAL)

140 PUBLIC PAL Functions
 CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CREATEDTWITHC45',
'DM_PAL', 'PAL_C45_PROC', PAL_C45_PDATA_TBL);
DROP TABLE PAL_C45_DATA_TBL;
CREATE COLUMN TABLE PAL_C45_DATA_TBL LIKE PAL_C45_DATA_T;
INSERT INTO PAL_C45_DATA_TBL VALUES ('Sunny', 75, 70, 'Yes', 'Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Sunny', 80, 90, 'Yes', 'Do not Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Sunny', 85, 85, 'No', 'Do not Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Sunny', 72, 95, 'No', 'Do not Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Sunny', 69, 70, 'No', 'Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Overcast', 72, 90, 'Yes', 'Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Overcast', 83, 78, 'No', 'Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Overcast', 64, 65, 'Yes', 'Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Overcast', 81, 75, 'No', 'Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Rain', 71, 80, 'Yes', 'Do not Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Rain', 65, 70, 'Yes', 'Do not Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Rain', 75, 80, 'No', 'Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Rain', 68, 80, 'No', 'Play');
INSERT INTO PAL_C45_DATA_TBL VALUES ('Rain', 70, 96, 'No', 'Play');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SPLIT_THRESHOLD', null, 0.05, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_DEPTH', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_RECORDS_OF_PARENT', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_RECORDS_OF_LEAF',1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('IS_OUTPUT_RULES', 1, null, null);
DROP TABLE PAL_C45_TREEMODEL_TBL;
CREATE COLUMN TABLE PAL_C45_TREEMODEL_TBL LIKE PAL_C45_TREEMODEL_T;
DROP TABLE PAL_C45_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_C45_PMMLMODEL_TBL LIKE PAL_C45_PMMLMODEL_T;
CALL "DM_PAL".PAL_C45_PROC(PAL_C45_DATA_TBL, #PAL_CONTROL_TBL,
PAL_C45_TREEMODEL_TBL, PAL_C45_PMMLMODEL_TBL) with OVERVIEW;
SELECT * FROM PAL_C45_TREEMODEL_TBL;
SELECT * FROM PAL_C45_PMMLMODEL_TBL;

Expected Result

PAL_C45_TREEMODEL_TBL:

PAL_C45_PMMLMODEL_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 141
3.2.4 CART Decision Tree

Classification and regression tree (CART) is used for classification or regression and only supports binary split.
CART is a recursive partitioning method similar to C4.5 decision tree. It uses GINI index or TWOING for
classification, and least square error for regression. In PAL, CART only supports the GINI split strategy. The
surrogate split method is used to support missing values when creating the tree model.

Prerequisites

● The target column of training data must not have null values, and other columns should have at least one
valid value (not null).
● The table used to store the tree model is a column table.

CART

This function is used for classification or regression.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘CART’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Training table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Tree Model OUTPUT OUT

table type>

4 <schema_name> <Statistic OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<training_table>, <parameter_table>,

<tree_model_output_table>, <statistic_output_table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

142 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Training Data Columns Varchar, nvarchar, dou­ Independent fields

ble, or integer

Last column Varchar, nvarchar, dou­ Dependent field Null values are not al­
ble, or integer lowed.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

SPLIT_CRITERIA Integer 103 Indicates the split

strategy:

● 103: GINI

SPLIT_THRESHOLD Double 0.05 Specifies the stop con­

dition: if the improve­
ment value of the best
split is less than the
specified value, the al­
gorithm will stop split­
ting.

MAX_DEPTH Integer Number of columns in Specifies the stop con­

the training data dition: if the depth of
the tree model is
greater than the speci­
fied value, the algo­
rithm will stop split­
ting.

MIN_RE­ Integer 1 Specifies the stop con­

CORDS_OF_PARENT dition: if the number of
records is less than the
specified value, the al­
gorithm will stop split­
ting.

MIN_RE­ Integer 0 Promises the mini­

CORDS_OF_LEAF mum number of re­
cords in each leaf.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 143
Name Data Type Default Value Description Dependency

PERCENTAGE Double 1.0 Specifies the percent­

age of the input data
that will be used to
build the tree model.

For example, if you set

this parameter to 0.7,
then 70% of the train­
ing data will be used to
build the tree model
and 30% will be used
to prune the tree
model.

USE_SURROGATE Integer 1 Indicates whether to

use surrogate split
when null values are
encountered.

● 0: Does not use

surrogate split
● 1: Uses surrogate
split

CONTINUOUS_COL Integer Detected from input Indicates which col­

data umns are continuous
attributes. The default
behavior is:

● String or integer:
categorical
● Double: continu­
ous

<name of target Double Detected from input Specifies the priori

value> data probability of every
class label.

SELECTED_FEATURES Varchar Detected from input A string to specify the

data features that will be
processed. The pat­
tern is “X1,…,Xn”, where
Xi is the corresponding
column name in the
data table. If this pa­
rameter is not speci­
fied, all the features
will be processed.

SAP HANA Predictive Analysis Library (PAL)

144 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

DEPENDENT_VARIA­ Varchar Detected from input Column name in the

BLE data data table used as de­
pendent variable. If
this parameter is not
specified, the last col­
umn of the training
data will be used as
dependent variable.

IS_OUTPUT_RULES Integer 0 If this parameter is set

to 1, the algorithm will
extract all decision
rules from the tree
model and save them
into the tree model ta­
ble.

IS_SPLIT_MODEL Integer 1 Indicates whether the

string of the JSON tree
model should be split
or not.

If IS_OUTPUT_RULES
and PMML_EXPORT
are both set to 0, the
algorithm will output
JSON tree model.

If the value is not 0, the

JSON tree model will
be split, and the length
of each unit is 5000.

THREAD_NUMBER Integer 1 Number of threads.

PMML_EXPORT Integer 0 ● 0: Does not ex­ Only valid when

port PMML tree IS_OUTPUT_RULES is
model.
0.
● 1: Exports PMML
tree model in sin­
gle row.
● 2: Exports PMML
tree model in sev­
eral rows, and the
minimum length
of each row is
5000 characters.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 145
Table Column Column Data Type Description

Tree Model 1st column Integer ID

2nd column Varchar or nvarchar The length should be 5000.

Statistics 1st column Varchar or nvarchar Dependent field name

2nd column Varchar or nvarchar Dependent field name

3rd column Integer Number of records

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_CART_DATA_T;
CREATE TYPE PAL_CART_DATA_T AS TABLE(
"OUTLOOK" VARCHAR(20),
"TEMP" DOUBLE,
"HUMIDITY" DOUBLE,
"WINDY" VARCHAR(10),
"CLASS" VARCHAR(20)
);
DROP TYPE PAL_CART_TREEMODEL_T;
CREATE TYPE PAL_CART_TREEMODEL_T AS TABLE(
"ID" INTEGER,
"TREE_MODEL" VARCHAR(5000)
);
DROP TYPE PAL_CART_STATISTIC_T;
CREATE TYPE PAL_CART_STATISTIC_T AS TABLE(
"CLASS1" VARCHAR(20),
"CLASS2" VARCHAR(20),
"NUMBER" INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TABLE PAL_CART_PDATA_TBL;
CREATE COLUMN TABLE PAL_CART_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_CART_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_CART_DATA_T', 'IN');
INSERT INTO PAL_CART_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_CART_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CART_TREEMODEL_T',
'OUT');
INSERT INTO PAL_CART_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_CART_STATISTIC_T',
'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_CART_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CART', 'DM_PAL',
'PAL_CART_PROC', PAL_CART_PDATA_TBL);
DROP TABLE PAL_CART_DATA_TBL;
CREATE COLUMN TABLE PAL_CART_DATA_TBL LIKE PAL_CART_DATA_T;

SAP HANA Predictive Analysis Library (PAL)

146 PUBLIC PAL Functions
 INSERT INTO PAL_CART_DATA_TBL VALUES ('Sunny', 75, 70, 'Yes', 'Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Sunny', 80, 90, 'Yes', 'Do not Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Sunny', 85, 85, 'No', 'Do not Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Sunny', 72, 95, 'No', 'Do not Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Sunny', 69, 70, 'No', 'Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Overcast', 72, 90, 'Yes', 'Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Overcast', 83, 78, 'No', 'Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Overcast', 64, 65, 'Yes', 'Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Overcast', 81, 75, 'No', 'Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Rain', 71, 80, 'Yes', 'Do not Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Rain', 65, 70, 'Yes', 'Do not Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Rain', 75, 80, 'No', 'Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Rain', 68, 80, 'No', 'Play');
INSERT INTO PAL_CART_DATA_TBL VALUES ('Rain', 70, 96, 'No', 'Play');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SPLIT_CRITERIA', 103, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SPLIT_THRESHOLD', null, 0.001, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_DEPTH', 5, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_RECORDS_OF_PARENT', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_RECORDS_OF_LEAF',1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT', 2, null, null);
DROP TABLE PAL_CART_TREEMODEL_TBL;
CREATE COLUMN TABLE PAL_CART_TREEMODEL_TBL LIKE PAL_CART_TREEMODEL_T;
DROP TABLE PAL_CART_STATISTIC_TBL;
CREATE COLUMN TABLE PAL_CART_STATISTIC_TBL LIKE PAL_CART_STATISTIC_T;
CALL "DM_PAL".PAL_CART_PROC(PAL_CART_DATA_TBL, #PAL_CONTROL_TBL,
PAL_CART_TREEMODEL_TBL, PAL_CART_STATISTIC_TBL) with OVERVIEW;
SELECT * FROM PAL_CART_TREEMODEL_TBL;
SELECT * FROM PAL_CART_STATISTIC_TBL;

Expected Result:

PAL_CART_TREEMODEL_TBL:

PAL_CART_STATISTIC_TBL:

3.2.5 CHAID Decision Tree

CHAID stands for CHi-squared Automatic Interaction Detection. It is similar to the C4.5 decision tree. CHAID is
a classification method for building decision trees by using chi-square statistics to identify optimal splits.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 147
CHAID examines the cross tabulations between each of the input fields and the outcome, and tests for
significance using a chi-square independence test. If more than one of these relations is statistically significant,
CHAID will select the input field that is the most significant (smallest p value). CHAID can generate non-binary
trees.

Prerequisites

● The target column of the training data must not have null values, and other columns should have at least
one valid value (not null).
● The table used to store the tree model is a column table.

Note
CHAID treats null values as special values.

CREATEDTWITHCHAID

This function creates a decision tree from the input training data. It can be used for classification.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘CREATEDTWITHCHAID’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Training table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <JSON Tree Model table OUT

type>

4 <schema_name> <PMML Tree Model table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<training_table>, <parameter_table>,

<json_tree_model_table>, <PMML_tree_model_table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

148 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Training Data Columns Varchar, nvarchar, inte­ Independent fields

ger, or double

Last column Varchar, nvarchar, or Dependent field Null values are not al­
integer lowed.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

SPLIT_THRESHOLD Double 0.05 Specifies the stop con­

dition: if the p-value of
the best split is greater
than or equal to the
specified value, the al­
gorithm will stop split­
ting.

MERGE_THRESHOLD Double 0.05 Specifies the merge

condition: if the metric
value is greater than or
equal to the specified
value, the algorithm
will merge two
branches.

MIN_RE­ Integer 1 Specifies the stop con­

CORDS_OF_PARANT dition: if the number of
records is less than the
specified value, the al­
gorithm will stop split­
ting.

MIN_RE­ Integer 0 Promises the mini­

CORDS_OF_LEAF mum number of re­
cords in each leaf.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 149
Name Data Type Default Value Description Dependency

PERCENTAGE Double 1.0 Specifies the percent­

age of the input data
that will be used to
build the tree model.

For example, if you set

this parameter to 0.7,
then 70% of the train­
ing data will be used to
build the tree model
and 30% will be used
to prune the tree
model.

MAX_DEPTH Integer Number of columns in Specifies the stop con­

the training data dition: if the depth of
the tree model is
greater than the speci­
fied value, the algo­
rithm will stop split­
ting.

MAX_BRANCH Integer 10 Specifies the maxi­

mum number of
branches.

THREAD_NUMBER Integer 1 Number of threads.

IS_SPLIT_MODEL Integer 1 Indicates whether the

string of the JSON tree
model should be split
or not.

If the value is not 0, the

JSON tree model will
be split, and the length
of each unit is 5000.

CONTINUOUS_COL Integer Detected from input Indicates which col­

data umns are continuous
attributes. The default
behavior is:

● String or integer:
categorical
● Double: continu­
ous

SAP HANA Predictive Analysis Library (PAL)

150 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

<name of target Double Detected from input Specifies the priori

value> data probability of every
class label.

SELECTED_FEATURES Varchar Detected from input A string to specify the

data features that will be
processed. The pat­
tern is “X1,…,Xn”, where
Xi is the corresponding
column name in the
data table. If this pa­
rameter is not speci­
fied, all the features
will be processed.

DEPENDENT_VARIA­ Varchar Detected from input Column name in the

BLE data data table used as de­
pendent variable. If
this parameter is not
specified, the last col­
umn of the training
data will be used as
dependent variable.

DISCRETIZA­ Integer 0 Specifies the strategy

TION_TYPE for discretizing contin­
uous attributes:

● 0: MDLPC
● 1: Equal Fre­
quency

<column name> Integer 10 If the column is contin­ Only valid when DIS­
uous and DISCRETI­ CRETIZATION_TYPE is
ZATION_TYPE is set to 1.
1, you can use this pa­
rameter to specify the
number of bins

IS_OUTPUT_RULES Integer 0 If this parameter is set

to 1, the algorithm will
extract all decision
rules from the tree
model and save them
into the PMML tree
model table.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 151
Name Data Type Default Value Description Dependency

PMML_EXPORT Integer 0 ● 0: Does not ex­ Only valid when

port PMML tree IS_OUTPUT_RULES is
model.
0.
● 1: Exports PMML
tree model in sin­
gle row.
● 2: Exports PMML
tree model in sev­
eral rows, and the
minimum length
of each row is
5000 characters.

Output Tables

Table Column Column Data Type Description Constraint

JSON Tree Model 1st column Integer ID

2nd column Varchar or nvarchar Tree model saved as a The minimum length
JSON string of each unit (row) is
5000.

PMML Tree Model 1st column Integer ID

2nd column Varchar or nvarchar Tree model in PMML The minimum length
format of each unit (row) is
5000.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_CHAID_DATA_T;
CREATE TYPE PAL_CHAID_DATA_T AS TABLE(
"OUTLOOK" VARCHAR(20),
"TEMP" DOUBLE,
"HUMIDITY" DOUBLE,
"WINDY" VARCHAR(10),
"CLASS" VARCHAR(20)
);
DROP TYPE PAL_CHAID_TREEMODEL_T;
CREATE TYPE PAL_CHAID_TREEMODEL_T AS TABLE(
"ID" INTEGER,
"TREE_MODEL" CLOB
);
DROP TYPE PAL_CHAID_PMMLMODEL_T;
CREATE TYPE PAL_CHAID_PMMLMODEL_T AS TABLE(
"ID" INTEGER,

SAP HANA Predictive Analysis Library (PAL)

152 PUBLIC PAL Functions
 "PMML_MODEL" CLOB
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TABLE PAL_CHAID_PDATA_TBL;
CREATE COLUMN TABLE PAL_CHAID_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_CHAID_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_CHAID_DATA_T', 'IN');
INSERT INTO PAL_CHAID_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_CHAID_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CHAID_TREEMODEL_T',
'OUT');
INSERT INTO PAL_CHAID_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_CHAID_PMMLMODEL_T',
'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_CHAID_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CREATEDTWITHCHAID',
'DM_PAL', 'PAL_CHAID_PROC', PAL_CHAID_PDATA_TBL);
DROP TABLE PAL_CHAID_DATA_TBL;
CREATE COLUMN TABLE PAL_CHAID_DATA_TBL LIKE PAL_CHAID_DATA_T;
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Sunny', 75, 70, 'Yes', 'Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Sunny', 80, 90, 'Yes', 'Do not Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Sunny', 85, 85, 'No', 'Do not Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES (NULL, 72, 95, 'No', 'Do not Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Sunny', 69, 70, 'No', 'Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Overcast', 72, 90, 'Yes', 'Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Overcast', 83, 78, 'No', 'Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Overcast', 64, 65, 'Yes', 'Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Overcast', 81, 75, 'No', 'Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Rain', 71, 80, 'Yes', 'Do not Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Rain', 65, 70, 'Yes', 'Do not Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Rain', 75, 80, 'No', 'Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Rain', 68, 80, 'No', 'Play');
INSERT INTO PAL_CHAID_DATA_TBL VALUES ('Rain', 70, 96, 'No', 'Play');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SPLIT_THRESHOLD', null, 0.2, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MERGE_THRESHOLD', null, 0.05, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_DEPTH', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_RECORDS_OF_PARENT', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT', 2, null, null);
DROP TABLE PAL_CHAID_TREEMODEL_TBL;
CREATE COLUMN TABLE PAL_CHAID_TREEMODEL_TBL LIKE PAL_CHAID_TREEMODEL_T;
DROP TABLE PAL_CHAID_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_CHAID_PMMLMODEL_TBL LIKE PAL_CHAID_PMMLMODEL_T;
CALL "DM_PAL".PAL_CHAID_PROC(PAL_CHAID_DATA_TBL, #PAL_CONTROL_TBL,
PAL_CHAID_TREEMODEL_TBL, PAL_CHAID_PMMLMODEL_TBL) with OVERVIEW;
SELECT * FROM PAL_CHAID_TREEMODEL_TBL;
SELECT * FROM PAL_CHAID_PMMLMODEL_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 153
PAL_CHAID_TREEMODEL_TBL:

PAL_CHAID_PMML_TBL:

3.2.6 Confusion Matrix

Confusion matrix is a traditional method to evaluate the performance of classification algorithms, including the
multiple-class condition.

The following is an example confusion matrix of a 3-class classification problem. The rows show the original
labels and the columns show the predicted labels. For example, the number of class 0 samples classified as
class 0 is a; the number of class 0 samples classified as class 2 is c.

Class 0 Class 1 Class 2

Class 0 a b c

Class 1 d e f

Class 2 g h i

From the confusion matrix, you can compute the precision, recall, and F1-score for each class. In the above
example, the precision and recall of class 0 are:

F1-score is a combination of precision and recall as follows:

You can also calculate the Fβ-score:

SAP HANA Predictive Analysis Library (PAL)

154 PUBLIC PAL Functions
Prerequisite

● No missing or null data in the inputs

CONFUSIONMATRIX

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘CONFUSIONMATRIX’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Input table type> IN

2 <schema_name> <Parameter table type> IN

3 <schema_name> <Confusion matrix OUT

table type>

4 <schema_name> <Classification report OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input tables>, <parameter tables>,

<confusion matrix table>, <classification report table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
column.
or nvarchar

2nd column Integer, varchar, or Original label The data type of the
2nd and 3rd columns
nvarchar
must be the same.

3rd column Integer, varchar, or Predicted label

nvarchar

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 155
Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

BETA Double 1 This parameter is used to

compute the Fβ-score. The
value range is (0, +∞).

Output Tables

Table Column Column Data Type Description

Confusion Matrix 1st column Varchar or nvarchar Class name

Other columns Integer Columns numbers are de­

pendent on the class num­
bers in the given data.

Each column stores the

count of the corresponding
predicted label and each row
stores the count of the corre­
sponding original label.

The whole confusion matrix

is stored in these columns.

Classification Report 1st column Varchar or nvarchar Class name

2nd column Double The recall of each class

3rd column Double The precision of each class

4th column Double The F-measure of each class

5th column Integer The support - sample num­

ber in each class

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and

SAP HANA Predictive Analysis Library (PAL)

156 PUBLIC PAL Functions
 ● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_CM_DATA_T;
CREATE TYPE PAL_CM_DATA_T AS TABLE (
ID INTEGER,
ORIGINAL INTEGER,
PREDICT INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_CM_CONFUSIONMATRIX_T;
CREATE TYPE PAL_CM_CONFUSIONMATRIX_T AS TABLE(
ID varchar(100),
CLASS1 INTEGER,
CLASS2 INTEGER
);
DROP TYPE PAL_CM_CLASSIFICATIONREPORT_T;
CREATE TYPE PAL_CM_CLASSIFICATIONREPORT_T AS TABLE(
ID varchar(100),
RECALL DOUBLE,
PRECISIONV DOUBLE,
FMEASURE DOUBLE,
SUPPORT INTEGER
);
DROP TABLE PAL_CM_PDATA_TBL;
CREATE COLUMN TABLE PAL_CM_PDATA_TBL (
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_CM_PDATA_TBL VALUES (1,'DM_PAL','PAL_CM_DATA_T', 'IN');
INSERT INTO PAL_CM_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_CM_PDATA_TBL VALUES (3,'DM_PAL','PAL_CM_CONFUSIONMATRIX_T',
'OUT');
INSERT INTO PAL_CM_PDATA_TBL VALUES (4,'DM_PAL','PAL_CM_CLASSIFICATIONREPORT_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_CM');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CONFUSIONMATRIX', 'DM_PAL',
'PAL_CM', PAL_CM_PDATA_TBL);
DROP TABLE PAL_CM_DATA_TBL;
CREATE COLUMN TABLE PAL_CM_DATA_TBL LIKE PAL_CM_DATA_T;
INSERT INTO PAL_CM_DATA_TBL VALUES(1,1,1);
INSERT INTO PAL_CM_DATA_TBL VALUES(2,1,1);
INSERT INTO PAL_CM_DATA_TBL VALUES(3,1,1);
INSERT INTO PAL_CM_DATA_TBL VALUES(4,1,2);
INSERT INTO PAL_CM_DATA_TBL VALUES(5,1,1);
INSERT INTO PAL_CM_DATA_TBL VALUES(6,2,2);
INSERT INTO PAL_CM_DATA_TBL VALUES(7,2,1);
INSERT INTO PAL_CM_DATA_TBL VALUES(8,2,2);
INSERT INTO PAL_CM_DATA_TBL VALUES(9,2,2);
INSERT INTO PAL_CM_DATA_TBL VALUES(10,2,2);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
INSERT INTO #PAL_CONTROL_TBL VALUES('BETA',NULL,1,null);
DROP TABLE PAL_CM_CONFUSIONMATRIX_TBL;
CREATE COLUMN TABLE PAL_CM_CONFUSIONMATRIX_TBL LIKE PAL_CM_CONFUSIONMATRIX_T;
DROP TABLE PAL_CM_CLASSIFICATIONREPORT_TBL;
CREATE COLUMN TABLE PAL_CM_CLASSIFICATIONREPORT_TBL LIKE
PAL_CM_CLASSIFICATIONREPORT_T;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 157
 CALL DM_PAL.PAL_CM(PAL_CM_DATA_TBL, #PAL_CONTROL_TBL,
PAL_CM_CONFUSIONMATRIX_TBL,PAL_CM_CLASSIFICATIONREPORT_TBL) with OVERVIEW;
SELECT * FROM PAL_CM_CONFUSIONMATRIX_TBL;
SELECT * FROM PAL_CM_CLASSIFICATIONREPORT_TBL;

Expected Results

PAL_CM_CONFUSIONMATRIX_TBL:

PAL_CM_CLASSIFICATIONREPORT_TBL:

3.2.7 KNN

K-Nearest Neighbor (KNN) is a memory based classification method with no explicit training phase. In the
testing phase, given a query sample x, its top K nearest samples is found in the training set first, then the label
of x is assigned as the most frequent label of the K nearest neighbors. In this release of PAL, the description of
each sample should be real numbers. In order to speed up the search, the KD-tree searching method is
provided.

Prerequisites

● The first column of the training data and input data is an ID column. The second column of the training
data is of class type. The class type column is of integer type. Other data columns are of integer or double
type.
● The input data does not contain null value.

KNN

This is a classification function using the KNN algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘KNN’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

158 PUBLIC PAL Functions
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Training INPUT table IN

type>

2 <schema_name> <Class INPUT table IN

type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<training input table>, <class input table>,

<parameter table>, <output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Training Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer, varchar, or nvarchar Class type

Other columns Integer or double Attribute data

Class Data 1st column Integer, bigint, varchar, or ID

nvarchar

Other columns Integer or double Attribute data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

K_NEAREST_NEIGHBOURS Integer 1 Number of nearest neighbors

(k).

ATTRIBUTE_NUM Integer 1 Number of attributes.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 159
Name Data Type Default Value Description

VOTING_TYPE Integer 1 Voting type:

● 0: Majority voting
● 1: Distance-weighted
voting

METHOD Integer 0 Searching method.

● 0: Brute force searching

● 1: KD-tree searching

THREAD_NUMBER Integer 1 Number of threads.

Output Table

Table Column Column Data Type Description

Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer, varchar, or nvarchar Class type

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_KNN_DATA_T;
CREATE TYPE PAL_KNN_DATA_T AS TABLE(
"ID" INTEGER,
"TYPE" INTEGER,
"X1" DOUBLE,
"X2" DOUBLE
);
DROP TYPE PAL_KNN_CLASSDATA_T;
CREATE TYPE PAL_KNN_CLASSDATA_T AS TABLE(
"ID" INTEGER,
"X1" DOUBLE,
"X2" DOUBLE
);
DROP TYPE PAL_KNN_RESULT_T;
CREATE TYPE PAL_KNN_RESULT_T AS TABLE(
"ID" INTEGER,
"TYPE" INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TABLE PAL_KNN_PDATA_TBL;
CREATE COLUMN TABLE PAL_KNN_PDATA_TBL(

SAP HANA Predictive Analysis Library (PAL)

160 PUBLIC PAL Functions
 "POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_KNN_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_KNN_DATA_T', 'IN');
INSERT INTO PAL_KNN_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_KNN_CLASSDATA_T', 'IN');
INSERT INTO PAL_KNN_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_KNN_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_KNN_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_KNN_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'KNN', 'DM_PAL',
'PAL_KNN_PROC', PAL_KNN_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('K_NEAREST_NEIGHBOURS',3,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ATTRIBUTE_NUM',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('VOTING_TYPE',0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
DROP TABLE PAL_KNN_DATA_TBL;
CREATE COLUMN TABLE PAL_KNN_DATA_TBL LIKE PAL_KNN_DATA_T;
INSERT INTO PAL_KNN_DATA_TBL VALUES (0,2,1,1);
INSERT INTO PAL_KNN_DATA_TBL VALUES (1,3,10,10);
INSERT INTO PAL_KNN_DATA_TBL VALUES (2,3,10,11);
INSERT INTO PAL_KNN_DATA_TBL VALUES (3,3,10,10);
INSERT INTO PAL_KNN_DATA_TBL VALUES (4,1,1000,1000);
INSERT INTO PAL_KNN_DATA_TBL VALUES (5,1,1000,1001);
INSERT INTO PAL_KNN_DATA_TBL VALUES (6,1,1000,999);
INSERT INTO PAL_KNN_DATA_TBL VALUES (7,1,999,999);
INSERT INTO PAL_KNN_DATA_TBL VALUES (8,1,999,1000);
INSERT INTO PAL_KNN_DATA_TBL VALUES (9,1,1000,1000);
DROP TABLE PAL_KNN_CLASSDATA_TBL;
CREATE COLUMN TABLE PAL_KNN_CLASSDATA_TBL LIKE PAL_KNN_CLASSDATA_T;
INSERT INTO PAL_KNN_CLASSDATA_TBL VALUES (0,2,1);
INSERT INTO PAL_KNN_CLASSDATA_TBL VALUES (1,9,10);
INSERT INTO PAL_KNN_CLASSDATA_TBL VALUES (2,9,11);
INSERT INTO PAL_KNN_CLASSDATA_TBL VALUES (3,15000,15000);
INSERT INTO PAL_KNN_CLASSDATA_TBL VALUES (4,1000,1000);
INSERT INTO PAL_KNN_CLASSDATA_TBL VALUES (5,500,1001);
INSERT INTO PAL_KNN_CLASSDATA_TBL VALUES (6,500,999);
INSERT INTO PAL_KNN_CLASSDATA_TBL VALUES (7,199,999);
DROP TABLE PAL_KNN_RESULTS_TBL;
CREATE COLUMN TABLE PAL_KNN_RESULTS_TBL LIKE PAL_KNN_RESULT_T;
CALL "DM_PAL".PAL_KNN_PROC(PAL_KNN_DATA_TBL, PAL_KNN_CLASSDATA_TBL,
"#PAL_CONTROL_TBL", PAL_KNN_RESULTS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_KNN_RESULTS_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 161
PAL_KNN_RESULTS_TBL:

3.2.8 Logistic Regression (with Elastic Net Regularization)

Logistic regression models the relationship between a dichotomous dependent variable (also known as
explained variable) and one or more continuous or categorical independent variables (also known as
explanatory variables). It models the log odds of the dependent variable as a linear combination of the
independent variables.

This function can only handle binary-class classification problems. For multiple-class classification problems,
refer to Multi-Class Logistic Regression.

Considering a training data set with n samples and m explanatory variables, the logistic regression model is
made by:

h(θ0,θ)(x) = 1/(1 + exp(–(θ0+θT x)))

Where θ0 is the intercept, θ represents coefficients θ1, …, θm and θT x = θ1x1 + … + θmxm

Assuming that there are only two class labels, {0,1}, you can get the below formula:

P(y = 1 | x; (θ0,θ)) = h(θ0,θ)(x)

P(y = 0 | x; (θ0,θ)) = 1 – h(θ0,θ)(x)

And combine them into:

P(y | x;(θ0,θ)) = h(θ0,θ)(x)y (1 – h(θ0,θ)(x))1-y

Here θ0, θ1, …, θm can be obtained through the Maximum Likelihood Estimation (MLE) method.

The likelihood function is:

The log-likelihood function is:

SAP HANA Predictive Analysis Library (PAL)

162 PUBLIC PAL Functions
Newton method, Gradient Descend, BFGS and Cyclical Coordinate Descend (primarily for elastic net penalized
object function) are provided to minimize objective function which is opposite in sign with log likelihood
function. For fast convergence, Newton method and BFGS are preferred.

Elastic net regularization seeks to find coefficients which can minimize:

Where .

Here and λ≥0. If α=0, we have the ridge regularization; if α=1, we have the LASSO regularization.

Function FORECASTWITHLOGISTICR is used to predict the labels for the testing data.

Prerequisites

● No missing or null data in inputs.

● Data is numeric, or categorical.
● Given m independent variables, there must be at least m+1 records available for analysis.

LOGISTICREGRESSION

This is a logistic regression function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LOGISTICREGRESSION’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

<schema_name> <Statistics OUTPUT OUT (optional)

table type>

5 <schema_name> <PMML OUTPUT table OUT

type>

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 163
Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <statistics output table>, <PMML output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data Columns Integer, double, varchar, or Independent variables

nvarchar

Type column Integer, varchar, or nvarchar Dependent Variables

Note: For integer dependent

variables, it must take value
0 or 1.

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

Name Data Type Description Dependency

CLASS_MAP0 Varchar Specifies the dependent vari­ Only valid when the column
able value which will be map­ type of dependent variables
ped to 0. is varchar or nvarchar.

CLASS_MAP1 Varchar Specifies the dependent vari­ Only valid when the column
able value which will be map­ type of dependent variables
ped to 1. is varchar or nvarchar.

CATEGORY_COL Integer Indicates whether the integer

type column holds discrete
independent variables.

By default, varchar or
nvarchar type column holds
discrete independent varia­
bles and integer or double
type column holds continu­
ous independent variables.

Optional Parameters

SAP HANA Predictive Analysis Library (PAL)

164 PUBLIC PAL Functions
The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

METHOD Integer 0 ● 0: Newton itera­

tion method.
● 1: Gradient-decent
method.
● 2: Cyclical coordi­
nate descent
method to fit elas­
tic net. regular­
ized logistic re­
gression.
● 3: LBFGS method
(recommended
when having
many independ­
ent variables).
● 4: Stochastic gra­
dient descent
method (recom­
mended when
dealing with very
large dataset).

STEP_SIZE Double No default value Step size for line Only valid when
searching. METHOD is 1.

When ignoring this op­

tional parameter, opti­
mal step-size will be
determined automati­
cally at each iteration.

ENET_LAMBDA Double No default value Penalized weight. The Only valid when
value should be equal METHOD is 2.
to or greater than 0.

ENET_ALPHA Double 1.0 The elastic net mixing Only valid when
parameter. The value METHOD is 2.
range is between 0 and
1 inclusively.

● 0: Ridge penalty
● 1: LASSO penalty

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 165
Name Data Type Default Value Description Dependency

MAX_ITERATION Integer 100 or 100000 When METHOD is 0,1 When MTHOD is 2,

or 3, the convex opti­ MAX_ITERATION de­
mizer may return sub­ faults to 100000; Oth­
optimal results after erwise it defaults to
the maximum number 100.
of iterations. When
METHOD is 2, if con­
vergence is not
reached after the max­
imum number of
passes over training
data, an error will be
generated.

EXIT_THRESHOLD Double 1.0e-6 or 1.0e-7 Convergence thresh­ When MTHOD is 2,

old for exiting itera­ EXIT_THRESHOLD de­
tions. faults to 1.0E-7; Other­
wise it defaults to
1.0E-6.

LBFGS_M Integer 6 Number of past up­ Only available when

dates needed to be METHOD is 3.
kept.

THREAD_NUMBER Integer 1 Number of threads.

STAT_INF Integer 0 ● 0: Does not pro­

ceed statistical in­
ference
● 1: Proceeds statis­
tical inference

PMML_EXPORT Integer 0 ● 0: Does not ex­

port logistic re­
gression model in
PMML.
● 1: Exports logistic
regression model
in PMML in single
row.
● 2: Exports logistic
regression model
in PMML in sev­
eral rows, and the
minimum length
of each row is
5000 characters.

SAP HANA Predictive Analysis Library (PAL)

166 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

SELECTED_FEATURES Varchar No default value A string to specify the Only used when you
features that will be need to indicate the
processed. The pat­ needed features.
tern is “X1,…,Xn”, where
Xi is the corresponding
column name in the
data table. If this pa­
rameter is not speci­
fied, all the features
will be processed.

DEPENDENT_VARIA­ Varchar No default value Column name in the Only used when you
BLE data table used as de­ need to indicate the
pendent variable. dependence.

Output Table

Table Column Column Data Type Description

Result 1st column Integer, varchar, or nvarchar ID

Note: If the SELECTED_FEA­

TURES parameter is speci­
fied, the column data type
must be varchar or nvarchar.

2nd column Integer or double Value Ai

● A0: intercept
● A1: beta coefficient for
X1
● A2: beta coefficient for
X2
● …

3rd column Double (When STAT_INF = 1) Zscore

of each coefficient parameter

4th column Double (When STAT_INF = 1) Pvalue

of each coefficient parameter

Statistics (optional) 1st column Varchar or nvarchar Only supports AIC

2nd column Double AIC value

PMML Result (logistic re­ 1st column Integer ID

gression model)

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 167
Table Column Column Data Type Description

2nd column CLOB, varchar, or nvarchar Logistic regression model in

PMML format

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1: Fitting logistic regression model without penalties

SET SCHEMA DM_PAL;

DROP TYPE PAL_LOGISTICR_DATA_T;
CREATE TYPE PAL_LOGISTICR_DATA_T AS TABLE("V1" VARCHAR (50),"V2" DOUBLE,"V3"
INTEGER,"CATEGORY" INTEGER);
DROP TYPE PAL_LOGISTICR_RESULT_T;
CREATE TYPE PAL_LOGISTICR_RESULT_T AS TABLE("Coefficient"
varchar(50),"CoefficientValue" DOUBLE,"ZSCORE" DOUBLE, "Pr(>|Z|)" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(50), "INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_LOGISTICR_STAT_T;
CREATE TYPE PAL_LOGISTICR_STAT_T AS TABLE( "STATISTICS" VARCHAR(20), "VALUE"
DOUBLE);
DROP TYPE PAL_LOGISTICR_PMMLMODEL_T;
CREATE TYPE PAL_LOGISTICR_PMMLMODEL_T AS TABLE( "ID" INTEGER, "PMMLMODEL"
VARCHAR(5000));
DROP table PAL_LOGISTICR_PDATA_TBL;
CREATE column table PAL_LOGISTICR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_LOGISTICR_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_LOGISTICR_DATA_T','IN');
INSERT INTO PAL_LOGISTICR_PDATA_TBL VALUES (2,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_LOGISTICR_PDATA_TBL VALUES (3,'DM_PAL',
'PAL_LOGISTICR_RESULT_T','OUT');
INSERT INTO PAL_LOGISTICR_PDATA_TBL VALUES (4,'DM_PAL',
'PAL_LOGISTICR_STAT_T','OUT');
INSERT INTO PAL_LOGISTICR_PDATA_TBL VALUES (5,'DM_PAL',
'PAL_LOGISTICR_PMMLMODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_LOGISTICR_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','LOGISTICREGRESSION',
'DM_PAL', 'PAL_LOGISTICR_PROC',PAL_LOGISTICR_PDATA_TBL);
DROP TABLE PAL_LOGISTICR_DATA_TBL;
CREATE COLUMN TABLE PAL_LOGISTICR_DATA_TBL LIKE PAL_LOGISTICR_DATA_T;
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',2.62,0,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',2.875,0,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',2.32,1,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',3.215,2,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',3.44,3,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',3.46,0,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',3.57,1,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',3.19,2,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',3.15,3,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',3.44,0,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',3.44,1,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',4.07,3,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',3.73,1,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',3.78,2,0);

SAP HANA Predictive Analysis Library (PAL)

168 PUBLIC PAL Functions
 INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',5.25,2,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',5.424,3,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',5.345,0,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',2.2,1,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',1.615,2,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',1.835,0,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',2.465,3,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',3.52,1,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',3.435,0,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',3.84,2,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',3.845,3,0);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',1.935,1,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',2.14,0,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',1.513,1,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',3.17,3,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',2.77,0,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('B',3.57,0,1);
INSERT INTO PAL_LOGISTICR_DATA_TBL VALUES ('A',2.78,3,1);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(50),
"INTARGS" INTEGER, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('METHOD', 0, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXIT_THRESHOLD',null,0.000001,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION',1000,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_COL', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('STAT_INF', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT', 1, null, null);
DROP TABLE PAL_LOGISTICR_RESULTS_TBL;
CREATE COLUMN TABLE PAL_LOGISTICR_RESULTS_TBL LIKE PAL_LOGISTICR_RESULT_T;
DROP TABLE PAL_LOGISTICR_STAT_TBL;
CREATE COLUMN TABLE PAL_LOGISTICR_STAT_TBL LIKE PAL_LOGISTICR_STAT_T;
DROP TABLE PAL_LOGISTICR_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_LOGISTICR_PMMLMODEL_TBL LIKE PAL_LOGISTICR_PMMLMODEL_T;
CALL DM_PAL.PAL_LOGISTICR_PROC(PAL_LOGISTICR_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_LOGISTICR_RESULTS_TBL, PAL_LOGISTICR_STAT_TBL, PAL_LOGISTICR_PMMLMODEL_TBL)
WITH OVERVIEW;
SELECT * FROM PAL_LOGISTICR_RESULTS_TBL;
SELECT * FROM PAL_LOGISTICR_STAT_TBL;
SELECT * FROM PAL_LOGISTICR_PMMLMODEL_TBL;

Expected Result

PAL_LOGISTICR_RESULTS_TBL:

PAL_LOGISTICR_STAT_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 169
PAL_LOGISTICR_PMMLMODEL_TBL:

Example 2: Fitting logistic regression model with elastic net penalties

SET SCHEMA DM_PAL;

DROP TYPE PAL_ENET_LOGISTICR_DATA_T;
CREATE TYPE PAL_ENET_LOGISTICR_DATA_T AS TABLE("V1" DOUBLE, "V2" INTEGER, "V3"
DOUBLE, "V4" INTEGER, "V5" INTEGER, "V6" VARCHAR(50), "CATEGORY" INTEGER);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(50), "INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_ENET_LOGISTICR_RESULT_T;
CREATE TYPE PAL_ENET_LOGISTICR_RESULT_T AS TABLE("Coefficient" varchar(50),
"CoefficientValue" DOUBLE);
DROP TYPE PAL_ENET_LOGISTICR_STAT_T;
CREATE TYPE PAL_ENET_LOGISTICR_STAT_T AS TABLE( "STATISTICS" VARCHAR(20),
"VALUE" DOUBLE);
DROP TYPE PAL_ENET_LOGISTICR_PMMLMODEL_T;
CREATE TYPE PAL_ENET_LOGISTICR_PMMLMODEL_T AS TABLE( "ID" INTEGER, "PMMLMODEL"
VARCHAR(5000));
DROP TABLE PAL_ENET_LOGISTICR_PDATA_TBL;
CREATE COLUMN TABLE PAL_ENET_LOGISTICR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ENET_LOGISTICR_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_ENET_LOGISTICR_DATA_T', 'IN');
INSERT INTO PAL_ENET_LOGISTICR_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T',
'IN');
INSERT INTO PAL_ENET_LOGISTICR_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_ENET_LOGISTICR_RESULT_T', 'OUT');
INSERT INTO PAL_ENET_LOGISTICR_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_ENET_LOGISTICR_STAT_T', 'OUT');
INSERT INTO PAL_ENET_LOGISTICR_PDATA_TBL VALUES (5, 'DM_PAL',
'PAL_ENET_LOGISTICR_PMMLMODEL_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ENET_LOGISTICR_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','LOGISTICREGRESSION',
'DM_PAL', 'PAL_ENET_LOGISTICR_PROC',PAL_ENET_LOGISTICR_PDATA_TBL);
DROP TABLE PAL_ENET_LOGISTICR_DATA_TBL;
CREATE COLUMN TABLE PAL_ENET_LOGISTICR_DATA_TBL LIKE PAL_ENET_LOGISTICR_DATA_T;
INSERT INTO PAL_ENET_LOGISTICR_DATA_TBL VALUES (4,1, 0.86,0,0, 'blue', 1);
INSERT INTO PAL_ENET_LOGISTICR_DATA_TBL VALUES (8,0, 0.45,1,2, 'blue', 1);
INSERT INTO PAL_ENET_LOGISTICR_DATA_TBL VALUES (7,1, 0.99,1,2, 'yellow', 0);
INSERT INTO PAL_ENET_LOGISTICR_DATA_TBL VALUES (12,1, 0.84,2,2, 'red', 1);
INSERT INTO PAL_ENET_LOGISTICR_DATA_TBL VALUES (6,1, 0.85,2,2, 'red', 0);
INSERT INTO PAL_ENET_LOGISTICR_DATA_TBL VALUES (9,0, 0.67,3,3, 'yellow', 0);
INSERT INTO PAL_ENET_LOGISTICR_DATA_TBL VALUES (10,1, 0.91,2,2 ,'yellow', 0);
INSERT INTO PAL_ENET_LOGISTICR_DATA_TBL VALUES (14,0, 0.29, 0,0, 'red', 1);
INSERT INTO PAL_ENET_LOGISTICR_DATA_TBL VALUES (7,0, 0.88, 1,0, 'yellow', 1);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(50),
"INTARGS" INTEGER, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('METHOD', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_COL', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_COL', 3, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_COL', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ENET_LAMBDA', null, 0.03613, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ENET_ALPHA', null, 0.7, null);
DROP TABLE PAL_ENET_LOGISTICR_RESULTS_TBL;
CREATE COLUMN TABLE PAL_ENET_LOGISTICR_RESULTS_TBL LIKE
PAL_ENET_LOGISTICR_RESULT_T;
DROP TABLE PAL_ENET_LOGISTICR_STAT_TBL;
CREATE COLUMN TABLE PAL_ENET_LOGISTICR_STAT_TBL LIKE PAL_ENET_LOGISTICR_STAT_T;
DROP TABLE PAL_ENET_LOGISTICR_PMMLMODEL_TBL;

SAP HANA Predictive Analysis Library (PAL)

170 PUBLIC PAL Functions
 CREATE COLUMN TABLE PAL_ENET_LOGISTICR_PMMLMODEL_TBL LIKE
PAL_ENET_LOGISTICR_PMMLMODEL_T;
CALL DM_PAL.PAL_ENET_LOGISTICR_PROC(PAL_ENET_LOGISTICR_DATA_TBL,
"#PAL_CONTROL_TBL", PAL_ENET_LOGISTICR_RESULTS_TBL, PAL_ENET_LOGISTICR_STAT_TBL,
PAL_ENET_LOGISTICR_PMMLMODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ENET_LOGISTICR_RESULTS_TBL;
SELECT * FROM PAL_ENET_LOGISTICR_STAT_TBL;
SELECT * FROM PAL_ENET_LOGISTICR_PMMLMODEL_TBL;

Expected Results

PAL_ENET_LOGISTICR_RESULTS_TBL:

PAL_ENET_LOGISTICR_STAT_TBL:

PAL_ENET_LOGISTICR_PMMLMODEL_TBL:

FORECASTWITHLOGISTICR

This function performs predication with logistic regression result.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘FORECASTWITHLOGISTICR’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 171
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Coefficient INPUT IN

table type>

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <parameter table>,

<coefficient input table>, <output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Predictive Data 1st column Integer ID

Other columns Integer, double, varchar, or Independent variables

nvarchar

Coefficient 1st column Integer, varchar, or nvarchar ID

2nd column Integer, double, varchar, Coefficients or PMML model.

nvarchar, or CLOB
Note: Varchar, nvarchar, and
CLOB types are only valid for
PMML model.

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

SAP HANA Predictive Analysis Library (PAL)

172 PUBLIC PAL Functions
 Name Data Type Description Dependency

CATEGORY_COL Integer Indicates whether the integer

type column holds discrete
independent variables.

By default, varchar or
nvarchar type column holds
discrete independent varia­
bles and integer or double
column holds continuous in­
dependent variables.

CLASS_MAP0 Varchar The same value as LOGISTI­ Only valid when the column
CREGRESSION’s parameter. type of dependent variable is
varchar or nvarchar.

CLASS_MAP1 Varchar The same value as LOGISTI­ Only valid when the column
CREGRESSION’s parameter. type of dependent variable is
varchar or nvarchar.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

THREAD_NUMBER Integer 1 Number of threads

MODEL_FORMAT Integer 0 Specifies model for­ Must be set to 1 when

mat. CATEGORY model is
used.
● 0: coefficients in
table
● 1: PMML format

Output Table

Table Column Column Data Type Description

Fitted Result 1st column Integer ID

2nd column Integer or double Value Yi

3rd column Integer, varchar, or nvarchar Category

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 173
● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FLOGISTICR_PREDICT_T;
CREATE TYPE PAL_FLOGISTICR_PREDICT_T AS TABLE("ID" INTEGER, "V1"
VARCHAR(5000),"V2" DOUBLE, "V3" INTEGER);
DROP TYPE PAL_FLOGISTICR_COEFFICIENT_T;
CREATE TYPE PAL_FLOGISTICR_COEFFICIENT_T AS TABLE("ID" INTEGER,"PMMLModel"
VARCHAR(5000));
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(50), "INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_FLOGISTICR_FITTED_T;
CREATE TYPE PAL_FLOGISTICR_FITTED_T AS TABLE("ID" INTEGER,"Fitted" DOUBLE,"TYPE"
INTEGER);
DROP table PAL_FLOGISTICR_PDATA_TBL;
CREATE column table PAL_FLOGISTICR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_FLOGISTICR_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_FLOGISTICR_PREDICT_T','IN');
INSERT INTO PAL_FLOGISTICR_PDATA_TBL VALUES (2,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_FLOGISTICR_PDATA_TBL VALUES (3,'DM_PAL',
'PAL_FLOGISTICR_COEFFICIENT_T','IN');
INSERT INTO PAL_FLOGISTICR_PDATA_TBL VALUES (4,'DM_PAL',
'PAL_FLOGISTICR_FITTED_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL',
'PAL_FORECASTWITHLOGISTICR_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','FORECASTWITHLOGISTICR',
'DM_PAL', 'PAL_FORECASTWITHLOGISTICR_PROC',PAL_FLOGISTICR_PDATA_TBL);
DROP TABLE PAL_FLOGISTICR_PREDICTDATA_TBL;
CREATE COLUMN TABLE PAL_FLOGISTICR_PREDICTDATA_TBL LIKE PAL_FLOGISTICR_PREDICT_T;
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (0,'B',2.62,0);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (1,'B',2.875,0);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (2,'A',2.32,1);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (3,'A',3.215,2);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (4,'B',3.44,3);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (5,'B',3.46,0);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (6,'A',3.57,1);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (7,'B',3.19,2);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (8,'A',3.15,3);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (9,'B',3.44,0);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (10,'B',3.44,1);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (11,'A',4.07,3);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (12,'A',3.73,1);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (13,'B',3.78,2);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (14,'B',5.25,2);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (15,'A',5.424,3);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (16,'A',5.345,0);
INSERT INTO PAL_FLOGISTICR_PREDICTDATA_TBL VALUES (17,'B',2.2,1);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(50),
"INTARGS" INTEGER, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CATEGORY_COL',3,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MODEL_FORMAT',1,null,null);
DROP TABLE PAL_FLOGISTICR_COEEFICIENT_TBL;
CREATE COLUMN TABLE PAL_FLOGISTICR_COEEFICIENT_TBL LIKE
PAL_FLOGISTICR_COEFFICIENT_T;
INSERT INTO PAL_FLOGISTICR_COEEFICIENT_TBL VALUES (0, ' <PMML version="4.0"
xmlns="http://www.dmg.org/PMML-4_0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-
instance" >
<Header copyright="SAP" >
<Application name="PAL" version="1.0" />
</Header>

SAP HANA Predictive Analysis Library (PAL)

174 PUBLIC PAL Functions
 <DataDictionary numberOfFields="4" >
<DataField name="V1" optype="categorical" dataType="string" >
<Value value="B" />
<Value value="A" />
</DataField>
<DataField name="V2" optype="continuous" dataType="double" />
<DataField name="V3" optype="categorical" dataType="integer" >
<Value value="0" />
<Value value="1" />
<Value value="2" />
<Value value="3" />
</DataField>
<DataField name="CATEGORY" optype="continuous" dataType="integer" />
</DataDictionary>
<RegressionModel modelName="Instance for regression" functionName="regression"
algorithmName="LogisticRegression" targetFieldName="CATEGORY" >
<MiningSchema>
<MiningField name="V1" usageType="active" />
<MiningField name="V2" usageType="active" />
<MiningField name="V3" usageType="active" />
<MiningField name="CATEGORY" usageType="predicted" />
</MiningSchema>
<RegressionTable targetCategory="0" intercept="15.5798">
<NumericPredictor name="V2" exponent="1" coefficient="-4.81973"/>
<CategoricalPredictor name="V1" value="B" coefficient="0"/>
<CategoricalPredictor name="V1" value="A" coefficient="1.4649"/>
<CategoricalPredictor name="V3" value="0" coefficient="0"/>
<CategoricalPredictor name="V3" value="1" coefficient="-2.79413"/>
<CategoricalPredictor name="V3" value="2" coefficient="-4.80785"/>
<CategoricalPredictor name="V3" value="3" coefficient="-2.78091"/>
</RegressionTable>
<RegressionTable targetCategory="1" intercept="0"/>
</RegressionModel>
</PMML>');
DROP TABLE PAL_FLOGISTICR_FITTED_TBL;
CREATE COLUMN TABLE PAL_FLOGISTICR_FITTED_TBL LIKE PAL_FLOGISTICR_FITTED_T;
CALL DM_PAL.PAL_FORECASTWITHLOGISTICR_PROC(PAL_FLOGISTICR_PREDICTDATA_TBL,
"#PAL_CONTROL_TBL", PAL_FLOGISTICR_COEEFICIENT_TBL, PAL_FLOGISTICR_FITTED_TBL)
WITH OVERVIEW;
SELECT * FROM PAL_FLOGISTICR_FITTED_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 175
PAL_FLOGISTICR_FITTED_TBL:

Related Information

Multi-Class Logistic Regression [page 176]

3.2.9 Multi-Class Logistic Regression

In many business scenarios we want to train a classifier with more than two classes. Multi-class logistic
regression (also referred to as multi-nomial logistic regression) extends binary logistic regression algorithm
(two classes) to multi-class cases.

The inputs and outputs of multi-class logistic regression are similar to those of logistic regression. In the
training phase, the inputs are features and labels of the samples in the training set, and the outputs are some
vectors. In the testing phase, the inputs are features of the samples in the testing set and the output of the
training phase, and the outputs are the labels of the samples in the testing set.

Algorithms

Let P, K be the number of features and number of labels, respectively.

Training Phase

SAP HANA Predictive Analysis Library (PAL)

176 PUBLIC PAL Functions
In the training set, let N be the number of samples, X∈RN×P be the features where Xi,p is the p-th feature of the i-
th sample, and y∈RN be the labels where yi∈{1, 2, ..., K} is the label of the i-th sample. The output of the

training phase is denoted as W*∈R(P+1)×K, where (p ≤ P) corresponds the weight of the p-th feature for

the k-th class, and corresponds the constant for the k-th class. W* is obtained by solving the following
optimization problem:

Testing Phase

In the testing set, let be the number of samples, ∈RN×P be the features where is the p-th feature of

the i-th sample. Let be the unknown labels where is the label of the i-th

sample, and be the prediction confidences of the prediction where is the confidence (likelihood) of the i-

th sample. , are computed as follows,

LRMCTR

This is the algorithm for the training phase.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LRMCTR’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 177
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <DATA table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <MODEL table type> OUT

4 <schema_name> <PMML table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<data table>, <parameter table>, <model

table>, <PMML table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Index Column Data Type Description

Data 1, 2, ..., P Integer, varchar, nvarchar, or Features, X

double

P+1 Varchar or nvarchar Label, y

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

MAX_ITERATION Integer 100 Maximum number of

iterations of the opti­
mization.

SAP HANA Predictive Analysis Library (PAL)

178 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

PMML_EXPORT Integer 0 ● 0: Does not ex­

port logistic re­
gression model in
PMML.
● 1: Exports logistic
regression model
in PMML.

SELECTED_FEATURES Varchar No default value A string to specify the Only used when you
features that will be need to indicate the
processed. The pat­ needed features.
tern is “X1,…,Xn”, where
Xi is the corresponding
column name in the
data table. If this pa­
rameter is not speci­
fied, all the features
will be processed.

DEPENDENT_VARIA­ Varchar No default value Column name in the Only used when you
BLE data table used as de­ need to indicate the
pendent variable. dependence.

CATEGORY_COL Integer No default value Indicates whether the

integer type column
holds discrete inde­
pendent variables.

By default, varchar or
nvarchar type column
holds discrete inde­
pendent variables and
integer or double type
column holds continu­
ous independent varia­
bles.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 179
Table Column Column Data Type Description

Model 1st column Integer, varchar, or nvarchar Similar to p, corresponding

to a feature.

Note: If the SELECTED_FEA­

TURES parameter is speci­
fied, the column data type
must be varchar or nvarchar.

2nd column Varchar or nvarchar Similar to k, corresponding

to a label

3rd column Double Wpk

PMML 1st column Integer ID

2nd column CLOB, varchar, or nvarchar Model in PMML format

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_LRMCTR_DATA_T;
CREATE TYPE PAL_LRMCTR_DATA_T
AS TABLE
(
"V1" VARCHAR (50),
"V2" DOUBLE,
"V3" INTEGER,
"CATEGORY" INTEGER
);
DROP TABLE PAL_LRMCTR_DATA_TBL;
CREATE COLUMN TABLE PAL_LRMCTR_DATA_TBL LIKE PAL_LRMCTR_DATA_T;
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',2.62,0,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',2.875,0,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',2.32,1,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',3.215,2,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',3.44,3,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',3.46,0,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',3.57,1,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',3.19,2,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',3.15,3,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',3.44,0,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',3.44,1,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',4.07,3,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',3.73,1,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',3.78,2,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',5.25,2,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',5.424,3,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',5.345,0,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',2.2,1,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',1.615,2,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',1.835,0,1);

SAP HANA Predictive Analysis Library (PAL)

180 PUBLIC PAL Functions
 INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',2.465,3,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',3.52,1,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',3.435,0,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',3.84,2,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',3.845,3,0);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',1.935,1,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',2.14,0,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',1.513,1,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',3.17,3,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',2.77,0,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('B',3.57,0,1);
INSERT INTO PAL_LRMCTR_DATA_TBL VALUES ('A',2.78,3,1);
DROP TYPE PAL_LRMC_MODEL_T;
CREATE TYPE PAL_LRMC_MODEL_T
AS TABLE
(
"P" varchar(100),
"K" INTEGER,
"W" DOUBLE
);
DROP TYPE PAL_LRMC_PMML_T;
CREATE TYPE PAL_LRMC_PMML_T
AS TABLE
(
"ID" INT,
"PMMLMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T
AS TABLE
(
"Name" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP table PAL_LRMCTR_INIT_TBL;
CREATE column table
PAL_LRMCTR_INIT_TBL
(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
insert into PAL_LRMCTR_INIT_TBL values (1, 'DM_PAL', 'PAL_LRMCTR_DATA_T', 'IN');
insert into PAL_LRMCTR_INIT_TBL values (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
insert into PAL_LRMCTR_INIT_TBL values (3, 'DM_PAL', 'PAL_LRMC_MODEL_T', 'OUT');
insert into PAL_LRMCTR_INIT_TBL values (4, 'DM_PAL', 'PAL_LRMC_PMML_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_LRMCTR_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','LRMCTR', 'DM_PAL',
'PAL_LRMCTR_PROC', PAL_LRMCTR_INIT_TBL);
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL like PAL_CONTROL_T;
INSERT INTO PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 500, null, null);
INSERT INTO PAL_CONTROL_TBL VALUES ('PMML_EXPORT', 1, null, null);
--INSERT INTO PAL_CONTROL_TBL VALUES ('SELECTED_FEATURES', null, null, 'V2,V3');
DROP TABLE PAL_LRMC_MODEL_TBL;
CREATE COLUMN TABLE PAL_LRMC_MODEL_TBL like PAL_LRMC_MODEL_T;
DROP TABLE PAL_LRMC_PMML_TBL;
CREATE COLUMN TABLE PAL_LRMC_PMML_TBL like PAL_LRMC_PMML_T;
CALL DM_PAL.PAL_LRMCTR_PROC(PAL_LRMCTR_DATA_TBL, PAL_CONTROL_TBL,
PAL_LRMC_MODEL_TBL, PAL_LRMC_PMML_TBL) WITH overview;
SELECT * FROM PAL_LRMCTR_DATA_TBL;
SELECT * FROM PAL_CONTROL_TBL;
SELECT * FROM PAL_LRMC_MODEL_TBL;
SELECT * FROM PAL_LRMC_PMML_TBL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 181
Expected Result

PAL_LRMC_MODEL_TBL:

PAL_LRMC_PMML_TBL:

LRMCTE

This is the algorithm for the testing phase.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LRMCTE’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <DATA table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <MODEL table type> IN

4 <schema_name> <RESULT table type> OUT

SAP HANA Predictive Analysis Library (PAL)

182 PUBLIC PAL Functions
Procedure Calling

CALL <schema_name>.<procedure_name>(<data table>, <parameter table>, <model

table>, <result table>) with overview ;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Data Table

Table Column Column Data Type Description

Data 1st column Integer Sample ID

Other columns (2, 3, ..., P+1) Integer, varchar, nvarchar, or Features, X

double

Input Model Table

Non-PMML format:

Table Column Column Data Type Description

Model 1st column Integer, varchar, or nvarchar Similar to p, corresponding

to a feature

2nd column Varchar or nvarchar Similar to k, corresponding

to a label

3rd column Double Wpk

PMML format:

Table Column Column Data Type Description

Model 1st column Integer ID

2nd column CLOB, varchar, or nvarchar Model in PMML format

Parameter Table

Mandatory Parameters

None.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 183
Name Data Type Default Value Description

MODEL_TYPE Integer 1 ● 1: Model table should be

in non-PMML format
● 2: Model table should be
in PMML format

VERBOSE_OUTPUT Integer 0 ● 1: Outputs the probabil­

ity of all label categories
● 0: Outputs the category
of the highest probabil­
ity only

Output Table

Table Column Column Data Type Description

Result 1st column Integer ID

2nd column Varchar or nvarchar Predicted label for the sam­

ple

3rd column Double Confidence for the prediction

of the sample

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Prediction with non-PMML input:

SET SCHEMA DM_PAL;

DROP TYPE PAL_LRMCTE_DATA_T;
CREATE TYPE PAL_LRMCTE_DATA_T
AS TABLE
(
"ID" INTEGER,
"V1" VARCHAR (50),
"V2" DOUBLE,
"V3" INTEGER
);

DROP TYPE PAL_LRMCTE_RESULT_T;

CREATE TYPE PAL_LRMCTE_RESULT_T
AS TABLE
(
"ID" INTEGER,
"Y" varchar(100),
"Lik" DOUBLE
);
DROP table PAL_LRMCTE_INIT_TBL;

SAP HANA Predictive Analysis Library (PAL)

184 PUBLIC PAL Functions
 CREATE column table PAL_LRMCTE_INIT_TBL ("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
insert into PAL_LRMCTE_INIT_TBL values (1,'DM_PAL', 'PAL_LRMCTE_DATA_T','IN');
insert into PAL_LRMCTE_INIT_TBL values (2,'DM_PAL', 'PAL_CONTROL_T','IN');
insert into PAL_LRMCTE_INIT_TBL values (3,'DM_PAL', 'PAL_LRMC_MODEL_T','IN');
insert into PAL_LRMCTE_INIT_TBL values (4,'DM_PAL', 'PAL_LRMCTE_RESULT_T','OUT');
DROP TABLE PAL_LRMCTE_RESULT_TBL;
CREATE COLUMN TABLE PAL_LRMCTE_RESULT_TBL like PAL_LRMCTE_RESULT_T;
DROP TABLE PAL_LRMCTE_DATA_TBL;
CREATE COLUMN TABLE PAL_LRMCTE_DATA_TBL like PAL_LRMCTE_DATA_T;
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (0,'B',2.62,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (1,'B',2.875,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (2,'A',2.32,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (3,'A',3.215,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (4,'B',3.44,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (5,'B',3.46,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (6,'A',3.57,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (7,'B',3.19,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (8,'A',3.15,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (9,'B',3.44,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (10,'B',3.44,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (11,'A',4.07,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (12,'A',3.73,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (13,'B',3.78,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (14,'B',5.25,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (15,'A',5.424,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (16,'A',5.345,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (17,'B',2.2,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (18,'B',1.615,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (19,'A',1.835,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (20,'B',2.465,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (21,'A',3.52,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (22,'A',3.435,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (23,'B',3.84,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (24,'B',3.845,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (25,'A',1.935,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (26,'B',2.14,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (27,'B',1.513,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (28,'A',3.17,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (29,'B',2.77,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (30,'B',3.57,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (31,'A',2.78,3);
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL like PAL_CONTROL_T;
INSERT INTO PAL_CONTROL_TBL VALUES ('MODEL_TYPE', 1, null, null);
INSERT INTO PAL_CONTROL_TBL VALUES ('VERBOSE_OUTPUT', 0, null, null);
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_LRMCTE_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','LRMCTE', 'DM_PAL',
'PAL_LRMCTE_PROC',PAL_LRMCTE_INIT_TBL);
delete from PAL_LRMCTE_RESULT_TBL;
CALL DM_PAL.PAL_LRMCTE_PROC(PAL_LRMCTE_DATA_TBL, PAL_CONTROL_TBL,
PAL_LRMC_MODEL_TBL, PAL_LRMCTE_RESULT_TBL) with overview;
select * from PAL_LRMCTE_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 185
 SAP HANA Predictive Analysis Library (PAL)
186 PUBLIC PAL Functions
Prediction with PMML input:

SET SCHEMA DM_PAL;

DROP TYPE PAL_LRMCTE_DATA_T;
CREATE TYPE PAL_LRMCTE_DATA_T
AS TABLE
(
"ID" INTEGER,
"V1" VARCHAR (50),
"V2" DOUBLE,
"V3" INTEGER
);

DROP TYPE PAL_LRMCTE_RESULT_T;

CREATE TYPE PAL_LRMCTE_RESULT_T
AS TABLE
(
"ID" INTEGER,
"Y" varchar(100),
"Lik" DOUBLE
);
DROP table PAL_LRMCTEPMML_INIT_TBL;
CREATE column table PAL_LRMCTEPMML_INIT_TBL ("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
insert into PAL_LRMCTEPMML_INIT_TBL values (1,'DM_PAL',
'PAL_LRMCTE_DATA_T','IN');
insert into PAL_LRMCTEPMML_INIT_TBL values (2,'DM_PAL', 'PAL_CONTROL_T','IN');
insert into PAL_LRMCTEPMML_INIT_TBL values (3,'DM_PAL', 'PAL_LRMC_PMML_T','IN');
insert into PAL_LRMCTEPMML_INIT_TBL values (4,'DM_PAL',
'PAL_LRMCTE_RESULT_T','OUT');
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL like PAL_CONTROL_T;
INSERT INTO PAL_CONTROL_TBL VALUES ('MODEL_TYPE', 2, null, null);
INSERT INTO PAL_CONTROL_TBL VALUES ('VERBOSE_OUTPUT', 0, null, null);
DROP TABLE PAL_LRMCTE_DATA_TBL;
CREATE COLUMN TABLE PAL_LRMCTE_DATA_TBL like PAL_LRMCTE_DATA_T;
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (0,'B',2.62,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (1,'B',2.875,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (2,'A',2.32,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (3,'A',3.215,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (4,'B',3.44,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (5,'B',3.46,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (6,'A',3.57,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (7,'B',3.19,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (8,'A',3.15,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (9,'B',3.44,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (10,'B',3.44,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (11,'A',4.07,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (12,'A',3.73,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (13,'B',3.78,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (14,'B',5.25,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (15,'A',5.424,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (16,'A',5.345,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (17,'B',2.2,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (18,'B',1.615,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (19,'A',1.835,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (20,'B',2.465,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (21,'A',3.52,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (22,'A',3.435,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (23,'B',3.84,2);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (24,'B',3.845,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (25,'A',1.935,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (26,'B',2.14,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (27,'B',1.513,1);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (28,'A',3.17,3);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (29,'B',2.77,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (30,'B',3.57,0);
INSERT INTO PAL_LRMCTE_DATA_TBL VALUES (31,'A',2.78,3);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 187
 CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_LRMCTEPMML_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'LRMCTE', 'DM_PAL',
'PAL_LRMCTEPMML_PROC', PAL_LRMCTEPMML_INIT_TBL);
delete from PAL_LRMCTE_RESULT_TBL;
CALL DM_PAL.PAL_LRMCTEPMML_PROC(PAL_LRMCTE_DATA_TBL, PAL_CONTROL_TBL,
PAL_LRMC_PMML_TBL, PAL_LRMCTE_RESULT_TBL) with overview;
select * from PAL_LRMCTE_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

188 PUBLIC PAL Functions
SAP HANA Predictive Analysis Library (PAL)
PAL Functions PUBLIC 189
3.2.10 Naive Bayes

Naive Bayes is a classification algorithm based on Bayes theorem. It estimates the class-conditional probability
by assuming that the attributes are conditionally independent of one another.

Given the class label y and a dependent feature vector x1 through xn, the conditional independence
assumption can be formally stated as follows:

Using the naive independence assumption that

P(xi|y, x1, ..., xi-1, xi+1, ..., xn) = P(xi|y)

for all i, this relationship is simplified to

Since P(x1, ..., xn) is constant given the input, we can use the following classification rule:

We can use Maximum a posteriori (MAP) estimation to estimate P(y) and P(xi|y). The former is then the
relative frequency of class y in the training set.

The different Naive Bayes classifiers differ mainly by the assumptions they make regarding the distribution
of P(xi|y).

For continuous attributes, the attribute data are fitted to a Gaussian distribution and get the P(xi|y).

For discrete attributes, the count number ratio is used as P(xi|y). However, if there are categories that did not
occur in the training set, P(xi|y) will become 0, while the actual probability is merely small instead of 0. This
will bring errors to the prediction. To handle this issue, PAL introduces Laplace smoothing. The P(xi|y) is then
denoted as:

This is a type of shrinkage estimator, as the resulting estimate is between the empirical estimate xi / N, and
the uniform probability 1/d. α > 0 is the smoothing parameter, also called Laplace control value in the
following discussion.

Despite its simplicity, Naive Bayes works quite well in areas like document classification and spam filtering, and
it only requires a small amount of training data to estimate the parameters necessary for classification.

The Naive Bayes algorithm in PAL includes two functions: NBCTRAIN for generating training model; and
NBCPREDICT for making prediction based on the training model.

SAP HANA Predictive Analysis Library (PAL)

190 PUBLIC PAL Functions
Prerequisites

● The input data is of any data type, but the last column cannot be of double type.
● The input data does not contain null value.

NBCTRAIN

This function reads input data and generates training model with the Naive Bayes algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘NBCTRAIN’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<training input table>, <parameter table>,

<result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Training / Historical Other columns Varchar, nvarchar, inte­ Attribute columns Discrete value: integer,
Data ger, or double varchar, or nvarchar

Continuous value: dou­

ble

Last column Varchar, nvarchar, or Class column Discrete value: integer,

integer varchar, or nvarchar

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 191
Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads.

MODEL_FORMAT Integer 0 Specifies model format.

● 0: Deserializes the tree

model from JSON for­
mat.
● Other values: Deserial­
izes the tree model from
PMML format.

IS_SPLIT_MODEL Integer 0 Indicates whether to split the

string of the model.

● 0: Does not split the

model
● Other value: Splits the
model. The maximum
length of each unit is
5000.

LAPLACE Double 0 Enables or disables Laplace

smoothing.

● 0: Disables Laplace
smoothing
● Positive value: Enables
Laplace smoothing for
discrete values

Note: The LAPLACE value is

only stored by JSON format
models. If the PMML format
is chosen, you may need to
set the LAPLACE value again
in the predicting phase.

SAP HANA Predictive Analysis Library (PAL)

192 PUBLIC PAL Functions
 Name Data Type Default Value Description

DISCRETIZATION Integer 0 ● 0: Disables discretiza­

tion.
● Other values: Uses su­
pervised discretization
to all the continuous at­
tributes.

Output Table

Table Column Column Data Type Description Constraint

Result 1st column Integer ID

2nd column Varchar or nvarchar Model saved as a The table must be a

JSON string. column table.

The maximum length

is 5000.

If the maximum length

of the model is pre­
dicted to exceed 5000,
set IS_SPLIT_MODEL
to a value not equal to
0.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_NBCTRAIN_TRAININGSET_T;
CREATE TYPE PAL_NBCTRAIN_TRAININGSET_T AS TABLE(
"HomeOwner" VARCHAR (100),
"MaritalStatus" VARCHAR (100),
"AnnualIncome" DOUBLE,
"DefaultedBorrower" VARCHAR (100)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 193
 DROP TYPE PAL_NBC_MODEL_T;
CREATE TYPE PAL_NBC_MODEL_T AS TABLE(
"ID" INTEGER,
"JSONSTRING" VARCHAR(5000)
);
DROP TABLE PAL_NBCTRAIN_PDATA_TBL;
CREATE COLUMN TABLE PAL_NBCTRAIN_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_NBCTRAIN_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_NBCTRAIN_TRAININGSET_T', 'IN');
INSERT INTO PAL_NBCTRAIN_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_NBCTRAIN_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_NBC_MODEL_T',
'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_NBCTRAIN_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'NBCTRAIN', 'DM_PAL',
'PAL_NBCTRAIN_PROC', PAL_NBCTRAIN_PDATA_TBL);
DROP TABLE PAL_NBCTRAIN_TRAININGSET_TBL;
CREATE COLUMN TABLE PAL_NBCTRAIN_TRAININGSET_TBL LIKE PAL_NBCTRAIN_TRAININGSET_T;
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('YES','Single',125,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('NO','Married',100,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('NO','Single',70,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('YES','Married',120,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('NO','Divorced',95,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('NO','Married',60,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('YES','Divorced',220,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('NO','Single',85,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('NO','Married',75,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('NO','Single',90,'YES');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('IS_SPLIT_MODEL',0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LAPLACE', null,1.0,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MODEL_FORMAT', 1,null,null);
DROP TABLE NBC_PAL_NBC_MODEL_TBL;
CREATE COLUMN TABLE NBC_PAL_NBC_MODEL_TBL LIKE PAL_NBC_MODEL_T;
CALL "DM_PAL".PAL_NBCTRAIN_PROC(PAL_NBCTRAIN_TRAININGSET_TBL,
"#PAL_CONTROL_TBL", NBC_PAL_NBC_MODEL_TBL) with overview;
SELECT * FROM NBC_PAL_NBC_MODEL_TBL;

Expected Result

NBCPREDICT

This function uses the training model generated by NBCTRAIN to make predictive analysis.

SAP HANA Predictive Analysis Library (PAL)

194 PUBLIC PAL Functions
Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘NBCPREDICT’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Model INPUT table IN

type>

4 <schema_name> <Result Output table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<predict input table>, <parameter table>,

<model input table>, <result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Predicted Data 1st column Integer ID

Other columns Integer, varchar, nvarchar, or Data to be classified (pre­

double dicted)

Predictive Model 1st column Integer ID

2nd column Varchar or nvarchar JSON string predictive model

Parameter Table

Mandatory Parameters

None.

Optional Parameters

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 195
The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

LAPLACE Double 0 Enables or disables Laplace

smoothing.

● 0: Disables Laplace
smoothing.
● Positive value: Enables
Laplace smoothing for
discrete values.

Note: Non-zero LAPLACE

value is required if there exist
discrete category values that
only occur in the test set.
The LAPLACE value you set
here takes precedence over
the values read from JSON
models.

MODEL_FORMAT Integer 0 Specifies model format.

● 0: Deserializes the tree

model from JSON for­
mat.
● Other values: Deserial­
izes the tree model from
PMML format.

VERBOSE_OUTPUT Integer 0 ● 1: Outputs the probabil­

ity of all label categories.
● 0: Outputs the category
of the highest probabil­
ity only.

Output Table

Table Column Column Data Type Description

Result 1st column Integer ID

2nd column Varchar or nvarchar Predictive result

3rd column (optional) Double Confidence for the prediction

of the sample, which is a log­
arithmic value of the a-poste­
rior probabilities.

SAP HANA Predictive Analysis Library (PAL)

196 PUBLIC PAL Functions
Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_NBCPREDICT_PREDICTION_T;
CREATE TYPE PAL_NBCPREDICT_PREDICTION_T AS TABLE(
"ID" INTEGER,
"HomeOwner" VARCHAR(100),
"MaritalStatus" VARCHAR(100),
"AnnualIncome" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_NBC_MODEL_T;
CREATE TYPE PAL_NBC_MODEL_T AS TABLE(
"ID" INTEGER,
"JSONSTRING" VARCHAR(5000)
);
DROP TYPE PAL_NBCPREDICT_RESULT_T;
CREATE TYPE PAL_NBCPREDICT_RESULT_T AS TABLE(
"ID" INTEGER,
"CLASS" VARCHAR(100)
);
DROP TABLE PAL_NBCPREDICT_PDATA_TBL;
CREATE COLUMN TABLE PAL_NBCPREDICT_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_NBCPREDICT_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_NBCPREDICT_PREDICTION_T', 'IN');
INSERT INTO PAL_NBCPREDICT_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_NBCPREDICT_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_NBC_MODEL_T',
'IN');
INSERT INTO PAL_NBCPREDICT_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_NBCPREDICT_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_NBCPREDICT_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'NBCPREDICT', 'DM_PAL',
'PAL_NBCPREDICT_PROC', PAL_NBCPREDICT_PDATA_TBL);
DROP TABLE PAL_NBCPREDICT_PREDICTION_TBL;
CREATE COLUMN TABLE PAL_NBCPREDICT_PREDICTION_TBL LIKE
PAL_NBCPREDICT_PREDICTION_T;
INSERT INTO PAL_NBCPREDICT_PREDICTION_TBL VALUES (0,'NO','Married',120);
INSERT INTO PAL_NBCPREDICT_PREDICTION_TBL VALUES (1,'YES','Married',180);
INSERT INTO PAL_NBCPREDICT_PREDICTION_TBL VALUES (2,'NO','Single',90);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 197
 INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LAPLACE', null,1.0,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MODEL_FORMAT', 1,null,null);
DROP TABLE PAL_NBCPREDICT_RESULTS_TBL;
CREATE COLUMN TABLE PAL_NBCPREDICT_RESULTS_TBL LIKE PAL_NBCPREDICT_RESULT_T;
CALL "DM_PAL".PAL_NBCPREDICT_PROC(PAL_NBCPREDICT_PREDICTION_TBL,
"#PAL_CONTROL_TBL", NBC_PAL_NBC_MODEL_TBL, PAL_NBCPREDICT_RESULTS_TBL) with
overview;
SELECT * FROM PAL_NBCPREDICT_RESULTS_TBL;

Expected Result

When VERBOSE_OUTPUT is set to 0:

When VERBOSE_OUTPUT is set to 1:

3.2.11 Parameter Selection and Model Evaluation (PSME)

Parameter selection and model evaluation (PSME) is used to enable cross validation and parameter selection
for some PAL functions.

To avoid over fitting, it is a common practice to take use of cross validation to evaluate model performance and
perform model selection for the optimal parameters of the model. This algorithm is an envelope for different
classification algorithms to provide automatic parameter selection and model evaluation facilities during
training phase. Logistic regression, naive Bayes, support vector machine (SVM), and random forest are
supported.

PSME

This function performs parameter selection and model evaluation for classification algorithms including
logistic regression, naive Bayes, and support vector machine (SVM).

SAP HANA Predictive Analysis Library (PAL)

198 PUBLIC PAL Functions
Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘PSME’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Function name table IN

type>

2 <schema_name> <Input table type> IN

3 <schema_name> <Parameter table type> IN

4 <schema_name> <Evaluation results OUT

table type>

5 <schema_name> <Selected parameters OUT

table type>

6 <schema_name> <Function specific OUT

output table type>

7 <schema_name> <Function specific OUT (optional)

output table type>

8 <schema_name> <Function specific OUT (optional)

output table type>

9 <schema_name> <Function specific OUT (optional)

output table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<function name tables>, <input tables>,

<parameter table>, <evaluation results table>, <selected parameters table>,
<function specific output table>, ...) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Function Name 1st column Integer ID.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 199
Table Column Column Data Type Description

2nd column Varchar or nvarchar Function name.

The function name table

specifies a single wrapped
classification function to use.
Supported function names
are:

● LOGISTICREGRESSION:
Logistic Regression
● NBCTRAIN: Naive Bayes
● SVMTRAIN: Support
Vector Machine
● RANDOMFOREST: Ran­
dom Forest

Data 1st column Integer, varchar, or nvarchar ID.

Every data must have a

unique ID specified in the 1st
column. Thus for wrapped
function that does not re­
quire an ID column, this col­
umn can be added.

Other columns Function specific Function specific columns

must be exactly the same as
the format defined by the
functions.

Parameter Table

Parameters supported by wrapped functions are also supported. Besides, there are some additional general
parameters and parameters specific for wrapped functions.

General Parameters

Name Data Type Default Value Description

PARAM_SELECTION Integer 0 Determines whether auto­

matic parameter selection is
enabled.

● 0: Disabled
● 1: Enabled

SAP HANA Predictive Analysis Library (PAL)

200 PUBLIC PAL Functions
 Name Data Type Default Value Description

PARAM_SELECTION_MEAS­ String ‘ACCURACY’ Indicates the criteria to se­

URE lect the optimal parameters.

● ‘ACCURACY’: Accuracy
is used as measure
● ‘F1_SCORE’: The F1
score is used as meas­
ure

Note: The ‘F1_SCORE’ option

is not available for random
forest.

NR_FOLD Integer 10 (for LOGISTICREGRES­ Specifies how many portions

SION) the training data will be div­
ided into in cross validation.
3 (for SVMTRAIN)
The value must be equal to
No default value for RAN­ or greater than 2.
DOMFOREST
This is an optional parameter
in LOGISTICREGRESSION or
SVMTRAIN, but a mandatory
parameter in NBCTRAIN.
The parameter is not used in
RANDOMFOREST.

Note: SVMTRAIN already

supports this parameter, so
you do not need to specify
this twice.

EVALUATION_SEED Integer 0 Indicates the seed used to in­

itialize the random number
generator.

● 0: Uses the system time

● Not 0: Uses the speci­
fied seed

Additional Parameters for LOGISTICREGRESSION

Name Data Type Description

MIN_LAMBDA Double (Mandatory) Lower bound of the

searching range for ENET_LAMBDA.
This is a mandatory parameter. The
value must be equal to or greater than
0.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 201
Name Data Type Description

LAMBDA_STEP Double (Mandatory) Step size for searching.

This is a mandatory parameter. The
value must be greater than 0.

MAX_LAMBDA Double (Mandatory) Upper bound of the

searching range for ENET_LAMBDA.
This is a mandatory parameter. The
value must be greater than the value of
MIN_LAMBDA.

Additional Parameters for NBCTRAIN

Name Data Type Default Value Description

MIN_LAPLACE Double 0 Lower bound of the Laplace

value where the search for
optimal Laplace value will
start. The value must be
equal to or greater than 0.

LAPLACE_STEP Double 0.1 Step size for searching. The

value must be greater than 0.

MAX_LAPLACE Double 100 Upper bound of Laplace

value where the search for
optimal Laplace value will
stop. The value must be
greater than the value of
MIN_LAPLACE.

Additional Parameters for RANDOMFOREST

Name Data Type Default Value Description

TRY_NUM_MIN Integer 1 Lower bound of the try num­

ber where the search for op­
timal try number will start.
The value must be equal to
or greater than 1.

TRY_NUM_STEP Integer 1 Step size for searching. The

value must be equal or
greater than 1.

SAP HANA Predictive Analysis Library (PAL)

202 PUBLIC PAL Functions
 Name Data Type Default Value Description

TRY_NUM_MAX Integer Variables number Upper bound of try number

where the search for optimal
try number will stop. The
value must be greater than
or equal to the value of
TRY_NUM_MIN and less than
or equal to variable number
of the data.

Output Tables

Table Column Column Data Type Description

Evaluation Results 1st column Integer ID

2nd column Varchar or nvarchar Evaluation measure name

3rd column Varchar or nvarchar Evaluation measure content

Selected Parameters 1st column Integer ID

2nd column Varchar or nvarchar Parameter name

3rd column Varchar or nvarchar Parameter value

Function Specific Output Ta­ Function specific Function specific Function specific
ble(s)

Note
Serialized confusion matrix is output in the evaluation results table in JSON format as shown below. The
"Count"array is filled by row. It may be split into more rows if the length exceeds 5000.

{
ConfusionMatrix:{
ActualCategories:[],
Count:[],
PredictedCategories:[]
}
}

For example,

{"ConfusionMatrix":{"ActualCategories":
["setosa","versicolor","virginica"],"Count":
[50,0,0,0,47,3,0,4,46],"PredictedCategories":
["setosa","versicolor","virginica"]}} represents

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 203
 Predicted Categories

ActualCategories setosa versicolor virginica

setosa 50 0 0

versicolor 0 47 3

virginica 0 4 46

Examples

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1: Logistic regression

SET SCHEMA DM_PAL;

DROP TYPE CV_LR_DATA_T;
CREATE TYPE CV_LR_DATA_T AS TABLE("ROWID" INTEGER, "FACTOR1" INT ,
"FACTOR2" DOUBLE ,
"FACTOR3" DOUBLE ,
"FACTOR4" VARCHAR(20),
"LABEL" INTEGER );
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(50), "INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE CV_LR_FUNC_T;
CREATE TYPE CV_LR_FUNC_T AS TABLE( "ID" INTEGER, "FUNCNAME" VARCHAR(100));
DROP TYPE CV_LR_RESULT_T;
CREATE TYPE CV_LR_RESULT_T AS TABLE("ID" INTEGER, "AI" DOUBLE, "Z_score" DOUBLE,
"P_value" DOUBLE);
DROP TYPE CV_LR_MODEL_T;
CREATE TYPE CV_LR_MODEL_T AS TABLE( "ID" INTEGER, "PMMLMODEL" VARCHAR(5000));
DROP TYPE CV_LR_EVALUATION_T;
CREATE TYPE CV_LR_EVALUATION_T AS TABLE( "ID" INTEGER, "NAME" VARCHAR(5000),
"CONTENT" VARCHAR(5000));
DROP TYPE CV_LR_PARA_SEL_T;
CREATE TYPE CV_LR_PARA_SEL_T AS TABLE( "ID" INTEGER, "NAME" VARCHAR(5000),
"CONTENT" VARCHAR(5000));
DROP TABLE CV_LR_PDATA_TBL;
CREATE COLUMN TABLE CV_LR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO CV_LR_PDATA_TBL VALUES (1,'DM_PAL', 'CV_LR_FUNC_T','IN');
INSERT INTO CV_LR_PDATA_TBL VALUES (2,'DM_PAL', 'CV_LR_DATA_T','IN');
INSERT INTO CV_LR_PDATA_TBL VALUES (3,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO CV_LR_PDATA_TBL VALUES (4,'DM_PAL', 'CV_LR_PARA_SEL_T','OUT');
INSERT INTO CV_LR_PDATA_TBL VALUES (5,'DM_PAL', 'CV_LR_EVALUATION_T','OUT');
INSERT INTO CV_LR_PDATA_TBL VALUES (6,'DM_PAL', 'CV_LR_RESULT_T','OUT');
INSERT INTO CV_LR_PDATA_TBL VALUES (7,'DM_PAL', 'CV_LR_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_CV_LR_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','PSME', 'DM_PAL',
'PAL_CV_LR_PROC', CV_LR_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(50),
"INTARGS" INTEGER, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TABLE CV_LR_FUNC_TBL;

SAP HANA Predictive Analysis Library (PAL)

204 PUBLIC PAL Functions
 CREATE COLUMN TABLE CV_LR_FUNC_TBL LIKE CV_LR_FUNC_T;
DROP TABLE CV_LR_DATA_TBL;
CREATE COLUMN TABLE CV_LR_DATA_TBL LIKE CV_LR_DATA_T;
DROP TABLE CV_LR_RESULT_TBL;
CREATE COLUMN TABLE CV_LR_RESULT_TBL LIKE CV_LR_RESULT_T;
DROP TABLE CV_LR_MODEL_TBL;
CREATE COLUMN TABLE CV_LR_MODEL_TBL LIKE CV_LR_MODEL_T;
DROP TABLE CV_LR_EVALUATION_TBL;
CREATE COLUMN TABLE CV_LR_EVALUATION_TBL LIKE CV_LR_EVALUATION_T;
DROP TABLE CV_LR_PARA_SEL_TBL;
CREATE COLUMN TABLE CV_LR_PARA_SEL_TBL LIKE CV_LR_PARA_SEL_T;
INSERT INTO #PAL_CONTROL_TBL VALUES ('METHOD', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('STAT_INF', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2, null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PARAM_SELECTION', 1, null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PARAM_SELECTION_MEASURE',
null,null,'F1_SCORE');
INSERT INTO #PAL_CONTROL_TBL VALUES ('NR_FOLD', 4, null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_LAMBDA', null, 0.01, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_LAMBDA', null, 0.03, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LAMBDA_STEP', null,0.001,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EVALUATION_SEED', 1, null,null);
INSERT INTO CV_LR_FUNC_TBL VALUES (1, 'LOGISTICREGRESSION');
INSERT INTO CV_LR_DATA_TBL VALUES(1, 1, 3.4, 14.5, 'A', 0);
INSERT INTO CV_LR_DATA_TBL VALUES(2, 2, 3.5, 42.5, 'B', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(3, 2, 3.6, 41.5, 'B',1);
INSERT INTO CV_LR_DATA_TBL VALUES(4, 1, 3.7, 42.5, 'B', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(5, 2, 3.8, 41.5, 'B',0);
INSERT INTO CV_LR_DATA_TBL VALUES(6, 1, 3.4, 14.5,'B',0);
INSERT INTO CV_LR_DATA_TBL VALUES(7, 2, 3.5, 42.5,'B', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(8, 1, 3.6, 41.5, 'B', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(9, 1, 3.7, 42.5, 'B', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(10, 2, 3.8, 41.5, 'B', 0);
INSERT INTO CV_LR_DATA_TBL VALUES(11, 1, 3.4, 14.5, 'B', 0);
INSERT INTO CV_LR_DATA_TBL VALUES(12, 2, 3.5, 42.5, 'B', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(13, 1, 3.6, 41.5, 'A', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(14, 2, 5.7, 42.5, 'A', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(15, 2, 6.8, 41.5, 'A', 0);
INSERT INTO CV_LR_DATA_TBL VALUES(16, 1, 13.4, 1.5, 'C', 0);
INSERT INTO CV_LR_DATA_TBL VALUES(17, 1, 13.5, 2.5, 'C', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(18, 1, 13.6, 4.5, 'D', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(19, 1, 13.7, 4.5, 'D', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(20, 1, 13.8, 4.5, 'B', 0);
INSERT INTO CV_LR_DATA_TBL VALUES(21, 0, 12.4, 1.5, 'B', 0);
INSERT INTO CV_LR_DATA_TBL VALUES(22, 1, 136.5, 12.5, 'B', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(23, 0, 153.6, 42.5, 'A', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(24, 0, 133.7, 54.5, 'A', 1);
INSERT INTO CV_LR_DATA_TBL VALUES(25, 0, 123.8, 14.5, 'C', 0);
CALL DM_PAL.PAL_CV_LR_PROC(CV_LR_FUNC_TBL, CV_LR_DATA_TBL, "#PAL_CONTROL_TBL",
CV_LR_EVALUATION_TBL, CV_LR_PARA_SEL_TBL, CV_LR_RESULT_TBL, CV_LR_MODEL_TBL)
WITH OVERVIEW;
SELECT * FROM CV_LR_EVALUATION_TBL;
SELECT * FROM CV_LR_PARA_SEL_TBL;

Expected Results

CV_LR_EVALUATION_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 205
CV_LR_PARA_SEL_TBL:

Example 2: Naive Bayes

SET SCHEMA DM_PAL;

DROP TYPE FUNC_T;
CREATE TYPE FUNC_T AS TABLE(
"ID" INTEGER,
"Function" VARCHAR(50)
);
DROP TYPE EVALUATION_RESULT_T;
CREATE TYPE EVALUATION_RESULT_T AS TABLE(
"ID" INTEGER,
"Name" VARCHAR(50),
"Value" VARCHAR(5000)
);
DROP TYPE SELECTED_PARAMETER_T;
CREATE TYPE SELECTED_PARAMETER_T AS TABLE(
"ID" INTEGER,
"Name" VARCHAR(50),
"Value" VARCHAR(50)
);
DROP TYPE PAL_NBCTRAIN_TRAININGSET_T;
CREATE TYPE PAL_NBCTRAIN_TRAININGSET_T AS TABLE(
"ID" VARCHAR (10),
"HomeOwner" VARCHAR (100),
"MaritalStatus" VARCHAR (100),
"AnnualIncome" DOUBLE,
"DefaultedBorrower" VARCHAR (100)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_NBC_MODEL_T;
CREATE TYPE PAL_NBC_MODEL_T AS TABLE(
"ID" INTEGER,
"JSONSTRING" VARCHAR(5000)
);
DROP TABLE PAL_NBCTRAIN_PDATA_TBL;
CREATE COLUMN TABLE PAL_NBCTRAIN_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_NBCTRAIN_PDATA_TBL VALUES (1, 'DM_PAL', 'FUNC_T', 'IN');
INSERT INTO PAL_NBCTRAIN_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_NBCTRAIN_TRAININGSET_T', 'IN');
INSERT INTO PAL_NBCTRAIN_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_NBCTRAIN_PDATA_TBL VALUES (4, 'DM_PAL', 'EVALUATION_RESULT_T',
'OUT');
INSERT INTO PAL_NBCTRAIN_PDATA_TBL VALUES (5, 'DM_PAL', 'SELECTED_PARAMETER_T',
'OUT');
INSERT INTO PAL_NBCTRAIN_PDATA_TBL VALUES (6, 'DM_PAL', 'PAL_NBC_MODEL_T',
'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_PSME_NBC_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'PSME', 'DM_PAL',
'PAL_PSME_NBC_PROC', PAL_NBCTRAIN_PDATA_TBL);
DROP TABLE FUNC_TBL;

SAP HANA Predictive Analysis Library (PAL)

206 PUBLIC PAL Functions
 CREATE COLUMN TABLE FUNC_TBL LIKE FUNC_T;
INSERT INTO FUNC_TBL VALUES (0, 'NBCTRAIN');
DROP TABLE PAL_NBCTRAIN_TRAININGSET_TBL;
CREATE COLUMN TABLE PAL_NBCTRAIN_TRAININGSET_TBL LIKE PAL_NBCTRAIN_TRAININGSET_T;
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('2','YES','Single',125,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('1','NO','Married',100,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('3','NO','Single',70,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('4','YES','Married',120,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('5','NO','Divorced',95,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('6','NO','Married',60,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('7','YES','Divorced',220,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('8','NO','Single',85,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('9','NO','Married',75,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('10','NO','Single',62,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('11','NO','Single',65,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('12','NO','Married',130,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('13','NO','Single',190,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('14','NO','Divorced',100,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('15','NO','Divorced',105,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('16','NO','Married',70,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('17','NO','Married',90,'NO');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('18','NO','Married',160,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('20','NO','Married',50,'YES');
INSERT INTO PAL_NBCTRAIN_TRAININGSET_TBL VALUES ('19','NO','Single',90,'NO');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('IS_SPLIT_MODEL',0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PARAM_SELECTION', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PARAM_SELECTION_MEASURE',
null,null,'ACCURACY');
INSERT INTO #PAL_CONTROL_TBL VALUES ('NR_FOLD', 5,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_LAPLACE', null,0.0,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_LAPLACE', null,10.0,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LAPLACE_STEP', null,0.2,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MODEL_FORMAT', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EVALUATION_SEED', 33,null,null);
DROP TABLE EVALUATION_RESULT_TBL;
CREATE COLUMN TABLE EVALUATION_RESULT_TBL LIKE EVALUATION_RESULT_T;
DROP TABLE SELECTED_PARAMETER_TBL;
CREATE COLUMN TABLE SELECTED_PARAMETER_TBL LIKE SELECTED_PARAMETER_T;
DROP TABLE NBC_PAL_NBC_MODEL_TBL;
CREATE COLUMN TABLE NBC_PAL_NBC_MODEL_TBL LIKE PAL_NBC_MODEL_T;
CALL "DM_PAL".PAL_PSME_NBC_PROC(FUNC_TBL, PAL_NBCTRAIN_TRAININGSET_TBL,
"#PAL_CONTROL_TBL", EVALUATION_RESULT_TBL, SELECTED_PARAMETER_TBL,
NBC_PAL_NBC_MODEL_TBL) with overview;
SELECT * FROM EVALUATION_RESULT_TBL;
SELECT * FROM SELECTED_PARAMETER_TBL;

Expected Results

EVALUATION_RESULT_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 207
SELECTED_PARAMETER_TBL:

Example 3: SVM

SET SCHEMA DM_PAL;

DROP TYPE FUNC_T;
CREATE TYPE FUNC_T AS TABLE("ID" INTEGER,"Function" VARCHAR(50));
DROP TYPE EVALUATION_RESULT_T;
CREATE TYPE EVALUATION_RESULT_T AS TABLE("ID" INTEGER,"Name" VARCHAR(50),"Value"
VARCHAR(5000));
DROP TYPE SELECTED_PARAMETER_T;
CREATE TYPE SELECTED_PARAMETER_T AS TABLE("ID" INTEGER,"Name"
VARCHAR(50),"Value" VARCHAR(50));
--prepare input training data table type--
DROP TYPE PAL_SVM_TRAININGSET_T;
CREATE TYPE PAL_SVM_TRAININGSET_T AS TABLE ( ID integer, VALUEE double,
ATTRIBUTE1 double, ATTRIBUTE2 double, ATTRIBUTE3 double);
--prepare argument table type--
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE( NAME varchar(50), INT#PAL_CONTROL_TBL
integer, DOUBLE#PAL_CONTROL_TBL double, STRING#PAL_CONTROL_TBL varchar(100));
--prepare result table type--
DROP TYPE PAL_SVM_MODELPART1_T;
CREATE TYPE PAL_SVM_MODELPART1_T AS TABLE( ID varchar(50), VALUEE double);
--prepare result table type--
DROP TYPE PAL_SVM_MODELPART2_T;
CREATE TYPE PAL_SVM_MODELPART2_T AS TABLE( ID integer, ALPHA double, ATTRIBUTE1
double, ATTRIBUTE2 double, ATTRIBUTE3 double);
----create PAL procedure for training----
DROP TABLE PAL_PSME_PDATA_TBL;
CREATE TABLE PAL_PSME_PDATA_TBL("POSITION" INT, "SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_PSME_PDATA_TBL VALUES (1,'DM_PAL','FUNC_T','IN');
INSERT INTO PAL_PSME_PDATA_TBL VALUES (2,'DM_PAL','PAL_SVM_TRAININGSET_T','IN');
INSERT INTO PAL_PSME_PDATA_TBL VALUES (3,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_PSME_PDATA_TBL VALUES (4,'DM_PAL','EVALUATION_RESULT_T','OUT');
INSERT INTO PAL_PSME_PDATA_TBL VALUES (5,'DM_PAL','SELECTED_PARAMETER_T','OUT');
INSERT INTO PAL_PSME_PDATA_TBL VALUES (6,'DM_PAL','PAL_SVM_MODELPART1_T','OUT');
INSERT INTO PAL_PSME_PDATA_TBL VALUES (7,'DM_PAL','PAL_SVM_MODELPART2_T','OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_PSME_SVM_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'PSME', 'DM_PAL',
'PAL_PSME_SVM_PROC', PAL_PSME_PDATA_TBL);
--create input training data table--
DROP TABLE PAL_SVM_TRAININGSET_TBL;
CREATE COLUMN TABLE PAL_SVM_TRAININGSET_TBL ( ID integer, VALUEE double,
ATTRIBUTE1 double, ATTRIBUTE2 double, ATTRIBUTE3 double);
DROP TABLE FUNC_TBL;
CREATE COLUMN TABLE FUNC_TBL LIKE FUNC_T;
INSERT INTO FUNC_TBL VALUES (0, 'SVMTRAIN');
--create training argument table--
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (NAME varchar(50),
INT#PAL_CONTROL_TBL integer, DOUBLE#PAL_CONTROL_TBL double,
STRING#PAL_CONTROL_TBL varchar(100));
--create result table--
DROP TABLE PAL_SVM_MODELPART1_TBL;
CREATE COLUMN TABLE PAL_SVM_MODELPART1_TBL( ID varchar(50), VALUEE double);
--create result table--
DROP TABLE PAL_SVM_MODELPART2_TBL;
CREATE COLUMN TABLE PAL_SVM_MODELPART2_TBL( ID integer, ALPHA double, ATTRIBUTE1
double, ATTRIBUTE2 double, ATTRIBUTE3 double);

SAP HANA Predictive Analysis Library (PAL)

208 PUBLIC PAL Functions
 DROP TABLE EVALUATION_RESULT_TBL;
CREATE COLUMN TABLE EVALUATION_RESULT_TBL LIKE EVALUATION_RESULT_T;
DROP TABLE SELECTED_PARAMETER_TBL;
CREATE COLUMN TABLE SELECTED_PARAMETER_TBL LIKE SELECTED_PARAMETER_T;
---insert data into input training data table---
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(0,1,1,10,100);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(1,1,1.1,10.1,100);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(2,1,1.2,10.2,100);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(3,1,1.3,10.4,100);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(4,1,1.2,10.3,100);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(5,2,4,40,400);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(6,2,4.1,40.1,400);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(7,2,4.2,40.2,400);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(8,2,4.3,40.4,400);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(9,2,4.2,40.3,400);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(10,3,9,90,900);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(11,3,9.1,90.1,900);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(12,3,9.2,90.2,900);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(13,3,9.3,90.4,900);
INSERT INTO PAL_SVM_TRAININGSET_TBL VALUES(14,3,9.2,90.3,900);
---insert data into input training argument---
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('KERNEL_TYPE',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('TYPE',1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('PARAM_SELECTION',1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('NR_FOLD',5,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PARAM_SELECTION_MEASURE',
null,null,'ACCURACY');
INSERT INTO #PAL_CONTROL_TBL VALUES ('EVALUATION_SEED', 1, null, null);
CALL "DM_PAL".PAL_PSME_SVM_PROC(FUNC_TBL, PAL_SVM_TRAININGSET_TBL,
"#PAL_CONTROL_TBL", EVALUATION_RESULT_TBL,
SELECTED_PARAMETER_TBL,PAL_SVM_MODELPART1_TBL,PAL_SVM_MODELPART2_TBL ) with
overview;
--check the result--
SELECT * FROM EVALUATION_RESULT_TBL;
SELECT * FROM SELECTED_PARAMETER_TBL;

Expected Results

EVALUATION_RESULT_TBL:

SELECTED_PARAMETER_TBL:

Example 4: Random Forest

SET SCHEMA DM_PAL;

DROP TYPE PAL_FUNC_TYPE;
DROP TYPE PAL_DATA_TYPE;
DROP TYPE PAL_PARA_TYPE;
DROP TYPE PAL_EVAL_TYPE;
DROP TYPE PAL_PARASEL_TYPE;
DROP TYPE PAL_MODEL_TYPE;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 209
 DROP TYPE PAL_VARIMPL_TYPE;
DROP TYPE PAL_ERROR_TYPE;
DROP TYPE PAL_CONFUSION_TYPE;
DROP TABLE PAL_RFPS_PDATA_TBL;
DROP TABLE PAL_FUNC_TBL;
DROP TABLE PAL_DATA_TBL;
DROP TABLE PAL_PARA_TBL;
DROP TABLE PAL_EVAL_TBL;
DROP TABLE PAL_PARASEL_TBL;
DROP TABLE PAL_MODEL_TBL;
DROP TABLE PAL_VARIMPL_TBL;
DROP TABLE PAL_ERROR_TBL;
DROP TABLE PAL_CONFUSION_TBL;
CREATE TYPE PAL_FUNC_TYPE AS TABLE("ID" INTEGER, "FUNCNAME" VARCHAR(5000));
CREATE TYPE PAL_DATA_TYPE AS TABLE("ID" INTEGER, "C0" VARCHAR(5000), "C1"
INTEGER, "C2" INTEGER, "C3" VARCHAR(5000), "C8" VARCHAR(5000));
CREATE TYPE PAL_PARA_TYPE AS TABLE("NAME" VARCHAR(5000), "INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(5000));
CREATE TYPE PAL_EVAL_TYPE AS TABLE( "ID" INTEGER, "NAME" VARCHAR(5000),
"CONTENT" VARCHAR(5000) );
CREATE TYPE PAL_PARASEL_TYPE AS TABLE( "ID" INTEGER, "NAME" VARCHAR(5000),
"CONTENT" VARCHAR(5000) );
CREATE TYPE PAL_MODEL_TYPE AS TABLE("ID" INTEGER, "TREEID" INTEGER,
"JSON_STRING" VARCHAR(5000));
CREATE TYPE PAL_VARIMPL_TYPE AS TABLE("ID" VARCHAR(5000), "IMPVAL" DOUBLE);
CREATE TYPE PAL_ERROR_TYPE AS TABLE("ID" INTEGER, "ERRORRATES" DOUBLE);
CREATE TYPE PAL_CONFUSION_TYPE AS TABLE("ID" INTEGER, "JSON_STRING"
VARCHAR(500));
CREATE COLUMN TABLE PAL_RFPS_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_RFPS_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_FUNC_TYPE', 'IN');
INSERT INTO PAL_RFPS_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_DATA_TYPE', 'IN');
INSERT INTO PAL_RFPS_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_PARA_TYPE', 'IN');
INSERT INTO PAL_RFPS_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_EVAL_TYPE', 'OUT');
INSERT INTO PAL_RFPS_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_PARASEL_TYPE', 'OUT');
INSERT INTO PAL_RFPS_PDATA_TBL VALUES (6, 'DM_PAL', 'PAL_MODEL_TYPE', 'OUT');
INSERT INTO PAL_RFPS_PDATA_TBL VALUES (7, 'DM_PAL', 'PAL_VARIMPL_TYPE', 'OUT');
INSERT INTO PAL_RFPS_PDATA_TBL VALUES (8, 'DM_PAL', 'PAL_ERROR_TYPE', 'OUT');
INSERT INTO PAL_RFPS_PDATA_TBL VALUES (9, 'DM_PAL', 'PAL_CONFUSION_TYPE', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_RFPS_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','PSME', 'DM_PAL',
'PAL_RFPS_PROC', PAL_RFPS_PDATA_TBL);
CREATE COLUMN TABLE PAL_FUNC_TBL LIKE PAL_FUNC_TYPE;
CREATE COLUMN TABLE PAL_DATA_TBL LIKE PAL_DATA_TYPE;
CREATE COLUMN TABLE PAL_PARA_TBL LIKE PAL_PARA_TYPE;
CREATE COLUMN TABLE PAL_EVAL_TBL LIKE PAL_EVAL_TYPE;
CREATE COLUMN TABLE PAL_PARASEL_TBL LIKE PAL_PARASEL_TYPE;
CREATE COLUMN TABLE PAL_MODEL_TBL LIKE PAL_MODEL_TYPE;
CREATE COLUMN TABLE PAL_VARIMPL_TBL LIKE PAL_VARIMPL_TYPE;
CREATE COLUMN TABLE PAL_ERROR_TBL LIKE PAL_ERROR_TYPE;
CREATE COLUMN TABLE PAL_CONFUSION_TBL LIKE PAL_CONFUSION_TYPE;
INSERT INTO PAL_FUNC_TBL VALUES (1, 'RANDOMFOREST');
INSERT INTO PAL_DATA_TBL VALUES (1, 'sunny', 75, 70, 'YES', 'PLAY');
INSERT INTO PAL_DATA_TBL VALUES (2, 'sunny', 76, 90, 'YES', 'NOT, PLAY');
INSERT INTO PAL_DATA_TBL VALUES (3, 'sunny', 83, 85, 'NO', 'NOT, PLAY');
INSERT INTO PAL_DATA_TBL VALUES (4, 'sunny', 79, 95, 'NO', 'NOT, PLAY');
INSERT INTO PAL_DATA_TBL VALUES (5, 'sunny', 68, 70, 'NO', 'PLAY');
INSERT INTO PAL_DATA_TBL VALUES (6, 'overcast', 78, 90, 'YES', 'PLAY');
INSERT INTO PAL_DATA_TBL VALUES (7, 'overcast', 70, 78, 'NO', 'PLAY');
INSERT INTO PAL_DATA_TBL VALUES (8, 'overcast', 69, 65, 'YES', 'PLAY');
INSERT INTO PAL_DATA_TBL VALUES (9, 'overcast', 99, 75, 'NO', 'PLAY');
INSERT INTO PAL_DATA_TBL VALUES (10, 'rain', 100, 80, 'YES', 'NOT, PLAY');
INSERT INTO PAL_DATA_TBL VALUES (11, 'rain', 98, 70, 'YES', 'NOT, PLAY');
INSERT INTO PAL_DATA_TBL VALUES (12, 'rain', 97, 80, 'NO', 'PLAY');
INSERT INTO PAL_DATA_TBL VALUES (13, 'rain', 96, 80, 'NO', 'PLAY');
INSERT INTO PAL_DATA_TBL VALUES (14, 'rain', 95, 96, 'NO', 'PLAY');
INSERT INTO PAL_PARA_TBL VALUES('TRY_NUM_MIN', 1, null, null);
INSERT INTO PAL_PARA_TBL VALUES('TRY_NUM_STEP', 1, null, null);

SAP HANA Predictive Analysis Library (PAL)

210 PUBLIC PAL Functions
 INSERT INTO PAL_PARA_TBL VALUES('TRY_NUM_MAX', 4, null, null);
INSERT INTO PAL_PARA_TBL VALUES('SEED', 1, null, null);
INSERT INTO PAL_PARA_TBL VALUES('CONTINUOUS_COL', 2, null, null);
INSERT INTO PAL_PARA_TBL VALUES('CONTINUOUS_COL', 3, null, null);
INSERT INTO PAL_PARA_TBL VALUES('PARAM_SELECTION', 1, null, null);
CALL DM_PAL.PAL_RFPS_PROC(PAL_FUNC_TBL, PAL_DATA_TBL, PAL_PARA_TBL,
PAL_EVAL_TBL, PAL_PARASEL_TBL, PAL_MODEL_TBL, PAL_VARIMPL_TBL, PAL_ERROR_TBL,
PAL_CONFUSION_TBL) WITH OVERVIEW;
SELECT * FROM PAL_EVAL_TBL;
SELECT * FROM PAL_PARASEL_TBL;

Expected Results

PAL_EVAL_TBL:

PAL_PARASEL_TBL:

3.2.12 Predict with Tree Model

This algorithm uses tree model to perform scoring.

Prerequisites

● The input data must contain an ID column.

PREDICTWITHDT

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘PREDICTWITHDT’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <PARAMETER table type> IN

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PAL Functions PUBLIC 211
Position Schema Name Table Type Name Parameter Type

3 <schema_name> <Tree Model INPUT IN

table type>

4 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <parameter table>, <tree

model input table>, <result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description Constraint

Data 1st column Integer, varchar, or ID This must be the first

nvarchar column.

Other columns Integer, double, var­ Data fields

char, or nvarchar

Tree Model 1st column Integer ID

2nd column Varchar or nvarchar Tree model string

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

MODEL_FORMAT Integer 0 ● 0: Deserializes the tree

model from JSON for­
mat.
● 1: Deserializes the tree
model from PMML for­
mat.

THREAD_NUMBER Integer 1 Number of threads.

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212 PUBLIC PAL Functions
 Name Data Type Default Value Description

IS_OUTPUT_PROBABILITY Integer 0 ● 0: Does not output the

probability in the result
table.
● 1: Outputs the probabil­
ity in the result table.
The result table will thus
contain a third column
to store the probability.

Output Table

Table Column Column Data Type Description

Result 1st column Integer, varchar, or nvarchar ID

2nd column Varchar or nvarchar Scoring result

3rd column (optional) Double Add this column if you have

set the IS_OUTPUT_PROBA­
BILITY parameter to 1 to out­
put the probability.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_DT_SCORING_DATA_T;
CREATE TYPE PAL_DT_SCORING_DATA_T AS TABLE(
"ID" INTEGER,
"OUTLOOK" VARCHAR(20),
"TEMP" INTEGER,
"HUMIDITY" DOUBLE,
"WINDY" VARCHAR(10)
);
DROP TYPE PAL_DT_SCORING_TREEMODEL_T;
CREATE TYPE PAL_DT_SCORING_TREEMODEL_T AS TABLE(
"ID" INTEGER,
"TREEMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TYPE PAL_DT_SCORING_RESULT_T;
CREATE TYPE PAL_DT_SCORING_RESULT_T AS TABLE("ID" INTEGER, "SCORING"
VARCHAR(50), "PROB" DOUBLE);
DROP TABLE PAL_DT_SCORING_PDATA_TBL;
CREATE COLUMN TABLE PAL_DT_SCORING_PDATA_TBL (
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 213
 "TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_DT_SCORING_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_DT_SCORING_DATA_T', 'IN');
INSERT INTO PAL_DT_SCORING_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_DT_SCORING_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_DT_SCORING_TREEMODEL_T', 'IN');
INSERT INTO PAL_DT_SCORING_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_DT_SCORING_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_DT_SCORING_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'PREDICTWITHDT', 'DM_PAL',
'PAL_DT_SCORING_PROC', PAL_DT_SCORING_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('IS_OUTPUT_PROBABILITY', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MODEL_FORMAT', 1, null, null);
DROP TABLE PAL_DT_SCORING_DATA_TBL;
CREATE COLUMN TABLE PAL_DT_SCORING_DATA_TBL LIKE PAL_DT_SCORING_DATA_T;
INSERT INTO PAL_DT_SCORING_DATA_TBL VALUES (0, 'Overcast', 75, 70, 'Yes');
INSERT INTO PAL_DT_SCORING_DATA_TBL VALUES (1, 'Rain', 78, 70, 'Yes');
INSERT INTO PAL_DT_SCORING_DATA_TBL VALUES (2, 'Sunny', 66, 70, 'Yes');
INSERT INTO PAL_DT_SCORING_DATA_TBL VALUES (3, 'Sunny', 69, 70, 'Yes');
INSERT INTO PAL_DT_SCORING_DATA_TBL VALUES (4, 'Rain', null, 70, 'Yes');
INSERT INTO PAL_DT_SCORING_DATA_TBL VALUES (5, null, 70, 70, 'Yes');
INSERT INTO PAL_DT_SCORING_DATA_TBL VALUES (6, '***', 70, 70, 'Yes');
DROP TABLE PAL_DT_SCORING_RESULT_TBL;
CREATE COLUMN TABLE PAL_DT_SCORING_RESULT_TBL LIKE PAL_DT_SCORING_RESULT_T;
CALL "DM_PAL".PAL_DT_SCORING_PROC(PAL_DT_SCORING_DATA_TBL, #PAL_CONTROL_TBL,
PAL_DT_SCORING_TREEMODEL_TBL, PAL_DT_SCORING_RESULT_TBL) with OVERVIEW;
SELECT * FROM PAL_DT_SCORING_RESULT_TBL;

Expected Result

3.2.13 Random Forest

The ransom forests algorithm is an ensemble learning method for classification or regression. It grows many
CART decision trees and outputs the class (classification) that is voted by majority of individual trees or mean
prediction (regression) of the individual trees.

The algorithm uses both bagging and random feature selection techniques. Each new training set is drawn with
replacement from the original training set, and then a tree is grown on the new training set using random
feature selection.

SAP HANA Predictive Analysis Library (PAL)

214 PUBLIC PAL Functions
The random forest algorithm generates an internal unbiased estimate (out-of-bag error) of the generalization
error as the forest building processes. It gives estimates of what variables are important from nodes’ splitting
process. It also has an effective method for estimating missing data. If the mth variable is numerical, the method
computes the median of all values of this variable in class j or computes the most frequent non-missing value
in class j, and then it uses this value to replace all missing values of the mth variable in class j.

Prerequisite

The target column of the training data must not have null values, and other columns should have at least one
valid value (not null).

RANDOMFORESTTRAIN

This function is used for classification or regression.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘RANDOMFORESTTRAIN’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Training data INPUT IN

table type>

2 <schema_name> <Parameter table type> IN

3 <schema_name> <Random forest model OUT

OUTPUT table type>

4 <schema_name> <Variable importance OUT

OUTPUT table type>

5 <schema_name> <Error rate OUTPUT OUT

table type>

5 <schema_name> <Confusion matrix OUT

OUTPUT table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<training data input table>, <parameter

table>, <random forest model output table>, <variable importance output table>,
<error rate output table>, <confusion matrix output table>) with overview;

The procedure name is the same as specified in the procedure generation.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 215
The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Training Data Columns Varchar, nvarchar, dou­ Independent fields.

ble, or integer

Last column Varchar, nvarchar, dou­ Dependent field. Null values are not al­
ble, or integer lowed.
The varchar type is
used for classification,
and double type is for
regression.

The integer type is by

default used for classi­
fication, but if inten­
tionally treated as con­
tinuous variable, then
it is solved as regres­
sion.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

TREES_NUM Integer 500 Specifies the number of

trees in the random forest.

TRY_NUM Integer sqrt(p) (for classification) or Specifies the number of ran­

p/3(for regression), where p domly selected splitting vari­
is the number of independ­ ables.
ent variables

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216 PUBLIC PAL Functions
 Name Data Type Default Value Description

CONTINUOUS_COL Integer Detected from input data Indicates which columns are
continuous attributes. The
default behavior is:

● String or integer: cate­

gorical
● Double: continuous

Output Tables

Table Column Column Data Type Description

Model 1st column Integer ID

2nd column Integer Tree index

3rd column Varchar or nvarchar Model content. The length

should be 5000.

Variable Importance 1st column Varchar or nvarchar Independent field name

2nd column Double Variable importance

Error Rate (for classification) 1st column Integer Tree index

or
2nd column Double Out-of-bag error rate or
Mean Squared Error (for re­ mean squared error for ran­
gression) dom forest up to indexed tree

Confusion Matrix (for classi­ 1st column Integer ID

fication only)
2nd column Varchar or nvarchar Confusion matrix content

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_RF_DATA_T;
CREATE TYPE PAL_RF_DATA_T AS TABLE(
"OUTLOOK" VARCHAR(20),
"TEMP" DOUBLE,
"HUMIDITY" DOUBLE,
"WINDY" VARCHAR(10),
"CLASS" VARCHAR(20)

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 217
 );
DROP TYPE PAL_RF_MODEL_T;
CREATE TYPE PAL_RF_MODEL_T AS TABLE(
"ID" INTEGER,
"TREEINDEX" INTEGER,
"MODEL" VARCHAR(5000)
);
DROP TYPE PAL_RF_VAR_IMP_T;
CREATE TYPE PAL_RF_VAR_IMP_T AS TABLE(
"VAR" VARCHAR(100),
"IMP" DOUBLE
);
DROP TYPE PAL_RF_ERR_RATE_T;
CREATE TYPE PAL_RF_ERR_RATE_T AS TABLE(
"TREEINDEX" INTEGER,
"ERR" DOUBLE
);
DROP TYPE PAL_RF_CONFUSION_T;
CREATE TYPE PAL_RF_CONFUSION_T AS TABLE(
"ID" INTEGER,
"CONTENT" VARCHAR(1000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TABLE PAL_RF_PDATA_TBL;
CREATE COLUMN TABLE PAL_RF_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_RF_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_RF_DATA_T', 'in');
INSERT INTO PAL_RF_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'in');
INSERT INTO PAL_RF_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_RF_MODEL_T', 'out');
INSERT INTO PAL_RF_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_RF_VAR_IMP_T', 'out');
INSERT INTO PAL_RF_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_RF_ERR_RATE_T', 'out');
INSERT INTO PAL_RF_PDATA_TBL VALUES (6, 'DM_PAL', 'PAL_RF_CONFUSION_T', 'out');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_RF_TRAINING_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'RANDOMFORESTTRAIN',
'DM_PAL', 'PAL_RF_TRAINING_PROC', PAL_RF_PDATA_TBL);
DROP TABLE PAL_RF_DATA_TBL;
CREATE COLUMN TABLE PAL_RF_DATA_TBL LIKE PAL_RF_DATA_T;
INSERT INTO PAL_RF_DATA_TBL VALUES ('Sunny', 75, 70, 'Yes', 'Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Sunny', null, 90, 'Yes', 'Do not Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Sunny', 85, null, 'No', 'Do not Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Sunny', 72, 95, 'No', 'Do not Play');
INSERT INTO PAL_RF_DATA_TBL VALUES (null, null, 70, null, 'Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Overcast', 72, 90, 'Yes', 'Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Overcast', 83, 78, 'No', 'Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Overcast', 64, 65, 'Yes', 'Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Overcast', 81, 75, 'No', 'Play');
INSERT INTO PAL_RF_DATA_TBL VALUES (null, 71, 80, 'Yes', 'Do not Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Rain', 65, 70, 'Yes', 'Do not Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Rain', 75, 80, 'No', 'Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Rain', 68, 80, 'No', 'Play');
INSERT INTO PAL_RF_DATA_TBL VALUES ('Rain', 70, 96, 'No', 'Play');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);

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218 PUBLIC PAL Functions
 INSERT INTO #PAL_CONTROL_TBL VALUES ('TREES_NUM', 300, null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TRY_NUM', 3, null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEED', 2, null,null);
DROP TABLE PAL_RF_MODEL_TBL;
CREATE COLUMN TABLE PAL_RF_MODEL_TBL LIKE PAL_RF_MODEL_T;
DROP TABLE PAL_RF_VAR_IMP_TBL;
CREATE COLUMN TABLE PAL_RF_VAR_IMP_TBL LIKE PAL_RF_VAR_IMP_T;
DROP TABLE PAL_RF_ERR_RATE_TBL;
CREATE COLUMN TABLE PAL_RF_ERR_RATE_TBL LIKE PAL_RF_ERR_RATE_T;
DROP TABLE PAL_RF_CONFUSION_TBL;
CREATE COLUMN TABLE PAL_RF_CONFUSION_TBL LIKE PAL_RF_CONFUSION_T;
CALL "DM_PAL".PAL_RF_TRAINING_PROC(PAL_RF_DATA_TBL, #PAL_CONTROL_TBL,
PAL_RF_MODEL_TBL, PAL_RF_VAR_IMP_TBL, PAL_RF_ERR_RATE_TBL, PAL_RF_CONFUSION_TBL)
WITH OVERVIEW;
SELECT * FROM PAL_RF_MODEL_TBL;
SELECT * FROM PAL_RF_VAR_IMP_TBL;
SELECT * FROM PAL_RF_ERR_RATE_TBL;
SELECT * FROM PAL_RF_CONFUSION_TBL;

Expected Result

PAL_RF_MODEL_TBL:

PAL_RF_VAR_IMP_TBL:

PAL_RF_ERR_RATE_TBL:

PAL_RF_CONFUSION_TBL:

RANDOMFORESTSCORING

This function is used for classification or regression scoring.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 219
Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘RANDOMFORESTSCORING’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Scoring data INPUT IN

table type>

2 <schema_name> <Parameter table type> IN

3 <schema_name> <Random forest model IN

INPUT table type>

4 <schema_name> <Results OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<scoring data input table>, <parameter

table>, <random forest model input table>, <results output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Scoring Data 1st column Integer, varchar, or ID This must be the first
nvarchar column.

Other columns Integer, double, var­ Dependent field

char, or nvarchar

Tree Model 1st column Integer ID

2nd column Integer Tree index

3rd column Varchar or nvarchar Model content

Parameter Table

Mandatory Parameters

None.

SAP HANA Predictive Analysis Library (PAL)

220 PUBLIC PAL Functions
Optional Parameters

None.

Output Table

Table Column Column Data Type Description

Result 1st column Integer ID

2nd column Varchar or nvarchar Scoring result

3rd column Double Output nulls for regression

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_RF_SCORING_DATA_T;
CREATE TYPE PAL_RF_SCORING_DATA_T AS TABLE(
"ID" INTEGER,
"OUTLOOK" VARCHAR(20),
"TEMP" INTEGER,
"HUMIDITY" DOUBLE,
"WINDY" VARCHAR(10)
);
DROP TYPE PAL_RF_SCORING_MODEL_T;
CREATE TYPE PAL_RF_SCORING_MODEL_T AS TABLE(
"ID" INTEGER,
"TREEINDEX" INTEGER,
"MODEL" VARCHAR(5000)
);
DROP TYPE PAL_RF_SCORING_RESULT_T;
CREATE TYPE PAL_RF_SCORING_RESULT_T AS TABLE("ID" INTEGER, "SCORING"
VARCHAR(50), "PROB" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TABLE PAL_RF_SCORING_PDATA_TBL;
CREATE COLUMN TABLE PAL_RF_SCORING_PDATA_TBL (
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_RF_SCORING_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_RF_SCORING_DATA_T', 'IN');
INSERT INTO PAL_RF_SCORING_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_RF_SCORING_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_RF_SCORING_MODEL_T', 'IN');

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 221
 INSERT INTO PAL_RF_SCORING_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_RF_SCORING_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_RF_SCORING_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'RANDOMFORESTSCORING',
'DM_PAL', 'PAL_RF_SCORING_PROC', PAL_RF_SCORING_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('IS_OUTPUT_PROBABILITY', 0, null, null);
DROP TABLE PAL_RF_SCORING_DATA_TBL;
CREATE COLUMN TABLE PAL_RF_SCORING_DATA_TBL LIKE PAL_RF_SCORING_DATA_T;
INSERT INTO PAL_RF_SCORING_DATA_TBL VALUES (0, 'Overcast', 75, -10000, 'Yes');
INSERT INTO PAL_RF_SCORING_DATA_TBL VALUES (1, 'Rain', 78, 70, 'Yes');
INSERT INTO PAL_RF_SCORING_DATA_TBL VALUES (2, 'Sunny', -10000, null, 'Yes');
INSERT INTO PAL_RF_SCORING_DATA_TBL VALUES (3, 'Sunny', 69, 70, 'Yes');
INSERT INTO PAL_RF_SCORING_DATA_TBL VALUES (4, 'Rain', null, 70, 'Yes');
INSERT INTO PAL_RF_SCORING_DATA_TBL VALUES (5, null, 70, 70, 'Yes');
INSERT INTO PAL_RF_SCORING_DATA_TBL VALUES (6, '***', 70, 70, 'Yes');
DROP TABLE PAL_RF_SCORING_RESULT_TBL;
CREATE COLUMN TABLE PAL_RF_SCORING_RESULT_TBL LIKE PAL_RF_SCORING_RESULT_T;
CALL "DM_PAL".PAL_RF_SCORING_PROC(PAL_RF_SCORING_DATA_TBL, #PAL_CONTROL_TBL,
PAL_RF_MODEL_TBL, PAL_RF_SCORING_RESULT_TBL) with OVERVIEW;
SELECT * FROM PAL_RF_SCORING_RESULT_TBL;

Expected Result

PAL_RF_SCORING_RESULT_TBL:

3.2.14 Support Vector Machine

Support Vector Machines (SVMs) refer to a family of supervised learning models using the concept of support
vector. Compared with many other supervised learning models, SVMs have the advantages in that the models
produced by SVMs can be either linear or non-linear, where the latter is realized by a technique called Kernel
Trick.

Like most supervised models, there are training phase and testing phase for SVMs. In the training phase, a
function f(x):->y where f(∙) is a function (can be non-linear) mapping a sample onto a TARGET, is learnt.
The training set consists of pairs denoted by {xi, yi}, where x denotes a sample represented by several
attributes, and y denotes a TARGET (supervised information). In the testing phase, the learnt f(∙) is further
used to map a sample with unknown TARGET onto its predicted TARGET.

In the current implementation in PAL, SVMs can be used for the following three tasks:

● Support Vector Classification (SVC)

Classification is one of the most frequent tasks in many fields including machine learning, data mining,
computer vision, and business data analysis. Compared with linear classifiers like logistic regression, SVC

SAP HANA Predictive Analysis Library (PAL)

222 PUBLIC PAL Functions
 is able to produce non-linear decision boundary, which leads to better accuracy on some real world
dataset. In classification scenario, f(∙) refers to decision function, and a TARGET refers to a "label"
represented by a real number.
● Support Vector Regression (SVR)
SVR is another method for regression analysis. Compared with classical linear regression methods like
least square regression, the regression function in SVR can be non-linear. In regression scenario, f(∙)
refers to regression function, and TARGET refers to "response" represented by a real number.
● Support Vector Ranking
This implements a pairwise "learning to rank" algorithm which learns a ranking function from several sets
(distinguished by Query ID) of ranked samples. In the scenario of ranking, f(∙) refers to ranking function,
and TARGET refers to score, according to which the final ranking is made. For pairwise ranking, f(∙) is
learnt so that the pairwise relationship expressing the rank of the samples within each set is considered.

Because non-linearity is realized by Kernel Trick, besides the datasets, the kernel type and parameters should
be specified as well.

Prerequisite

No missing or null data in the inputs.

SVMTRAIN

This function reads the input data and generates training model.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘SVMTRAIN’,

‘<schema_name>’, '<training_procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT model table OUT

type>

Procedure Calling

CALL <schema_name>.<training_procedure_name>(<input table>, <parameter table>,

<model table>) with overview;

The training procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 223
Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Attributes columns Integer, double, var­ Attributes data

char, or nvarchar

Query ID column Varchar or nvarchar Query ID Only needed for SVM

ranking.

Dependent variable Integer, double, or Dependent variable

columns nvarchar

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

Name Data Type Description

TYPE Integer SVM type:

● 1: SVC (for classification)

● 2: SVR (for regression)
● 3: Support Vector Ranking (for
ranking)

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

THREAD_NUMBER Integer 1 Number of threads.

KERNEL_TYPE Integer 2 Kernel type:

● 0: LINEAR KER­
NEL
● 1: POLY KERNEL
● 2: RBF KERNEL
● 3: SIGMOID KER­
NEL

POLY_DEGREE Integer 3 Coefficient for the Only valid when KER­

PLOY KERNEL type. NEL_TYPE is 1.

Value range: ≥ 1

SAP HANA Predictive Analysis Library (PAL)

224 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

RBF_GAMMA Double 0.005 Coefficient for the RBF Only valid when KER­
KERNEL type. NEL_TYPE is 2.

Value range: > 0

COEF_LIN Double 0.0 Coefficient for the Only valid when KER­
POLY/SIGMOID KER­ NEL_TYPE is 1 or 3.
NEL type.

COEF_CONST Double 0.0 Coefficient for the Only valid when KER­
POLY/SIGMOID KER­ NEL_TYPE is 1 or 3.
NEL type.

SVM_C Double 100.0 Trade-off between

training error and mar­
gin.

Value range: > 0

REGRESSION_EPS Double 0.1 Epsilon width of tube Only valid when TYPE
for regression. is 2.

Value range: > 0

SCALE_INFO Integer 1 ● 0: No scale

● 1: Normalizes the
data
● 2: Scales the data
into [-1,1]

SHRINK Integer 1 Decides whether to Using shrink strategy

use shrink strategy or may accelerate the
not: training process.

● 0: Does not use

shrink strategy
● 1: Uses shrink
strategy

CATEGORY_COL Integer -1 Indicates whether the

column is category
variable. By default,
'string' is category var­
iable, and 'integer' or
'double' is continuous
variable. The value of
-1 means the default
will be used.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 225
Name Data Type Default Value Description Dependency

CATEGORY_WEIGHT Double 0.707 Represents the weight

of category attributes
(γ). The value must be
greater than 0.

ERROR_TOL Double 0.001 Specifies the error tol­

erance in the training
process. The value
must be greater than
0.

EVALUATION_SEED Integer 0 The random seed in

parameter selection.
The value must be
greater than 0.

PROBABILITY Integer 0 If you want to output

probability when scor­
ing, set this to 1.

Note: Setting this to 1

will severely degrade
the training perform­
ance. Use the default
value (0) unless you
want to output proba­
bilities when scoring.

Output Tables

Table Column Column Data Type Description

Model Result 1st column Varchar, nvarchar, or integer ID

2nd column Varchar Model content

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1: Support vector classification

SET SCHEMA DM_PAL;

DROP TYPE PAL_SVM_TRAINING_T;
CREATE TYPE PAL_SVM_TRAINING_T AS TABLE (

SAP HANA Predictive Analysis Library (PAL)

226 PUBLIC PAL Functions
 ID INTEGER,
ATTRIBUTE1 DOUBLE,
ATTRIBUTE2 DOUBLE,
ATTRIBUTE3 DOUBLE,
ATTRIBUTE4 VARCHAR(10),
LABEL INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_SVM_MODEL_T;
CREATE TYPE PAL_SVM_MODEL_T AS TABLE( ID VARCHAR(50), MODEL VARCHAR(5000));
DROP TABLE PAL_SVM_PDATA_TBL;
CREATE TABLE PAL_SVM_PDATA_TBL("POSITION" INT, "SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_SVM_PDATA_TBL VALUES (1,'DM_PAL','PAL_SVM_TRAINING_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (3,'DM_PAL','PAL_SVM_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_SVM_TRAIN');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','SVMTRAIN','DM_PAL','PAL_SVM_TRAIN'
,PAL_SVM_PDATA_TBL);
DROP TABLE PAL_SVM_TRAINING_TBL;
CREATE COLUMN TABLE PAL_SVM_TRAINING_TBL LIKE PAL_SVM_TRAINING_T;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
DROP TABLE PAL_SVM_MODEL_TBL_EX1;
CREATE COLUMN TABLE PAL_SVM_MODEL_TBL_EX1 LIKE PAL_SVM_MODEL_T;
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(0,1,10,100,'A',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(1,1.1,10.1,100,'A',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(2,1.2,10.2,100,'A',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(3,1.3,10.4,100,'A',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(4,1.2,10.3,100,'AB',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(5,4,40,400,'AB',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(6,4.1,40.1,400,'AB',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(7,4.2,40.2,400,'AB',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(8,4.3,40.4,400,'AB',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(9,4.2,40.3,400,'AB',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(10,9,90,900,'B',3);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(11,9.1,90.1,900,'A',3);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(12,9.2,90.2,900,'B',3);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(13,9.3,90.4,900,'A',3);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(14,9.2,90.3,900,'A',3);
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('KERNEL_TYPE',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('TYPE',1,null,null);
CALL
DM_PAL.PAL_SVM_TRAIN(PAL_SVM_TRAINING_TBL,#PAL_CONTROL_TBL,PAL_SVM_MODEL_TBL_EX1)
WITH OVERVIEW;
SELECT * FROM PAL_SVM_MODEL_TBL_EX1;

Expected Result

Example 2: Support vector ranking

SET SCHEMA DM_PAL;

DROP TYPE PAL_SVM_TRAINING_T;
CREATE TYPE PAL_SVM_TRAINING_T AS TABLE (

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 227
 ID INTEGER,
ATTRIBUTE1 DOUBLE,
ATTRIBUTE2 DOUBLE,
ATTRIBUTE3 DOUBLE,
ATTRIBUTE4 DOUBLE,
ATTRIBUTE5 DOUBLE,
QID VARCHAR(50),
LABEL INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_SVM_MODEL_T;
CREATE TYPE PAL_SVM_MODEL_T AS TABLE( ID VARCHAR(50), MODEL VARCHAR(5000));
DROP TABLE PAL_SVM_PDATA_TBL;
CREATE TABLE PAL_SVM_PDATA_TBL("POSITION" INT, "SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_SVM_PDATA_TBL VALUES (1,'DM_PAL','PAL_SVM_TRAINING_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (3,'DM_PAL','PAL_SVM_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_SVM_TRAIN');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','SVMTRAIN','DM_PAL','PAL_SVM_TRAIN'
,PAL_SVM_PDATA_TBL);
DROP TABLE PAL_SVM_TRAINING_TBL;
CREATE COLUMN TABLE PAL_SVM_TRAINING_TBL LIKE PAL_SVM_TRAINING_T;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
DROP TABLE PAL_SVM_MODEL_TBL_EX2;
CREATE COLUMN TABLE PAL_SVM_MODEL_TBL_EX2 LIKE PAL_SVM_MODEL_T;
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(0,1,1,0,0.2,0,'qid:1',3);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(1,0,0,1,0.1,1,'qid:1',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(2,0,0,1,0.3,0,'qid:1',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(3,2,1,1,0.2,0,'qid:1',4);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(4,3,1,1,0.4,1,'qid:1',5);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(5,4,1,1,0.7,0,'qid:1',6);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(6,0,0,1,0.2,0,'qid:2',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(7,1,0,1,0.4,0,'qid:2',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(8,0,0,1,0.2,0,'qid:2',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(9,1,1,1,0.2,0,'qid:2',3);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(10,2,2,1,0.4,0,'qid:2',4);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(11,3,3,1,0.2,0,'qid:2',5);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(12,0,0,1,0.1,1,'qid:3',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(13,1,0,0,0.4,1,'qid:3',4);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(14,0,1,1,0.5,0,'qid:3',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(15,1,1,1,0.5,1,'qid:3',3);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(16,2,2,0,0.7,1,'qid:3',5);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(17,1,3,1,1.5,0,'qid:3',6);
INSERT INTO #PAL_CONTROL_TBL VALUES('KERNEL_TYPE',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('TYPE',3,null,null);
CALL
DM_PAL.PAL_SVM_TRAIN(PAL_SVM_TRAINING_TBL,#PAL_CONTROL_TBL,PAL_SVM_MODEL_TBL_EX2)
WITH OVERVIEW;
SELECT * FROM PAL_SVM_MODEL_TBL_EX2;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

228 PUBLIC PAL Functions
Example 3: Support vector classification (training a model with additional information that can be used
when calculating scoring probability)

SET SCHEMA DM_PAL;

DROP TYPE PAL_SVM_TRAINING_T;
CREATE TYPE PAL_SVM_TRAINING_T AS TABLE (
ID INTEGER,
ATTRIBUTE1 DOUBLE,
ATTRIBUTE2 DOUBLE,
ATTRIBUTE3 DOUBLE,
ATTRIBUTE4 VARCHAR(10),
LABEL INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_SVM_MODEL_T;
CREATE TYPE PAL_SVM_MODEL_T AS TABLE( ID VARCHAR(50), MODEL VARCHAR(5000));
DROP TABLE PAL_SVM_PDATA_TBL;
CREATE TABLE PAL_SVM_PDATA_TBL("POSITION" INT, "SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_SVM_PDATA_TBL VALUES (1,'SYSTEM','PAL_SVM_TRAINING_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (2,'SYSTEM','PAL_CONTROL_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (3,'SYSTEM','PAL_SVM_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('SYSTEM','PAL_SVM_TRAIN');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','SVMTRAIN','SYSTEM','PAL_SVM_TRAIN'
,PAL_SVM_PDATA_TBL);
DROP TABLE PAL_SVM_TRAINING_TBL;
CREATE COLUMN TABLE PAL_SVM_TRAINING_TBL LIKE PAL_SVM_TRAINING_T;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
DROP TABLE PAL_SVM_MODEL_TBL_EX3;
CREATE COLUMN TABLE PAL_SVM_MODEL_TBL_EX3 LIKE PAL_SVM_MODEL_T;
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(0,1,10,100,'A',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(1,1.1,10.1,100,'A',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(2,1.2,10.2,100,'A',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(3,1.3,10.4,100,'A',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(4,1.2,10.3,100,'AB',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(5,4,40,400,'AB',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(6,4.1,40.1,400,'AB',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(7,4.2,40.2,400,'AB',1);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(8,4.3,40.4,400,'AB',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(9,4.2,40.3,400,'AB',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(10,9,90,900,'B',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(11,9.1,90.1,900,'A',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(12,9.2,90.2,900,'B',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(13,9.3,90.4,900,'A',2);
INSERT INTO PAL_SVM_TRAINING_TBL VALUES(14,9.2,90.3,900,'A',2);
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('KERNEL_TYPE',2,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('TYPE',1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES('PROBABILITY',1,null,null);
CALL
SYSTEM.PAL_SVM_TRAIN(PAL_SVM_TRAINING_TBL,#PAL_CONTROL_TBL,PAL_SVM_MODEL_TBL_EX3)
WITH OVERVIEW;
SELECT * FROM PAL_SVM_MODEL_TBL_EX3;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 229
SVMPREDICT

This function uses the training model generated by SVMTRAIN to make predictive analysis.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘SVMPREDICT’,

‘<schema_name>’, '<predicting_procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <INPUT model table IN

type>

4 <schema_name> <OUTPUT predict result OUT

table type>

Procedure Calling

CALL <schema_name>.<predicting_procedure_name>(<input table>, <parameter table>,

<model table>, <predict result table>) with overview;

The predicting procedure name is the same as specified in the procedure generation.

The tables must of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer, double, var­ Attributes data The varchar or

char, or nvarchar nvarchar data type is
available only when
the input model table
is not null.

SAP HANA Predictive Analysis Library (PAL)

230 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Last column Varchar or nvarchar Query ID Only needed for SVM

ranking.

Parameter Table

Mandatory Parameters

None.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

VERBOSE_OUTPUT Integer 0 Output scoring probabilities

for each class

Input Model Table

Table Column Column Data Type Description

Model Result 1st column Integer, varchar, or nvarchar ID

2nd column Varchar or nvarchar Model content

Output Table

Table Column Column Data Type Description

Predict Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer, varchar, nvarchar, or Prediction value

double

3rd column Double Prediction probability.

It is necessary when the

PROBABILITY parameter is
set to 1 in SVMTRAIN for
SVC.

Examples

Assume that:

● DM_PAL is a schema belonging to USER1; and

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 231
● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1: Support vector classification

SET SCHEMA DM_PAL;

DROP TYPE PAL_SVM_SCORING_T;
CREATE TYPE PAL_SVM_SCORING_T AS TABLE ( ID INTEGER, ATTRIBUTE1 DOUBLE,
ATTRIBUTE2 DOUBLE, ATTRIBUTE3 DOUBLE, ATTRIBUTE4 VARCHAR(10));
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_SVM_MODEL_T;
CREATE TYPE PAL_SVM_MODEL_T AS TABLE( ID VARCHAR(50), MODEL VARCHAR(5000) );
DROP TYPE PAL_SVM_RESULT_T;
CREATE TYPE PAL_SVM_RESULT_T AS TABLE( ID INTEGER, SCORING INTEGER);
DROP TABLE PAL_SVM_PDATA_TBL;
CREATE COLUMN TABLE PAL_SVM_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_SVM_PDATA_TBL VALUES (1,'DM_PAL','PAL_SVM_SCORING_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (3,'DM_PAL','PAL_SVM_MODEL_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (4,'DM_PAL','PAL_SVM_RESULT_T','OUT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_SVM_PREDICT');
call
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','SVMPREDICT','DM_PAL','PAL_SVM_PRED
ICT',PAL_SVM_PDATA_TBL);
DROP TABLE PAL_SVM_SCORING_TBL;
CREATE COLUMN TABLE PAL_SVM_SCORING_TBL LIKE PAL_SVM_SCORING_T;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
DROP TABLE PAL_SVM_RESULT_TBL;
CREATE COLUMN TABLE PAL_SVM_RESULT_TBL LIKE PAL_SVM_RESULT_T;
INSERT INTO PAL_SVM_SCORING_TBL VALUES(0,1,10,100,'A');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(1,1.2,10.2,100,'A');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(2,4.1,40.1,400,'AB');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(3,4.2,40.3,400,'AB');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(4,9.1,90.1,900,'A');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(5,9.2,90.2,900,'A');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(6,4,40,400,'A');
INSERT INTO #PAL_CONTROL_TBL VALUES('THREAD_NUMBER',8,null,null);
CALL
DM_PAL.PAL_SVM_PREDICT(PAL_SVM_SCORING_TBL,#PAL_CONTROL_TBL,PAL_SVM_MODEL_TBL_EX1
,PAL_SVM_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_SVM_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

232 PUBLIC PAL Functions
Example 2: Support vector ranking

SET SCHEMA DM_PAL;

DROP TYPE PAL_SVM_SCORING_T;
CREATE TYPE PAL_SVM_SCORING_T AS TABLE (
ID INTEGER,
ATTRIBUTE1 DOUBLE,
ATTRIBUTE2 DOUBLE,
ATTRIBUTE3 DOUBLE,
ATTRIBUTE4 DOUBLE,
ATTRIBUTE5 DOUBLE,
QID VARCHAR(50)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_SVM_MODEL_T;
CREATE TYPE PAL_SVM_MODEL_T AS TABLE( ID VARCHAR(50), MODEL VARCHAR(5000));
DROP TYPE PAL_SVM_RESULT_T;
CREATE TYPE PAL_SVM_RESULT_T AS TABLE( ID INTEGER, DECISION_VAL DOUBLE);
DROP TABLE PAL_SVM_PDATA_TBL;
CREATE COLUMN TABLE PAL_SVM_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_SVM_PDATA_TBL VALUES (1,'DM_PAL','PAL_SVM_SCORING_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (3,'DM_PAL','PAL_SVM_MODEL_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (4,'DM_PAL','PAL_SVM_RESULT_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_SVM_PREDICT');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','SVMPREDICT','DM_PAL','PAL_SVM_PRED
ICT',PAL_SVM_PDATA_TBL);
DROP TABLE PAL_SVM_SCORING_TBL;
CREATE COLUMN TABLE PAL_SVM_SCORING_TBL LIKE PAL_SVM_SCORING_T;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
DROP TABLE PAL_SVM_RESULT_TBL;
CREATE COLUMN TABLE PAL_SVM_RESULT_TBL LIKE PAL_SVM_RESULT_T;
INSERT INTO PAL_SVM_SCORING_TBL VALUES(0,1,1,0,0.2,0,'qid:1');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(1,0,0,1,0.1,1,'qid:1');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(2,0,0,1,0.3,0,'qid:1');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(3,2,1,1,0.2,0,'qid:1');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(4,3,1,1,0.4,1,'qid:1');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(5,4,1,1,0.7,0,'qid:1');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(6,0,0,1,0.2,0,'qid:4');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(7,1,0,1,0.4,0,'qid:4');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(8,0,0,1,0.2,0,'qid:4');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(9,1,1,1,0.2,0,'qid:4');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(10,2,2,1,0.4,0,'qid:4');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(11,3,3,1,0.2,0,'qid:4');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(12,0,0,1,0.1,1,'qid:5');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(13,1,0,0,0.4,1,'qid:5');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(14,0,1,1,0.5,0,'qid:5');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(15,1,1,1,0.5,1,'qid:5');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(16,2,2,0,0.7,1,'qid:5');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(17,1,3,1,1.5,0,'qid:5');
CALL
DM_PAL.PAL_SVM_PREDICT(PAL_SVM_SCORING_TBL,#PAL_CONTROL_TBL,PAL_SVM_MODEL_TBL_EX2
,PAL_SVM_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_SVM_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 233
Example 3: Support vector classification (training a model with additional information that can be used
when calculating scoring probability)

SET SCHEMA DM_PAL;

DROP TYPE PAL_SVM_SCORING_T;
CREATE TYPE PAL_SVM_SCORING_T AS TABLE ( ID INTEGER, ATTRIBUTE1 DOUBLE,
ATTRIBUTE2 DOUBLE, ATTRIBUTE3 DOUBLE, ATTRIBUTE4 VARCHAR(10));
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
NAME VARCHAR(50),
INTARGS INTEGER,
DOUBLEARGS DOUBLE,
STRINGARGS VARCHAR(100)
);
DROP TYPE PAL_SVM_MODEL_T;
CREATE TYPE PAL_SVM_MODEL_T AS TABLE( ID VARCHAR(50), MODEL VARCHAR(5000) );
DROP TYPE PAL_SVM_RESULT_T;
CREATE TYPE PAL_SVM_RESULT_T AS TABLE( ID INTEGER, SCORING INTEGER, PROBABILITY
DOUBLE);
DROP TABLE PAL_SVM_PDATA_TBL;
CREATE COLUMN TABLE PAL_SVM_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_SVM_PDATA_TBL VALUES (1,'SYSTEM','PAL_SVM_SCORING_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (2,'SYSTEM','PAL_CONTROL_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (3,'SYSTEM','PAL_SVM_MODEL_T','IN');
INSERT INTO PAL_SVM_PDATA_TBL VALUES (4,'SYSTEM','PAL_SVM_RESULT_T','OUT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('SYSTEM','PAL_SVM_PREDICT');
call
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','SVMPREDICT','SYSTEM','PAL_SVM_PRED
ICT',PAL_SVM_PDATA_TBL);
DROP TABLE PAL_SVM_SCORING_TBL;
CREATE COLUMN TABLE PAL_SVM_SCORING_TBL LIKE PAL_SVM_SCORING_T;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
DROP TABLE PAL_SVM_RESULT_TBL;
CREATE COLUMN TABLE PAL_SVM_RESULT_TBL LIKE PAL_SVM_RESULT_T;
INSERT INTO PAL_SVM_SCORING_TBL VALUES(0,1,10,100,'A');

SAP HANA Predictive Analysis Library (PAL)

234 PUBLIC PAL Functions
 INSERT INTO PAL_SVM_SCORING_TBL VALUES(1,1.2,10.2,100,'A');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(2,4.1,40.1,400,'AB');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(3,4.2,40.3,400,'AB');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(4,9.1,90.1,900,'A');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(5,9.2,90.2,900,'A');
INSERT INTO PAL_SVM_SCORING_TBL VALUES(6,4,40,400,'A');
INSERT INTO #PAL_CONTROL_TBL VALUES('VERBOSE_OUTPUT',1,null,null);
CALL
SYSTEM.PAL_SVM_PREDICT(PAL_SVM_SCORING_TBL,#PAL_CONTROL_TBL,PAL_SVM_MODEL_TBL_EX3
,PAL_SVM_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_SVM_RESULT_TBL;

Expected Result

Related Information

Confusion Matrix [page 154]

3.2.15 Incremental Classification on SAP HANA Smart Data

Streaming

For information on incremental classification on SAP HANA Smart Data Streaming, see the example of
Hoeffding tree training and scoring in the SAP HANA Smart Data Streaming: Developer Guide.

Note
SAP HANA Smart Data Streaming is only supported on Intel-based hardware platforms.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 235
3.3 Regression Algorithms

This section describes the regression algorithms that are provided by the Predictive Analysis Library.

3.3.1 Bi-Variate Geometric Regression

Geometric regression is an approach used to model the relationship between a scalar variable y and a variable
denoted X. In geometric regression, data is modeled using geometric functions, and unknown model
parameters are estimated from the data. Such models are called geometric models.

In PAL, the implementation of geometric regression is to transform to linear regression and solve it:

y = β0 × x β1

Where β0 and β1 are parameters that need to be calculated.

The steps are:

1. Put natural logarithmic operation on both sides: ln(y) = ln(β0 × x β1)

2. Transform it into: ln(y) = ln( β0) + β1 × ln(x)

3. Let y' = ln(y), x' = ln(x), β0' = ln(β0)
y' = β0' + β1 × x'

Thus, y’ and x’ is a linear relationship and can be solved with the linear regression method.

The implementation also supports calculating the F value and R^2 to determine statistical significance.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.

GEOREGRESSION

This is a geometric regression function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘GEOREGRESSION’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

236 PUBLIC PAL Functions
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Fitted OUTPUT table OUT

type>

5 <schema_name> <Significance OUTPUT OUT

table type>

6 <schema_name> <PMML OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <fitted output table>, <significance output table>, <PMML output
table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Variable y

3rd column Integer or double Variable x

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 237
Name Data Type Default Value Description

ALG Integer 0 Specifies decomposition

method:

● 0: Doolittle decomposi­
tion (LU)
● 2: Singular value de­
composition (SVD)

ADJUSTED_R2 Integer 0 ● 0: Does not output ad­

justed R square
● 1: Outputs adjusted R
square

PMML_EXPORT Integer 0 ● 0: Does not export geo­

metric regression model
in PMML.
● 1: Exports geometric re­
gression model in PMML
in single row.
● 2: Exports geometric re­
gression model in sev­
eral rows, and the mini­
mum length of each row
is 5000 characters.

SELECTED_FEATURES Varchar No default value A string to specify the fea­

tures that will be processed.
The pattern is “X1,…,Xn”,
where Xi is the correspond­
ing column name in the data
table. If this parameter is not
specified, all the features will
be processed, and the third
column data will be proc­
essed as independent varia­
bles.

DEPENDENT_VARIABLE Varchar No default value (Optional) Column name in

the data table used as de­
pendent variable. If this pa­
rameter is not specified, the
second column data will be
processed as dependent var­
iables.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

238 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Result 1st column Integer, varchar, or ID

nvarchar
Note: If the SE­
LECTED_FEATURE pa­
rameter is specified,
the column data type
must be varchar or
nvarchar.

2nd column Integer or double Value Ai

● A0: intercept
● A1: beta coeffi-
cient for X1

Fitted Data 1st column Integer, bigint, varchar, ID

or nvarchar

2nd column Integer or double Value Yi

Significance 1st column Varchar or nvarchar Name (R^2 / F)

2nd column Double Value

PMML Result 1st column Integer ID

2nd column CLOB, varchar, or Geometric regression

nvarchar model in PMML format

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_GR_DATA_T;
CREATE TYPE PAL_GR_DATA_T AS TABLE( "ID" INT,"Y" DOUBLE,"X1" DOUBLE);
DROP TYPE PAL_GR_RESULT_T;
CREATE TYPE PAL_GR_RESULT_T AS TABLE("ID" INT,"Ai" DOUBLE);
DROP TYPE PAL_GR_FITTED_T;
CREATE TYPE PAL_GR_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);
DROP TYPE PAL_GR_SIGNIFICANCE_T;
CREATE TYPE PAL_GR_SIGNIFICANCE_T AS TABLE("NAME" varchar(50),"VALUE" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TYPE PAL_GR_PMMLMODEL_T;
CREATE TYPE PAL_GR_PMMLMODEL_T AS TABLE("ID" INT,"Model" varchar(5000));
DROP table PAL_GR_PDATA_TBL;
CREATE column table PAL_GR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_GR_PDATA_TBL values (1,'DM_PAL','PAL_GR_DATA_T','IN');
INSERT INTO PAL_GR_PDATA_TBL values (2,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_GR_PDATA_TBL values (3,'DM_PAL','PAL_GR_RESULT_T','OUT');
INSERT INTO PAL_GR_PDATA_TBL values (4,'DM_PAL','PAL_GR_FITTED_T','OUT');
INSERT INTO PAL_GR_PDATA_TBL values (5,'DM_PAL','PAL_GR_SIGNIFICANCE_T','OUT');
INSERT INTO PAL_GR_PDATA_TBL values (6,'DM_PAL','PAL_GR_PMMLMODEL_T','OUT');

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 239
 CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_GEOR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','GEOREGRESSION','DM_PAL','PAL_GEOR_
PROC',PAL_GR_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT',2,null,null);
DROP TABLE PAL_GR_DATA_TBL;
CREATE COLUMN TABLE PAL_GR_DATA_TBL ( "ID" INT,"Y" DOUBLE,"X1" DOUBLE);
INSERT INTO PAL_GR_DATA_TBL VALUES (0,1.1,1);
INSERT INTO PAL_GR_DATA_TBL VALUES (1,4.2,2);
INSERT INTO PAL_GR_DATA_TBL VALUES (2,8.9,3);
INSERT INTO PAL_GR_DATA_TBL VALUES (3,16.3,4);
INSERT INTO PAL_GR_DATA_TBL VALUES (4,24,5);
INSERT INTO PAL_GR_DATA_TBL VALUES (5,36,6);
INSERT INTO PAL_GR_DATA_TBL VALUES (6,48,7);
INSERT INTO PAL_GR_DATA_TBL VALUES (7,64,8);
INSERT INTO PAL_GR_DATA_TBL VALUES (8,80,9);
INSERT INTO PAL_GR_DATA_TBL VALUES (9,101,10);
DROP TABLE PAL_GR_RESULTS_TBL;
CREATE COLUMN TABLE PAL_GR_RESULTS_TBL ("ID" INT,"Ai" DOUBLE);
DROP TABLE PAL_GR_FITTED_TBL;
CREATE COLUMN TABLE PAL_GR_FITTED_TBL ("ID" INT,"Fitted" DOUBLE);
DROP TABLE PAL_GR_SIGNIFICANCE_TBL;
CREATE COLUMN TABLE PAL_GR_SIGNIFICANCE_TBL ("NAME" varchar(50),"VALUE" DOUBLE);
DROP TABLE PAL_GR_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_GR_PMMLMODEL_TBL ("ID" INT, "PMMLMODEL" VARCHAR(5000));
CALL DM_PAL.PAL_GEOR_PROC(PAL_GR_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_GR_RESULTS_TBL, PAL_GR_FITTED_TBL, PAL_GR_SIGNIFICANCE_TBL,
PAL_GR_PMMLMODEL_TBL) with overview;
SELECT * FROM PAL_GR_RESULTS_TBL;
SELECT * FROM PAL_GR_FITTED_TBL;
SELECT * FROM PAL_GR_SIGNIFICANCE_TBL;
SELECT * FROM PAL_GR_PMMLMODEL_TBL;

Expected Result

PAL_GR_RESULTS_TBL:

PAL_GR_FITTED_TBL:

SAP HANA Predictive Analysis Library (PAL)

240 PUBLIC PAL Functions
PAL_GR_SIGNIFICANCE_TBL:

PAL_GR_PMMLMODEL_TBL:

FORECASTWITHGEOR

This function performs prediction with the geometric regression result.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘FORECASTWITHGEOR’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Predictive INPUT IN

table type>

2 <schema_name> <Coefficient INPUT IN

table type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<predictive input table>, <coefficient input

table>, <parameter table>, <output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Predictive Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Variable X

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 241
Table Column Column Data Type Description

Coefficient 1st column Integer, varchar, or nvarchar ID (start from 0)

2nd column Integer, double, varchar, Value Ai or PMML model.

nvarchar, or CLOB
Varchar, nvarchar, and CLOB
types are only valid for
PMML model.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

MODEL_FORMAT Integer 0 ● 0: Coefficients in table

● 1: PMML format

Output Table

Table Column Column Data Type Description

Fitted Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Value Yi

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FGR_PREDICT_T;
CREATE TYPE PAL_FGR_PREDICT_T AS TABLE( "ID" INT,"X1" DOUBLE);
DROP TYPE PAL_FGR_COEFFICIENT_T;
CREATE TYPE PAL_FGR_COEFFICIENT_T AS TABLE("ID" INT,"Ai" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TYPE PAL_FGR_FITTED_T;
CREATE TYPE PAL_FGR_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);
DROP table PAL_FGR_PDATA_TBL;

SAP HANA Predictive Analysis Library (PAL)

242 PUBLIC PAL Functions
 CREATE column table PAL_FGR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
insert into PAL_FGR_PDATA_TBL values (1,'DM_PAL','PAL_FGR_PREDICT_T','IN');
insert into PAL_FGR_PDATA_TBL values (2,'DM_PAL','PAL_FGR_COEFFICIENT_T','IN');
insert into PAL_FGR_PDATA_TBL values (3,'DM_PAL','PAL_CONTROL_T','IN');
insert into PAL_FGR_PDATA_TBL values (4,'DM_PAL','PAL_FGR_FITTED_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_FORECAST_GEOR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','FORECASTWITHGEOR','DM_PAL','PAL_FO
RECAST_GEOR_PROC',PAL_FGR_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
DROP TABLE PAL_FGR_PREDICTDATA_TBL;
CREATE COLUMN TABLE PAL_FGR_PREDICTDATA_TBL ( "ID" INT,"X1" DOUBLE);
INSERT INTO PAL_FGR_PREDICTDATA_TBL VALUES (0,1);
INSERT INTO PAL_FGR_PREDICTDATA_TBL VALUES (1,2);
INSERT INTO PAL_FGR_PREDICTDATA_TBL VALUES (2,3);
INSERT INTO PAL_FGR_PREDICTDATA_TBL VALUES (3,4);
INSERT INTO PAL_FGR_PREDICTDATA_TBL VALUES (4,5);
DROP TABLE PAL_FGR_COEFFICIENT_TBL;
CREATE COLUMN TABLE PAL_FGR_COEFFICIENT_TBL ("ID" INT,"Ai" DOUBLE);
INSERT INTO PAL_FGR_COEFFICIENT_TBL VALUES (0,1);
INSERT INTO PAL_FGR_COEFFICIENT_TBL VALUES (1,1.99);
DROP TABLE PAL_FGR_FITTED_TBL;
CREATE COLUMN TABLE PAL_FGR_FITTED_TBL ("ID" INT,"Fitted" DOUBLE);
CALL DM_PAL.PAL_FORECAST_GEOR_PROC(PAL_FGR_PREDICTDATA_TBL,
PAL_FGR_COEFFICIENT_TBL, "#PAL_CONTROL_TBL", PAL_FGR_FITTED_TBL) with overview;
SELECT * FROM PAL_FGR_FITTED_TBL;

Expected Result

PAL_FGR_FITTED_TBL:

3.3.2 Bi-Variate Natural Logarithmic Regression

Bi-variate natural logarithmic regression is an approach to modeling the relationship between a scalar variable
y and one variable denoted X. In natural logarithmic regression, data is modeled using natural logarithmic
functions, and unknown model parameters are estimated from the data. Such models are called natural
logarithmic models.

In PAL, the implementation of natural logarithmic regression is to transform to linear regression and solve it:

y = β1ln(x) + β0

Where β0 and β1 are parameters that need to be calculated.

Let x’ = ln(x)

Then y = β0 + β1 × x’

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 243
Thus, y and x’ is a linear relationship and can be solved with the linear regression method.

The implementation also supports calculating the F value and R^2 to determine statistical significance.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.
● Given the structure as Y and X, there are more than 2 records available for analysis.

LNREGRESSION

This is a logarithmic regression function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LNREGRESSION’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Fitted OUTPUT table OUT

type>

5 <schema_name> <Significance OUTPUT OUT

table type>

6 <schema_name> <PMML OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <fitted output table>, <significance output table>, <PMML output
table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

244 PUBLIC PAL Functions
 Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Variable y

3rd column Integer or double Variable X

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

ALG Integer 0 Specifies decomposition

method:

● 0: Doolittle decomposi­
tion (LU)
● 2: Singular value de­
composition (SVD)

ADJUSTED_R2 Integer 0 ● 0: Does not output ad­

justed R square
● 1: Outputs adjusted R
square

PMML_EXPORT Integer 0 ● 0: Does not export loga­

rithmic regression
model in PMML.
● 1: Exports logarithmic
regression model in
PMML in single row.
● 2: Exports logarithmic
regression model in
PMML in several rows,
and the minimum length
of each row is 5000
characters.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 245
Name Data Type Default Value Description

SELECTED_FEATURES Varchar No default value A string to specify the fea­

tures that will be processed.
The pattern is “X1,…,Xn”,
where Xi is the correspond­
ing column name in the data
table. If this parameter is not
specified, all the features will
be processed, and the third
column data will be proc­
essed as independent varia­
bles.

DEPENDENT_VARIABLE Varchar No default value Column name in the data ta­

ble used as dependent varia­
ble. If this parameter is not
specified, the second column
data will be processed as de­
pendent variables.

Output Tables

Table Column Column Data Type Description Constraint

Result 1st column Integer, varchar, or ID

nvarchar
Note: If the SE­
LECTED_FEATURES
parameter is specified,
the column data type
must be varchar or
nvarchar.

2nd column Integer or double Value Ai

● A0: intercept
● A1: beta coeffi-
cient for X1
● A2: beta coeffi-
cient for X2
● …

Fitted Data 1st column Integer, bigint, varchar, ID

or nvarchar

2nd column Integer or double Value Yi

Significance 1st column Varchar or nvarchar Name (R^2 / F)

2nd column Double Value

PMML Result 1st column Integer ID

2nd column CLOB, varchar, or Logarithmic regression

nvarchar model in PMML format

Example

SAP HANA Predictive Analysis Library (PAL)

246 PUBLIC PAL Functions
Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_NLR_DATA_T;
CREATE TYPE PAL_NLR_DATA_T AS TABLE( "ID" INT,"Y" DOUBLE,"X1" DOUBLE);
DROP TYPE PAL_NLR_RESULT_T;
CREATE TYPE PAL_NLR_RESULT_T AS TABLE("ID" INT,"Ai" DOUBLE);
DROP TYPE PAL_NLR_FITTED_T;
CREATE TYPE PAL_NLR_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);
DROP TYPE PAL_NLR_SIGNIFICANCE_T;
CREATE TYPE PAL_NLR_SIGNIFICANCE_T AS TABLE("NAME" varchar(50),"VALUE" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TYPE PAL_NLR_PMMLMODEL_T;
CREATE TYPE PAL_NLR_PMMLMODEL_T AS TABLE("ID" INT,"Model" varchar(5000));
DROP table PAL_NLR_PDATA_TBL;
CREATE column table PAL_NLR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
insert into PAL_NLR_PDATA_TBL values (1,'DM_PAL','PAL_NLR_DATA_T','IN');
insert into PAL_NLR_PDATA_TBL values (2,'DM_PAL','PAL_CONTROL_T','IN');
insert into PAL_NLR_PDATA_TBL values (3,'DM_PAL','PAL_NLR_RESULT_T','OUT');
insert into PAL_NLR_PDATA_TBL values (4,'DM_PAL','PAL_NLR_FITTED_T','OUT');
insert into PAL_NLR_PDATA_TBL values (5,'DM_PAL','PAL_NLR_SIGNIFICANCE_T','OUT');
insert into PAL_NLR_PDATA_TBL values (6,'DM_PAL','PAL_NLR_PMMLMODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_LNR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','LNREGRESSION','DM_PAL','PAL_LNR_PR
OC',PAL_NLR_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT',2,null,null);
DROP TABLE PAL_NLR_DATA_TBL;
CREATE COLUMN TABLE PAL_NLR_DATA_TBL ( "ID" INT,"Y" DOUBLE,"X1" DOUBLE);
INSERT INTO PAL_NLR_DATA_TBL VALUES (0,10,1);
INSERT INTO PAL_NLR_DATA_TBL VALUES (1,80,2);
INSERT INTO PAL_NLR_DATA_TBL VALUES (2,130,3);
INSERT INTO PAL_NLR_DATA_TBL VALUES (3,160,4);
INSERT INTO PAL_NLR_DATA_TBL VALUES (4,180,5);
INSERT INTO PAL_NLR_DATA_TBL VALUES (5,190,6);
INSERT INTO PAL_NLR_DATA_TBL VALUES (6,192,7);
DROP TABLE PAL_NLR_RESULTS_TBL;
CREATE COLUMN TABLE PAL_NLR_RESULTS_TBL ("ID" INT,"Ai" DOUBLE);
DROP TABLE PAL_NLR_FITTED_TBL;
CREATE COLUMN TABLE PAL_NLR_FITTED_TBL ("ID" INT,"Fitted" DOUBLE);
DROP TABLE PAL_NLR_SIGNIFICANCE_TBL;
CREATE COLUMN TABLE PAL_NLR_SIGNIFICANCE_TBL ("NAME" varchar(50),"VALUE" DOUBLE);
DROP TABLE PAL_NLR_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_NLR_PMMLMODEL_TBL("ID" INT, "PMMLMODEL" VARCHAR(5000));
CALL DM_PAL.PAL_LNR_PROC(PAL_NLR_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_NLR_RESULTS_TBL, PAL_NLR_FITTED_TBL, PAL_NLR_SIGNIFICANCE_TBL,
PAL_NLR_PMMLMODEL_TBL) with overview;
SELECT * FROM PAL_NLR_RESULTS_TBL;
SELECT * FROM PAL_NLR_FITTED_TBL;
SELECT * FROM PAL_NLR_SIGNIFICANCE_TBL;
SELECT * FROM PAL_NLR_PMMLMODEL_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 247
PAL_NLR_RESULTS_TBL:

PAL_NLR_FITTED_TBL:

PAL_NLR_SIGNIFICANCE_TBL:

PAL_NLR_PMMLMODEL_TBL:

FORECASTWITHLNR

This function performs prediction with the natural logarithmic regression result.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘FORECASTWITHLNR’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Predictive INPUT IN

table type>

2 <schema_name> <Coefficient INPUT IN

table type>

3 <schema_name> <PARAMETER table type> IN

SAP HANA Predictive Analysis Library (PAL)

248 PUBLIC PAL Functions
 Position Schema Name Table Type Name Parameter Type

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<predictive input table>, <coefficient input

table>, <parameter table>, <output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Predictive Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Variable X

Coefficient 1st column Integer, varchar, or nvarchar ID (start from 0)

2nd column Integer, double, varchar, Value Ai or PMML model.

nvarchar, or CLOB
Varchar, nvarchar, and CLOB
types are only valid for
PMML model.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

MODEL_FORMAT Integer 0 ● 0: Coefficients in table

● 1: PMML format

Output Table

Table Column Column Data Type Description

Fitted Result 1st column Integer, bigint, varchar, or ID

nvarchar

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 249
Table Column Column Data Type Description

2nd column Integer or double Value Yi

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FNLR_PREDICT_T;
CREATE TYPE PAL_FNLR_PREDICT_T AS TABLE( "ID" INT,"X1" DOUBLE);
DROP TYPE PAL_FNLR_COEFFICIENT_T;
CREATE TYPE PAL_FNLR_COEFFICIENT_T AS TABLE("ID" INT,"Ai" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("Name" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TYPE PAL_FNLR_FITTED_T;
CREATE TYPE PAL_FNLR_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);
DROP table PAL_FNLR_PDATA_TBL;
CREATE column table PAL_FNLR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_FNLR_PDATA_TBL values (1,'DM_PAL','PAL_FNLR_PREDICT_T','IN');
INSERT INTO PAL_FNLR_PDATA_TBL values (2,'DM_PAL','PAL_FNLR_COEFFICIENT_T','IN');
INSERT INTO PAL_FNLR_PDATA_TBL values (3,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_FNLR_PDATA_TBL values (4,'DM_PAL','PAL_FNLR_FITTED_T','OUT');

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_FORECAST_LNR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','FORECASTWITHLNR','DM_PAL','PAL_FOR
ECAST_LNR_PROC',PAL_FNLR_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("Name" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
DROP TABLE PAL_FNLR_PREDICTDATA_TBL;
CREATE COLUMN TABLE PAL_FNLR_PREDICTDATA_TBL ( "ID" INT,"X1" DOUBLE);
INSERT INTO PAL_FNLR_PREDICTDATA_TBL VALUES (0,1);
INSERT INTO PAL_FNLR_PREDICTDATA_TBL VALUES (1,2);
INSERT INTO PAL_FNLR_PREDICTDATA_TBL VALUES (2,3);
INSERT INTO PAL_FNLR_PREDICTDATA_TBL VALUES (3,4);
INSERT INTO PAL_FNLR_PREDICTDATA_TBL VALUES (4,5);
INSERT INTO PAL_FNLR_PREDICTDATA_TBL VALUES (5,6);
INSERT INTO PAL_FNLR_PREDICTDATA_TBL VALUES (6,7);
DROP TABLE PAL_FNLR_COEFFICIENT_TBL;
CREATE COLUMN TABLE PAL_FNLR_COEFFICIENT_TBL ("ID" INT,"Ai" DOUBLE);
INSERT INTO PAL_FNLR_COEFFICIENT_TBL VALUES (0,14.86160299);
INSERT INTO PAL_FNLR_COEFFICIENT_TBL VALUES (1,98.29359746);
DROP TABLE PAL_FNLR_FITTED_TBL;
CREATE COLUMN TABLE PAL_FNLR_FITTED_TBL ("ID" INT,"Fitted" DOUBLE);
CALL DM_PAL.PAL_FORECAST_LNR_PROC(PAL_FNLR_PREDICTDATA_TBL,
PAL_FNLR_COEFFICIENT_TBL, "#PAL_CONTROL_TBL", PAL_FNLR_FITTED_TBL) with overview;
SELECT * FROM PAL_FNLR_FITTED_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

250 PUBLIC PAL Functions
PAL_FNLR_FITTED_TBL:

3.3.3 Exponential Regression

Exponential regression is an approach to modeling the relationship between a scalar variable y and one or more
variables denoted X. In exponential regression, data is modeled using exponential functions, and unknown
model parameters are estimated from the data. Such models are called exponential models.

In PAL, the implementation of exponential regression is to transform to linear regression and solve it:

y = β0 × exp(β1 × x1 + β2 × x2 + … + βn × xn)

Where β0…βn are parameters that need to be calculated.

The steps are:

1. Put natural logarithmic operation on both sides:

ln(y) = ln(β0 × exp(β1 × x1 + β2 × x2 + … + βn × xn))
2. Transform it into: ln(y) = ln(β0) + β1 × x1 + β2 × x2 + … + βn × xn
3. Let y’ = ln(y), β0’ = ln(β0)
y’ = β0’ + β1 × x1 + β2 × x2 + … + βn × xn

Thus, y’ and x1…xn is a linear relationship and can be solved using the linear regression method.

The implementation also supports calculating the F value and R^2 to determine statistical significance.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.
● Given the structure as Y and X1...Xn, there are more than n+1 records available for analysis.

EXPREGRESSION

This is an exponential regression function.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 251
Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘EXPREGRESSION’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Fitted OUTPUT table OUT

type>

5 <schema_name> <Significance OUTPUT OUT

table type>

6 <schema_name> <PMML OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <fitted output table>, <significance output table>, <PMML output
table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Variable y

Other columns Integer or double Variable Xn

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

252 PUBLIC PAL Functions
 Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

ALG Integer 0 Specifies decomposition

method:

● 0: Doolittle decomposi­
tion (LU)
● 2: Singular value de­
composition (SVD)

ADJUSTED_R2 Integer 0 ● 0: Does not output ad­

justed R square
● 1: Outputs adjusted R
square

PMML_EXPORT Integer 0 ● 0: Does not export expo­

nential regression model
in PMML.
● 1: Exports exponential
regression model in
PMML in single row.
● 2: Exports exponential
regression model in
PMML in several rows,
and the minimum length
of each row is 5000
characters.

SELECTED_FEATURES Varchar No default value A string to specify the fea­

tures that will be processed.
The pattern is “X1,…,Xn”,
where Xi is the correspond­
ing column name in the data
table. If this parameter is not
specified, all the features will
be processed, and all col­
umns except for the first and
second column data will be
processed as independent
variables.

DEPENDENT_VARIABLE Varchar No default value Column name in the data ta­

ble used as dependent varia­
ble. If this parameter is not
specified, the second column
data will be processed as de­
pendent variables.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 253
Table Column Column Data Type Description Constraint

Result 1st column Integer, varchar, or ID

nvarchar
Note: If the SE­
LECTED_FEATURES
parameter is specified,
the column data type
must be varchar or
nvarchar.

2nd column Integer or double Value Ai

● A0: the intercept

● A1: the beta coeffi-
cient for X1
● A2: the beta coef­
ficient for X2
● …

Fitted Data 1st column Integer, bigint, varchar, ID

or nvarchar

2nd column Integer or double Value Yi

Significance 1st column Varchar or nvarchar Name (R^2 / F)

2nd column Double Value

PMML Result 1st column Integer ID

2nd column CLOB, varchar, or Exponential regression

nvarchar model in PMML format

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_ER_DATA_T;
CREATE TYPE PAL_ER_DATA_T AS TABLE( "ID" INT,"Y" DOUBLE,"X1" DOUBLE, "X2"
DOUBLE);
DROP TYPE PAL_ER_RESULT_T;
CREATE TYPE PAL_ER_RESULT_T AS TABLE("ID" INT,"Ai" DOUBLE);
DROP TYPE PAL_ER_FITTED_T;
CREATE TYPE PAL_ER_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);
DROP TYPE PAL_ER_SIGNIFICANCE_T;
CREATE TYPE PAL_ER_SIGNIFICANCE_T AS TABLE("NAME" varchar(50),"VALUE" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TYPE PAL_ER_PMMLMODEL_T;
CREATE TYPE PAL_ER_PMMLMODEL_T AS TABLE("ID" INT,"Model" varchar(5000));
DROP table PAL_ER_PDATA_TBL;
CREATE column table PAL_ER_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ER_PDATA_TBL values (1,'DM_PAL','PAL_ER_DATA_T','in');

SAP HANA Predictive Analysis Library (PAL)

254 PUBLIC PAL Functions
 INSERT INTO PAL_ER_PDATA_TBL values (2,'DM_PAL','PAL_CONTROL_T','in');
INSERT INTO PAL_ER_PDATA_TBL values (3,'DM_PAL','PAL_ER_RESULT_T','out');
INSERT INTO PAL_ER_PDATA_TBL values (4,'DM_PAL','PAL_ER_FITTED_T','out');
INSERT INTO PAL_ER_PDATA_TBL values (5,'DM_PAL','PAL_ER_SIGNIFICANCE_T','out');
INSERT INTO PAL_ER_PDATA_TBL values (6,'DM_PAL','PAL_ER_PMMLMODEL_T','out');

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_EXPR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','EXPREGRESSION','DM_PAL','PAL_EXPR_
PROC',PAL_ER_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT',2,null,null);
DROP TABLE PAL_ER_DATA_TBL;
CREATE COLUMN TABLE PAL_ER_DATA_TBL ( "ID" INT,"Y" DOUBLE,"X1" DOUBLE, "X2"
DOUBLE);
INSERT INTO PAL_ER_DATA_TBL VALUES (0,0.5,0.13,0.33);
INSERT INTO PAL_ER_DATA_TBL VALUES (1,0.15,0.14,0.34);
INSERT INTO PAL_ER_DATA_TBL VALUES (2,0.25,0.15,0.36);
INSERT INTO PAL_ER_DATA_TBL VALUES (3,0.35,0.16,0.35);
INSERT INTO PAL_ER_DATA_TBL VALUES (4,0.45,0.17,0.37);
INSERT INTO PAL_ER_DATA_TBL VALUES (5,0.55,0.18,0.38);
INSERT INTO PAL_ER_DATA_TBL VALUES (6,0.65,0.19,0.39);
INSERT INTO PAL_ER_DATA_TBL VALUES (7,0.75,0.19,0.31);
INSERT INTO PAL_ER_DATA_TBL VALUES (8,0.85,0.11,0.32);
INSERT INTO PAL_ER_DATA_TBL VALUES (9,0.95,0.12,0.33);
DROP TABLE PAL_ER_RESULTS_TBL;
CREATE COLUMN TABLE PAL_ER_RESULTS_TBL LIKE PAL_ER_RESULT_T;
DROP TABLE PAL_ER_FITTED_TBL;
CREATE COLUMN TABLE PAL_ER_FITTED_TBL LIKE PAL_ER_FITTED_T;
DROP TABLE PAL_ER_SIGNIFICANCE_TBL;
CREATE COLUMN TABLE PAL_ER_SIGNIFICANCE_TBL LIKE PAL_ER_SIGNIFICANCE_T;
DROP TABLE PAL_ER_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_ER_PMMLMODEL_TBL LIKE PAL_ER_PMMLMODEL_T;
CALL DM_PAL.PAL_EXPR_PROC(PAL_ER_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_ER_RESULTS_TBL, PAL_ER_FITTED_TBL, PAL_ER_SIGNIFICANCE_TBL,
PAL_ER_PMMLMODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ER_RESULTS_TBL;
SELECT * FROM PAL_ER_FITTED_TBL;
SELECT * FROM PAL_ER_SIGNIFICANCE_TBL;
SELECT * FROM PAL_ER_PMMLMODEL_TBL;

Expected Result

PAL_ER_RESULTS_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 255
PAL_ER_FITTED_TBL:

PAL_ER_SIGNIFICANCE_TBL:

PAL_ER_PMMLMODEL_TBL:

FORECASTWITHEXPR

This function performs prediction with the exponential regression result.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘FORECASTWITHEXPR’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Coefficient INPUT IN

table type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <coefficient input

table>, <parameter table>, <output table>) with overview;

SAP HANA Predictive Analysis Library (PAL)

256 PUBLIC PAL Functions
The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Predictive Data 1st column Integer, bigint, varchar, or ID

nvarchar

Other columns Integer or double Variable Xn

Coefficient 1st column Integer, varchar, or nvarchar ID (start from 0)

2nd column Integer, double, varchar, Value Ai or PMML model.

nvarchar, or CLOB
Varchar, nvarchar and CLOB
types are only valid for
PMML model.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

MODEL_FORMAT Integer 0 ● 0: Coefficients in table

● 1: PMML format

Output Table

Table Column Column Data Type Description

Fitted Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Value Yi

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 257
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FER_PREDICT_T;
CREATE TYPE PAL_FER_PREDICT_T AS TABLE( "ID" INT,"X1" DOUBLE, "X2" DOUBLE);
DROP TYPE PAL_FER_COEFFICIENT_T;
CREATE TYPE PAL_FER_COEFFICIENT_T AS TABLE("ID" INT,"Ai" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TYPE PAL_FER_FITTED_T;
CREATE TYPE PAL_FER_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);
DROP table PAL_FER_PDATA_TBL;
CREATE column table PAL_FER_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
insert into PAL_FER_PDATA_TBL values (1,'DM_PAL','PAL_FER_PREDICT_T','in');
insert into PAL_FER_PDATA_TBL values (2,'DM_PAL','PAL_FER_COEFFICIENT_T','in');
insert into PAL_FER_PDATA_TBL values (3,'DM_PAL','PAL_CONTROL_T','in');
insert into PAL_FER_PDATA_TBL values (4,'DM_PAL','PAL_FER_FITTED_T','out');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_FORECAST_EXPR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','FORECASTWITHEXPR','DM_PAL','PAL_FO
RECAST_EXPR_PROC',PAL_FER_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
DROP TABLE PAL_FER_PREDICTDATA_TBL;
CREATE COLUMN TABLE PAL_FER_PREDICTDATA_TBL ("ID" INT,"X1" DOUBLE, "X2" DOUBLE);
INSERT INTO PAL_FER_PREDICTDATA_TBL VALUES (0,0.5,0.3);
INSERT INTO PAL_FER_PREDICTDATA_TBL VALUES (1,4,0.4);
INSERT INTO PAL_FER_PREDICTDATA_TBL VALUES (2,0,1.6);
INSERT INTO PAL_FER_PREDICTDATA_TBL VALUES (3,0.3,0.45);
INSERT INTO PAL_FER_PREDICTDATA_TBL VALUES (4,0.4,1.7);
DROP TABLE PAL_FER_COEEFICIENT_TBL;
CREATE COLUMN TABLE PAL_FER_COEEFICIENT_TBL ("ID" INT,"Ai" DOUBLE);
INSERT INTO PAL_FER_COEEFICIENT_TBL VALUES (0,1.7120914258645001);
INSERT INTO PAL_FER_COEEFICIENT_TBL VALUES (1,0.2652771198483208);
INSERT INTO PAL_FER_COEEFICIENT_TBL VALUES (2,-3.471103742302148);
DROP TABLE PAL_FER_FITTED_TBL;
CREATE COLUMN TABLE PAL_FER_FITTED_TBL ("ID" INT,"Fitted" DOUBLE);
CALL DM_PAL.PAL_FORECAST_EXPR_PROC(PAL_FER_PREDICTDATA_TBL,
PAL_FER_COEEFICIENT_TBL, "#PAL_CONTROL_TBL", PAL_FER_FITTED_TBL) with overview;
SELECT * FROM PAL_FER_FITTED_TBL;

Expected Result

PAL_FER_FITTED_TBL:

SAP HANA Predictive Analysis Library (PAL)

258 PUBLIC PAL Functions
3.3.4 Multiple Linear Regression

Linear regression is an approach to modeling the linear relationship between a variable , usually referred to
as dependent variable, and one or more variables, usually referred to as independent variables, denoted as
predictor vector . In linear regression, data are modeled using linear functions, and unknown model
parameters are estimated from the data. Such models are called linear models.

Assume we have m observation pairs (xi,yi). Then we obtain an overdetermined linear system =Y,

with is m×(n+1) matrix, is (n+1)×1 matrix, and Y is m×1 matrix, where m>n+1. Since equality is

usually not exactly satisfiable, when m > n+1, the least squares solution minimizes the squared Euclidean

norm of the residual vector r( ) so that

Elastic net regularization for multiple linear regression seeks to find that minimizes:

Where .

Here and λ≥0. If α=0, we have the ridge regularization; if α=1, we have the LASSO regularization.

The implementation also supports calculating F and R^2 to determine statistical significance.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.
● Given n independent variables, there must be at least n+1 records available for analysis.

LRREGRESSION

This is a multiple linear regression function.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 259
Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LRREGRESSION’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Fitted OUTPUT table OUT

type>

5 <schema_name> <Significance OUTPUT OUT

table type>

6 <schema_name> <PMML OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <fitted output table>, <significance output table>, <PMML output
table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Variable y

Other columns Integer or double Variable Xm

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

260 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

THREAD_NUMBER Integer 1 Specifies the number

of threads.

ALG Integer 1 Specifies algorithms The value 4 is sup­

for solving the least ported only when VAR­
square problem: IABLE_SELECTION is

● 0: LU (fast but nu­ 0.

merically unsta­
ble)
● 1: QR decomposi­
tion (numerically
stable, but fails
when A is rank-
deficient)
● 2: SVD (numeri­
cally stable and
can handle rank
deficiency but
computationally
expensive)
● 4: Cyclical coordi­
nate descent
method to solve
elastic net regu­
larized multiple
linear regression

VARIABLE_SELEC­ Integer 0 ● 0: All variables are The value 1 or 2 are

TION included supported only when
● 1: Forward selec­ ALG is not 4.
tion
● 2: Backward se­
lection

ALPHA_TO_ENTER Double 0.05 P-value for forward se­ Only valid when VARI­
lection. ABLE_SELECTION is 1.

ALPHA_TO_REMOVE Double 0.1 P-value for backward Only valid when VARI­
selection. ABLE_SELECTION is 2.

ENET_LAMBDA Double No default value Penalized weight. The Only valid when ALG is
value should be equal 4.
to or greater than 0.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 261
Name Data Type Default Value Description Dependency

ENET_ALPHA Double 1.0 The elastic net mixing Only valid when ALG is
parameter. The value 4.
range is between 0 and
1 inclusively.

● 0: Ridge penalty
● 1: LASSO penalty

MAX_ITERATION Double 1e5 Maximum number of Only valid when ALG is

passes over training 4.
data. If convergence is
not reached after the
specified number of
iterations, an error will
be generated.

THRESHOLD Double 1.0e-7 Convergence thresh­ Only valid when ALG is

old for coordinate de­ 4.
scent.

STAT_INF Integer 0 Specifies whether to

output t-value and
Pr(>|t|) of coefficients
in the Result table or
not.

● 0: No
● 1: Yes

ADJUSTED_R2 Integer 0 Specifies whether to

output adjusted R
square or not.

● 0: No
● 1: Yes

SAP HANA Predictive Analysis Library (PAL)

262 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

PMML_EXPORT Integer 0 ● 0: Does not ex­

port multiple lin­
ear regression
model in PMML.
● 1: Exports multiple
linear regression
model in PMML in
single row.
● 2: Exports multi­
ple linear regres­
sion model in
PMML in several
rows, and the
minimum length
of each row is
5000 characters.

SELECTED_FEATURES Varchar No default value A string to specify the

features that will be
processed. The pat­
tern is “X1,…,Xn”, where
Xi is the corresponding
column name in the
data table. If this pa­
rameter is not speci­
fied, all the features
will be processed, and
all columns except for
the first and second
column data will be
processed as inde­
pendent variables.

DEPENDENT_VARIA­ Varchar No default value Column name in the

BLE data table used as de­
pendent variable. If
this parameter is not
specified, the second
column data will be
processed as depend­
ent variables.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 263
Table Column Column Data Type Description Constraint

Result 1st column Integer, varchar, or ID

nvarchar
Note: If the SE­
LECTED_FEATURES
parameter is specified,
the column data type
must be varchar or
nvarchar.

2nd column Integer or double Value Ai

● A0: the intercept

● A1: the beta coeffi-
cient for X1
● A2: the beta coef­
ficient for X2
● ...

3rd column Double t-value of coefficients.

Note: This column is

available only when
the STAT_INF parame­
ter is set to 1.

4th column Double Pr(>|t|) of coefficients.

Note: This column is

available only when
the STAT_INF parame­
ter is set to 1.

Fitted Data 1st column Integer, bigint, varchar, ID

or nvarchar

2nd column Integer or double Value Yi

Significance 1st column Varchar or nvarchar Name (R^2 / F)

2nd column Double Value

PMML Result 1st column Integer ID

2nd column CLOB, varchar, or Multiple linear regres­

nvarchar sion model in PMML
format

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SAP HANA Predictive Analysis Library (PAL)

264 PUBLIC PAL Functions
Example 1: Fitting multiple linear regression model without penalties

SET SCHEMA DM_PAL;

DROP TYPE PAL_MLR_DATA_T;
CREATE TYPE PAL_MLR_DATA_T AS TABLE( "ID" INT,"Y" DOUBLE,"V1" DOUBLE, "V2"
DOUBLE);
DROP TYPE PAL_MLR_RESULT_T;
CREATE TYPE PAL_MLR_RESULT_T AS TABLE("Coefficient"
varchar(50),"CoefficientValue" DOUBLE);
DROP TYPE PAL_MLR_FITTED_T;
CREATE TYPE PAL_MLR_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);
DROP TYPE PAL_MLR_SIGNIFICANCE_T;
CREATE TYPE PAL_MLR_SIGNIFICANCE_T AS TABLE("NAME" varchar(50),"VALUE" DOUBLE);
DROP TYPE PAL_MLR_PMMLMODEL_T;
CREATE TYPE PAL_MLR_PMMLMODEL_T AS TABLE("ID" INT,"Model" varchar(5000));
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TABLE PAL_MLR_PDATA_TBL;
CREATE COLUMN TABLE PAL_MLR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_MLR_PDATA_TBL values (1,'DM_PAL','PAL_MLR_DATA_T','IN');
INSERT INTO PAL_MLR_PDATA_TBL values (2,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_MLR_PDATA_TBL values (3,'DM_PAL','PAL_MLR_RESULT_T','OUT');
INSERT INTO PAL_MLR_PDATA_TBL values (4,'DM_PAL','PAL_MLR_FITTED_T','OUT');
INSERT INTO PAL_MLR_PDATA_TBL values (5,'DM_PAL','PAL_MLR_SIGNIFICANCE_T','OUT');
INSERT INTO PAL_MLR_PDATA_TBL values (6,'DM_PAL','PAL_MLR_PMMLMODEL_T','OUT');

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_LR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','LRREGRESSION','DM_PAL','PAL_LR_PRO
C',PAL_MLR_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT',0,null,null);
DROP TABLE PAL_MLR_DATA_TBL;
CREATE COLUMN TABLE PAL_MLR_DATA_TBL ( "ID" INT,"Y" DOUBLE,"V1" DOUBLE, "V2"
DOUBLE);
INSERT INTO PAL_MLR_DATA_TBL VALUES (0,0.5,0.13,0.33);
INSERT INTO PAL_MLR_DATA_TBL VALUES (1,0.15,0.14,0.34);
INSERT INTO PAL_MLR_DATA_TBL VALUES (2,0.25,0.15,0.36);
INSERT INTO PAL_MLR_DATA_TBL VALUES (3,0.35,0.16,0.35);
INSERT INTO PAL_MLR_DATA_TBL VALUES (4,0.45,0.17,0.37);
INSERT INTO PAL_MLR_DATA_TBL VALUES (5,0.55,0.18,0.38);
INSERT INTO PAL_MLR_DATA_TBL VALUES (6,0.65,0.19,0.39);
INSERT INTO PAL_MLR_DATA_TBL VALUES (7,0.75,0.19,0.31);
INSERT INTO PAL_MLR_DATA_TBL VALUES (8,0.85,0.11,0.32);
INSERT INTO PAL_MLR_DATA_TBL VALUES (9,0.95,0.12,0.33);
DROP TABLE PAL_MLR_RESULTS_TBL;
CREATE COLUMN TABLE PAL_MLR_RESULTS_TBL ("Coefficient"
varchar(50),"CoefficientValue" DOUBLE);
DROP TABLE PAL_MLR_FITTED_TBL;
CREATE COLUMN TABLE PAL_MLR_FITTED_TBL ("ID" INT, "Fitted" DOUBLE);
DROP TABLE PAL_MLR_SIGNIFICANCE_TBL;
CREATE COLUMN TABLE PAL_MLR_SIGNIFICANCE_TBL ("NAME" varchar(50),"VALUE" DOUBLE);
DROP TABLE PAL_MLR_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_MLR_PMMLMODEL_TBL ("ID" INT, "PMMLMODEL" VARCHAR(5000));
CALL DM_PAL.PAL_LR_PROC(PAL_MLR_DATA_TBL,"#PAL_CONTROL_TBL",
PAL_MLR_RESULTS_TBL, PAL_MLR_FITTED_TBL, PAL_MLR_SIGNIFICANCE_TBL,
PAL_MLR_PMMLMODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_MLR_RESULTS_TBL;
SELECT * FROM PAL_MLR_FITTED_TBL;
SELECT * FROM PAL_MLR_SIGNIFICANCE_TBL;

Expected Results

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 265
PAL_MLR_RESULTS_TBL:

PAL_MLR_FITTED_TBL:

PAL_MLR_SIGNIFICANCE_TBL:

Example 2: Fitting multiple linear regression model with elastic net penalties

SET SCHEMA DM_PAL;

DROP TYPE PAL_ENET_MLR_DATA_T;
CREATE TYPE PAL_ENET_MLR_DATA_T AS TABLE( "ID" INT,"Y" DOUBLE,"V1" DOUBLE,"V2"
DOUBLE,"V3" DOUBLE);
DROP TYPE PAL_ENET_MLR_RESULT_T;
CREATE TYPE PAL_ENET_MLR_RESULT_T AS TABLE("Coefficient" varchar(50),
"CoefficientValue" DOUBLE);
DROP TYPE PAL_ENET_MLR_FITTED_T;
CREATE TYPE PAL_ENET_MLR_FITTED_T AS TABLE("ID" INT, "Fitted" DOUBLE);
DROP TYPE PAL_ENET_MLR_SIGNIFICANCE_T;
CREATE TYPE PAL_ENET_MLR_SIGNIFICANCE_T AS TABLE("NAME" varchar(50), "VALUE"
DOUBLE);
DROP TYPE PAL_ENET_MLR_PMMLMODEL_T;
CREATE TYPE PAL_ENET_MLR_PMMLMODEL_T AS TABLE("ID" INT, "Model" VARCHAR(5000));
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100),"INTARGS"
INT,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TABLE PAL_ENET_MLR_PDATA_TBL;

SAP HANA Predictive Analysis Library (PAL)

266 PUBLIC PAL Functions
 CREATE COLUMN TABLE PAL_ENET_MLR_PDATA_TBL("POSITION" INT,"SCHEMA_NAME"
NVARCHAR(256),"TYPE_NAME" NVARCHAR(256),"PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ENET_MLR_PDATA_TBL values (1,'DM_PAL','PAL_ENET_MLR_DATA_T',
'IN');
INSERT INTO PAL_ENET_MLR_PDATA_TBL values (2,'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_ENET_MLR_PDATA_TBL values (3,'DM_PAL','PAL_ENET_MLR_RESULT_T',
'OUT');
INSERT INTO PAL_ENET_MLR_PDATA_TBL values (4,'DM_PAL','PAL_ENET_MLR_FITTED_T',
'OUT');
INSERT INTO PAL_ENET_MLR_PDATA_TBL values
(5,'DM_PAL','PAL_ENET_MLR_SIGNIFICANCE_T', 'OUT');
INSERT INTO PAL_ENET_MLR_PDATA_TBL values
(6,'DM_PAL','PAL_ENET_MLR_PMMLMODEL_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ENET_MLR_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'LRREGRESSION', 'DM_PAL',
'PAL_ENET_MLR_PROC', PAL_ENET_MLR_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME"
VARCHAR(100),"INTARGS" INT,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALG', 4, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ENET_LAMBDA', null, 0.003194, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ENET_ALPHA', null, 0.95, null);
DROP TABLE PAL_ENET_MLR_DATA_TBL;
CREATE COLUMN TABLE PAL_ENET_MLR_DATA_TBL ( "ID" INT,"Y" DOUBLE,"V1" DOUBLE,"V2"
DOUBLE,"V3" DOUBLE);
INSERT INTO PAL_ENET_MLR_DATA_TBL VALUES (0, 1.2, 0.1, 0.205, 0.9);
INSERT INTO PAL_ENET_MLR_DATA_TBL VALUES (1, 0.2, -1.705, -3.4, 1.7);
INSERT INTO PAL_ENET_MLR_DATA_TBL VALUES (2, 1.1, 0.4, 0.8, 0.5);
INSERT INTO PAL_ENET_MLR_DATA_TBL VALUES (3, 1.1, 0.1, 0.201, 0.8);
INSERT INTO PAL_ENET_MLR_DATA_TBL VALUES (4, 0.3, -0.306, -0.6, 0.2);
DROP TABLE PAL_ENET_MLR_RESULTS_TBL;
CREATE COLUMN TABLE PAL_ENET_MLR_RESULTS_TBL ("Coefficient"
varchar(50),"CoefficientValue" DOUBLE);
DROP TABLE PAL_ENET_MLR_FITTED_TBL;
CREATE COLUMN TABLE PAL_ENET_MLR_FITTED_TBL ("ID" INT,"Fitted" DOUBLE);
DROP TABLE PAL_ENET_MLR_SIGNIFICANCE_TBL;
CREATE COLUMN TABLE PAL_ENET_MLR_SIGNIFICANCE_TBL ("NAME" varchar(50),"VALUE"
DOUBLE);
DROP TABLE PAL_ENET_MLR_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_ENET_MLR_PMMLMODEL_TBL ("ID" INT, "PMMLMODEL"
VARCHAR(5000));
CALL DM_PAL.PAL_ENET_MLR_PROC(PAL_ENET_MLR_DATA_TBL,"#PAL_CONTROL_TBL",
PAL_ENET_MLR_RESULTS_TBL, PAL_ENET_MLR_FITTED_TBL,
PAL_ENET_MLR_SIGNIFICANCE_TBL, PAL_ENET_MLR_PMMLMODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ENET_MLR_RESULTS_TBL;
SELECT * FROM PAL_ENET_MLR_FITTED_TBL;
SELECT * FROM PAL_ENET_MLR_SIGNIFICANCE_TBL;

Expected Results

PAL_ENET_MLR_RESULTS_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 267
PAL_ENET_MLR_FITTED_TBL:

PAL_ENET_MLR_SIGNIFICANCE_TBL:

FORECASTWITHLR

This function performs prediction with the linear regression result.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘FORECASTWITHLR’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Coefficient INPUT IN

table type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <coefficient input

table>, <parameter table>, <output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

SAP HANA Predictive Analysis Library (PAL)

268 PUBLIC PAL Functions
 Table Column Column Data Type Description

Predictive Data 1st column Integer, bigint, varchar, or ID

nvarchar

Other columns Integer or double Variable Xn

Coefficient 1st column Integer, varchar, or nvarchar ID (start from 0)

2nd column Integer, double, varchar, Value Ai or PMML model.

nvarchar, or CLOB
Varchar, nvarchar, and CLOB
types are only valid for
PMML model.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

MODEL_FORMAT Integer 0 ● 0: Coefficients in table

● 1: PMML format

Output Table

Table Column Column Data Type Description

Fitted Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Value Yi

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FMLR_PREDICT_T;
CREATE TYPE PAL_FMLR_PREDICT_T AS TABLE( "ID" INT, "V1" DOUBLE, "V2" DOUBLE);
DROP TYPE PAL_FMLR_COEFFICIENT_T;
CREATE TYPE PAL_FMLR_COEFFICIENT_T AS TABLE("Coefficient" varchar(50),
"CoefficientValue" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TYPE PAL_FMLR_FITTED_T;
CREATE TYPE PAL_FMLR_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 269
 DROP table PAL_FMLR_PDATA_TBL;
CREATE column table PAL_FMLR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_FMLR_PDATA_TBL values (1,'DM_PAL','PAL_FMLR_PREDICT_T','IN');
INSERT INTO PAL_FMLR_PDATA_TBL values (2,'DM_PAL','PAL_FMLR_COEFFICIENT_T','IN');
INSERT INTO PAL_FMLR_PDATA_TBL values (3,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_FMLR_PDATA_TBL values (4,'DM_PAL','PAL_FMLR_FITTED_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_FORECAST_LR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','FORECASTWITHLR','DM_PAL','PAL_FORE
CAST_LR_PROC',PAL_FMLR_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2,null,null);
DROP TABLE PAL_FMLR_PREDICTDATA_TBL;
CREATE COLUMN TABLE PAL_FMLR_PREDICTDATA_TBL ("ID" INT, "V1" DOUBLE, "V2"
DOUBLE);
INSERT INTO PAL_FMLR_PREDICTDATA_TBL VALUES (0,0.5,0.3);
INSERT INTO PAL_FMLR_PREDICTDATA_TBL VALUES (1,4,0.4);
INSERT INTO PAL_FMLR_PREDICTDATA_TBL VALUES (2,0,1.6);
INSERT INTO PAL_FMLR_PREDICTDATA_TBL VALUES (3,0.3,0.45);
INSERT INTO PAL_FMLR_PREDICTDATA_TBL VALUES (4,0.4,1.7);
DROP TABLE PAL_FMLR_COEEFICIENT_TBL;
CREATE COLUMN TABLE PAL_FMLR_COEEFICIENT_TBL ("Coefficient" varchar(50),
"CoefficientValue" DOUBLE);
INSERT INTO PAL_FMLR_COEEFICIENT_TBL VALUES ('__PAL_INTERCEPT__',
1.7120914258645001);
INSERT INTO PAL_FMLR_COEEFICIENT_TBL VALUES ('V1', 0.2652771198483208);
INSERT INTO PAL_FMLR_COEEFICIENT_TBL VALUES ('V2', -3.471103742302148);
DROP TABLE PAL_FMLR_FITTED_TBL;
CREATE COLUMN TABLE PAL_FMLR_FITTED_TBL ("ID" INT,"Fitted" DOUBLE);
CALL DM_PAL.PAL_FORECAST_LR_PROC(PAL_FMLR_PREDICTDATA_TBL,
PAL_FMLR_COEEFICIENT_TBL, "#PAL_CONTROL_TBL", PAL_FMLR_FITTED_TBL) with overview;
SELECT * FROM PAL_FMLR_FITTED_TBL;

Expected Result

PAL_FMLR_FITTED_TBL:

3.3.5 Polynomial Regression

Polynomial regression is an approach to modeling the relationship between a scalar variable y and a variable
denoted X. In polynomial regression, data is modeled using polynomial functions, and unknown model
parameters are estimated from the data. Such models are called polynomial models.

In PAL, the implementation of exponential regression is to transform to linear regression and solve it:

y = β0 + β1 × x + β2 × x2 + … + βn × xn

Where β0…βn are parameters that need to be calculated.

SAP HANA Predictive Analysis Library (PAL)

270 PUBLIC PAL Functions
Let x = x1’, x2 = x2’, …, xn = xn’, and then

y’ = β0’ + β1 × x1 + β2 × x2 + … + βn × xn

So, y’ and x1…xn is a linear relationship and can be solved using the linear regression method.

The implementation also supports calculating the F value and R^2 to determine statistical significance.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.
● Given the structure as Y and X1...Xn, there are more than n+1 records available for analysis.

POLYNOMIALREGRESSION

This is a polynomial regression function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘POLYNOMIALREGRESSION’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Fitted OUTPUT table OUT

type>

5 <schema_name> <Significance OUTPUT OUT

table type>

6 <schema_name> <PMML OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name> (<input table>, <parameter table>, <result

output table>, <fitted output table>, <significance output table>, <PMML output
table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 271
Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Variable y

3rd column Integer or double Variable X

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

Name Data Type Description

POLYNOMIAL_NUM Integer This is a mandatory parameter to cre­

ate a polynomial of degree POLYNO­
MIAL_NUM model.

Note: POLYNOMIAL_NUM replaces

VARIABLE_NUM.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads.

ALG Integer 0 Specifies decomposition

method:

● 0: Doolittle decomposi­
tion (LU)
● 2: Singular value de­
composition (SVD)

ADJUSTED_R2 Integer 0 ● 0: Does not output ad­

justed R square
● 1: Outputs adjusted R
square

SAP HANA Predictive Analysis Library (PAL)

272 PUBLIC PAL Functions
 Name Data Type Default Value Description

PMML_EXPORT Integer 0 ● 0: Does not export poly­

nomial regression model
in PMML.
● 1: Exports polynomial re­
gression model in PMML
in single row.
● 2: Exports polynomial
regression model in
PMML in several rows,
and the minimum length
of each row is 5000
characters.

SELECTED_FEATURES Varchar No default value A string to specify the fea­

tures that will be processed.
The pattern is “X1,…,Xn”,
where Xi is the correspond­
ing column name in the data
table. If this parameter is not
specified, all the features will
be processed, and the third
column data will be proc­
essed as independent varia­
bles.

DEPENDENT_VARIABLE Varchar No default value Column name in the data ta­

ble used as dependent varia­
ble. If this parameter is not
specified, the second column
data will be processed as de­
pendent variables.

Output Tables

Table Column Column Data Type Description Constraint

Result 1st column Integer, varchar, or ID

nvarchar
Note: If the SE­
LECTED_FEATURES
parameter is specified,
the column data type
must be varchar or
nvarchar.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 273
Table Column Column Data Type Description Constraint

2nd column Integer or double Value Ai

● A0: the intercept

● A1: the beta coeffi-
cient for X1
● A2: the beta coef­
ficient for X2
● ...

Fitted Data 1st column Integer, bigint, varchar, ID

or nvarchar

2nd column Integer or double Value Yi

Significance 1st column Varchar or nvarchar Name (R^2 / F)

2nd column Double Value

PMML Result 1st column Integer ID

2nd column CLOB, varchar, or Polynomial regression

nvarchar model in PMML format

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_PR_DATA_T;
CREATE TYPE PAL_PR_DATA_T AS TABLE( "ID" INT,"Y" DOUBLE,"X1" DOUBLE);
DROP TYPE PAL_PR_RESULT_T;
CREATE TYPE PAL_PR_RESULT_T AS TABLE("ID" INT,"Ai" DOUBLE);
DROP TYPE PAL_PR_FITTED_T;
CREATE TYPE PAL_PR_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);
DROP TYPE PAL_PR_SIGNIFICANCE_T;
CREATE TYPE PAL_PR_SIGNIFICANCE_T AS TABLE("NAME" varchar(50),"VALUE" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TYPE PAL_PR_PMMLMODEL_T;
CREATE TYPE PAL_PR_PMMLMODEL_T AS TABLE("ID" INT,"Model" varchar(5000));
DROP table PAL_PR_PDATA_TBL;
CREATE column table PAL_PR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
insert into PAL_PR_PDATA_TBL values (1,'DM_PAL','PAL_PR_DATA_T','IN');
insert into PAL_PR_PDATA_TBL values (2,'DM_PAL','PAL_CONTROL_T','IN');
insert into PAL_PR_PDATA_TBL values (3,'DM_PAL','PAL_PR_RESULT_T','OUT');
insert into PAL_PR_PDATA_TBL values (4,'DM_PAL','PAL_PR_FITTED_T','OUT');
insert into PAL_PR_PDATA_TBL values (5,'DM_PAL','PAL_PR_SIGNIFICANCE_T','OUT');
insert into PAL_PR_PDATA_TBL values (6,'DM_PAL','PAL_PR_PMMLMODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_POLYNOMIALR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','POLYNOMIALREGRESSION','DM_PAL','PA
L_POLYNOMIALR_PROC',PAL_PR_PDATA_TBL);

DROP TABLE #PAL_CONTROL_TBL;

SAP HANA Predictive Analysis Library (PAL)

274 PUBLIC PAL Functions
 CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('POLYNOMIAL_NUM',3,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT',2,null,null);
DROP TABLE PAL_PR_DATA_TBL;
CREATE COLUMN TABLE PAL_PR_DATA_TBL ( "ID" INT,"Y" DOUBLE,"X1" DOUBLE);
INSERT INTO PAL_PR_DATA_TBL VALUES (0,5,1);
INSERT INTO PAL_PR_DATA_TBL VALUES (1,20,2);
INSERT INTO PAL_PR_DATA_TBL VALUES (2,43,3);
INSERT INTO PAL_PR_DATA_TBL VALUES (3,89,4);
INSERT INTO PAL_PR_DATA_TBL VALUES (4,166,5);
INSERT INTO PAL_PR_DATA_TBL VALUES (5,247,6);
INSERT INTO PAL_PR_DATA_TBL VALUES (6,403,7);
DROP TABLE PAL_PR_RESULTS_TBL;
CREATE COLUMN TABLE PAL_PR_RESULTS_TBL ("ID" INT,"Ai" DOUBLE);
DROP TABLE PAL_PR_FITTED_TBL;
CREATE COLUMN TABLE PAL_PR_FITTED_TBL ("ID" INT,"Fitted" DOUBLE);
DROP TABLE PAL_PR_SIGNIFICANCE_TBL;
CREATE COLUMN TABLE PAL_PR_SIGNIFICANCE_TBL ("NAME" varchar(50),"VALUE" DOUBLE);
DROP TABLE PAL_PR_MODEL_TBL;
CREATE COLUMN TABLE PAL_PR_MODEL_TBL ("ID" INT, "PMMLMODEL" VARCHAR(5000));
CALL DM_PAL.PAL_POLYNOMIALR_PROC(PAL_PR_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_PR_RESULTS_TBL, PAL_PR_FITTED_TBL, PAL_PR_SIGNIFICANCE_TBL,
PAL_PR_MODEL_TBL) with overview;
SELECT * FROM PAL_PR_RESULTS_TBL;
SELECT * FROM PAL_PR_FITTED_TBL;
SELECT * FROM PAL_PR_SIGNIFICANCE_TBL;
SELECT * FROM PAL_PR_MODEL_TBL;

Expected Result

PAL_PR_RESULTS_TBL:

PAL_PR_FITTED_TBL:

PAL_PR_SIGNIFICANCE_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 275
PAL_PR_MODEL_TBL:

FORECASTWITHPOLYNOMIALR

This function performs prediction with the polynomial regression result.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘FORECASTWITHPOLYNOMIALR’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Coefficient INPUT IN

table type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <coefficient input

table>, <parameter table>, <output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Predictive Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Variable X

Coefficient 1st column Integer, varchar, or nvarchar ID (start from 0)

2nd column Integer, double, varchar, Value Ai or PMML model.

nvarchar, or CLOB
Varchar, nvarchar, and CLOB
types are only valid for
PMML model.

SAP HANA Predictive Analysis Library (PAL)

276 PUBLIC PAL Functions
Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

MODEL_FORMAT Integer 0 ● 0: Coefficients in table

● 1: PMML format

Output Table

Table Column Column Data Type Description

Fitted Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Value Yi

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FPR_PREDICT_T;
CREATE TYPE PAL_FPR_PREDICT_T AS TABLE( "ID" INT,"X1" DOUBLE);
DROP TYPE PAL_FPR_COEFFICIENT_T;
CREATE TYPE PAL_FPR_COEFFICIENT_T AS TABLE("ID" INT,"Ai" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("Name" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
DROP TYPE PAL_FPR_FITTED_T;
CREATE TYPE PAL_FPR_FITTED_T AS TABLE("ID" INT,"Fitted" DOUBLE);
DROP table PAL_FPR_PDATA_TBL;
CREATE column table PAL_FPR_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_FPR_PDATA_TBL values (1,'DM_PAL','PAL_FPR_PREDICT_T','IN');
INSERT INTO PAL_FPR_PDATA_TBL values (2,'DM_PAL','PAL_FPR_COEFFICIENT_T','IN');
INSERT INTO PAL_FPR_PDATA_TBL values (3,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_FPR_PDATA_TBL values (4,'DM_PAL','PAL_FPR_FITTED_T','OUT');

CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_FORECAST_POLYNOMIALR_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','FORECASTWITHPOLYNOMIALR','DM_PAL',
'PAL_FORECAST_POLYNOMIALR_PROC',PAL_FPR_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 277
 CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("Name" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8,null,null);
DROP TABLE PAL_FPR_PREDICTDATA_TBL;
CREATE COLUMN TABLE PAL_FPR_PREDICTDATA_TBL ( "ID" INT,"X1" DOUBLE);
INSERT INTO PAL_FPR_PREDICTDATA_TBL VALUES (0,0.3);
INSERT INTO PAL_FPR_PREDICTDATA_TBL VALUES (1,4.0);
INSERT INTO PAL_FPR_PREDICTDATA_TBL VALUES (2,1.6);
INSERT INTO PAL_FPR_PREDICTDATA_TBL VALUES (3,0.45);
INSERT INTO PAL_FPR_PREDICTDATA_TBL VALUES (4,1.7);
DROP TABLE PAL_FPR_COEEFICIENT_TBL;
CREATE COLUMN TABLE PAL_FPR_COEEFICIENT_TBL ("ID" INT,"Ai" DOUBLE);
INSERT INTO PAL_FPR_COEEFICIENT_TBL VALUES (0,4.0);
INSERT INTO PAL_FPR_COEEFICIENT_TBL VALUES (1,3.0);
INSERT INTO PAL_FPR_COEEFICIENT_TBL VALUES (2,2.0);
INSERT INTO PAL_FPR_COEEFICIENT_TBL VALUES (3,1.0);
DROP TABLE PAL_FPR_FITTED_TBL;
CREATE COLUMN TABLE PAL_FPR_FITTED_TBL ("ID" INT,"Fitted" DOUBLE);
CALL DM_PAL.PAL_FORECAST_POLYNOMIALR_PROC(PAL_FPR_PREDICTDATA_TBL,
PAL_FPR_COEEFICIENT_TBL, "#PAL_CONTROL_TBL", PAL_FPR_FITTED_TBL) with overview;
SELECT * FROM PAL_FPR_FITTED_TBL;

Expected Result

PAL_FPR_FITTED_TBL:

3.4 Association Algorithms

This section describes the association algorithms that are provided by the Predictive Analysis Library.

3.4.1 Apriori

Apriori is a classic predictive analysis algorithm for finding association rules used in association analysis.
Association analysis uncovers the hidden patterns, correlations or casual structures among a set of items or
objects. For example, association analysis enables you to understand what products and services customers
tend to purchase at the same time. By analyzing the purchasing trends of your customers with association
analysis, you can predict their future behavior.

Apriori is designed to operate on databases containing transactions. As is common in association rule mining,
given a set of items, the algorithm attempts to find subsets which are common to at least a minimum number
of the item sets. Apriori uses a “bottom up” approach, where frequent subsets are extended one item at a time,
a step known as candidate generation, and groups of candidates are tested against the data. The algorithm
terminates when no further successful extensions are found. Apriori uses breadth-first search and a tree

SAP HANA Predictive Analysis Library (PAL)

278 PUBLIC PAL Functions
structure to count candidate item sets efficiently. It generates candidate item sets of length k from item sets of
length k-1, and then prunes the candidates which have an infrequent sub pattern. The candidate set contains
all frequent k-length item sets. After that, it scans the transaction database to determine frequent item sets
among the candidates.

The Apriori function in PAL uses vertical data format to store the transaction data in memory. The function can
take varchar/nvarchar or integer transaction ID and item ID as input. It supports the output of confidence,
support, and lift value, but does not limit the number of output rules. However, you can use SQL script to select
the number of output rules, for example:

SELECT TOP 2000 FROM RULE_RESULTS where lift > 0.5

Prerequisites

● The input data does not contain null value.

● There are no duplicated items in each transaction.

APRIORIRULE

This function reads input transaction data and generates association rules by the Apriori algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘APRIORIRULE’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <PMML OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <PMML output table>) WITH overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 279
Signature

Input Table

Table Column Column Data Type Description

Dataset/ Historical Data 1st column Integer, varchar, or nvarchar Transaction ID

2nd column Integer, varchar, or nvarchar Item ID

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

Name Data Type Description

MIN_SUPPORT Double User-specified minimum support (ac­

tual value).

MIN_CONFIDENCE Double User-specified minimum confidence

(actual value).

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

MIN_LIFT Double 0.0 User-specified minimum lift.

MAX_CONSEQUENT Integer 100 Maximum length of depend­

ent items.

MAXITEMLENGTH Integer 5 Total length of leading items

and dependent items in the
output.

UBIQUITOUS Double 1.0 Ignores items whose support

values are greater than the
UBIQUITOUS value during
the frequent items mining
phase.

SAP HANA Predictive Analysis Library (PAL)

280 PUBLIC PAL Functions
 Name Data Type Default Value Description

IS_USE_PREFIX_TREE Integer 0 Indicates whether to use the

prefix tree, which can save
memory.

● 0: Does not use the pre­

fix tree.
● 1: Uses the prefix tree.

LHS_RESTRICT Varchar No default value Specifies that some items

are only allowed on the left-
hand side of the association
rules.

RHS_RESTRICT Varchar No default value Specifies that some items

are only allowed on the right-
hand side of the association
rules.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 281
Name Data Type Default Value Description

LHS_IS_COMPLEMEN­ Integer 0 If you use RHS_RESTRICT to

TARY_RHS restrict some items to the
right-hand side of the associ­
ation rules, you can set this
parameter to 1 to restrict the
consequent items to the left-
hand side.

For example, if you have

1000 items (i1, i2, ..., i1000)
and want to restrict i1 and i2
to the right-hand side, and i3,
i4, ..., i1000 to the left-hand
side, you can set the parame­
ters similar to the following:

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘RHS_RESTRICT’,
NULL, NULL, ‘i1’);

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘RHS_RESTRICT’,
NULL, NULL, ‘i2’);

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘LHS_IS_COMPLEMENT
ARY_RHS’, 1, NULL,
NULL);

RHS_IS_COMPLEMEN­ Integer 0 If you use LHS_RESTRICT to

TARY_LHS restrict some items to the
left-hand side of the associa­
tion rules, you can set this
parameter to 1 to restrict the
consequent items to the
right-hand side.

THREAD_NUMBER Integer 1 Number of threads.

SAP HANA Predictive Analysis Library (PAL)

282 PUBLIC PAL Functions
 Name Data Type Default Value Description

TIMEOUT Integer 3600 Specifies the maximum run

time in seconds. The algo­
rithm will stop running when
the specified timeout is
reached.

PMML_EXPORT Integer 0 ● 0: Does not export Apri­

ori model in PMML.
● 1: Exports Apriori model
in PMML in single row.
● 2: Exports Apriori model
in PMML in several rows,
and the minimum length
of each row is 5000
characters.

Output Tables

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Leading items

2nd column Varchar or nvarchar Dependent items

3rd column Double Support value

4th column Double Confidence value

5th column Double Lift value

PMML Result 1st column Integer ID

2nd column CLOB, varchar, or nvarchar Apriori model in PMML for­

mat

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_APRIORI_DATA_T;
CREATE TYPE PAL_APRIORI_DATA_T AS TABLE(
"CUSTOMER" INTEGER,
"ITEM" VARCHAR(20)
);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 283
 DROP TYPE PAL_APRIORI_RESULT_T;
CREATE TYPE PAL_APRIORI_RESULT_T AS TABLE(
"PRERULE" VARCHAR(500),
"POSTRULE" VARCHAR(500),
"SUPPORT" DOUBLE,
"CONFIDENCE" DOUBLE,
"LIFT" DOUBLE
);
DROP TYPE PAL_APRIORI_PMMLMODEL_T;
CREATE TYPE PAL_APRIORI_PMMLMODEL_T AS TABLE(
"ID" INTEGER,
"PMMLMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_APRIORI_PDATA_TBL;
CREATE COLUMN TABLE PAL_APRIORI_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_APRIORI_DATA_T',
'IN');
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_APRIORI_RESULT_T',
'OUT');
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_APRIORI_PMMLMODEL_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_APRIORI_RULE_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'APRIORIRULE', 'DM_PAL',
'PAL_APRIORI_RULE_PROC', PAL_APRIORI_PDATA_TBL);
DROP TABLE PAL_APRIORI_TRANS_TBL;
CREATE COLUMN TABLE PAL_APRIORI_TRANS_TBL LIKE PAL_APRIORI_DATA_T;
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (2, 'item2');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (2, 'item3');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (3, 'item1');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (3, 'item2');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (3, 'item4');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (4, 'item1');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (4, 'item3');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (5, 'item2');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (5, 'item3');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (6, 'item1');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (6, 'item3');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (0, 'item1');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (0, 'item2');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (0, 'item5');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (1, 'item2');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (1, 'item4');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (7, 'item1');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (7, 'item2');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (7, 'item3');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (7, 'item5');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (8, 'item1');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (8, 'item2');
INSERT INTO PAL_APRIORI_TRANS_TBL VALUES (8, 'item3');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)

SAP HANA Predictive Analysis Library (PAL)

284 PUBLIC PAL Functions
 );
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_SUPPORT', null, 0.1, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_CONFIDENCE', null, 0.3, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_LIFT', null, 1.1, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_CONSEQUENT', 1, null, null);
DROP TABLE PAL_APRIORI_RESULT_TBL;
CREATE COLUMN TABLE PAL_APRIORI_RESULT_TBL LIKE PAL_APRIORI_RESULT_T;
DROP TABLE PAL_APRIORI_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_APRIORI_PMMLMODEL_TBL LIKE PAL_APRIORI_PMMLMODEL_T;
CALL "DM_PAL".PAL_APRIORI_RULE_PROC(PAL_APRIORI_TRANS_TBL, #PAL_CONTROL_TBL,
PAL_APRIORI_RESULT_TBL, PAL_APRIORI_PMMLMODEL_TBL) WITH overview;
SELECT * FROM PAL_APRIORI_RESULT_TBL;
SELECT * FROM PAL_APRIORI_PMMLMODEL_TBL;

Expected Result:

PAL_APRIORI_RESULT_TBL:

APRIORIRULE2

This function has the same logic with APRIORIRULE, but it splits the result table into three tables.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘APRIORIRULE2’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 285
Position Schema Name Table Type Name Parameter Type

3 <schema_name> <Statistical OUTPUT OUT

table type>

4 <schema_name> <Antecedent OUTPUT OUT

table type>

5 <schema_name> <Consequent OUTPUT OUT

table type>

6 <schema_name> <PMML OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>,

<statistical output table>, <antecedent output table>, <consequent output
table>, <PMML output table>) WITH overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, varchar, or nvarchar Transaction ID

2nd column Integer, varchar, or nvarchar Item ID

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

Name Data Type Description

MIN_SUPPORT Double User-specified minimum support (ac­

tual value).

MIN_CONFIDENCE Double User-specified minimum confidence

(actual value).

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

286 PUBLIC PAL Functions
 Name Data Type Default Value Description

MIN_LIFT Double 0.0 User-specified minimum lift.

MAX_CONSEQUENT Integer 100 Maximum length of depend­

ent items.

MAXITEMLENGTH Integer 5 Total length of leading items

and dependent items in the
output.

UBIQUITOUS Double 1.0 Ignores items whose support

values are greater than the
UBIQUITOUS value during
the frequent items mining
phase.

IS_USE_PREFIX_TREE Integer 0 Indicates whether to use the

prefix tree, which can save
memory.

● 0: Does not use the pre­

fix tree.
● 1: Uses the prefix tree.

LHS_RESTRICT Varchar No default value Specifies that some items

are only allowed on the left-
hand side of the association
rules.

RHS_RESTRICT Varchar No default value Specifies that some items

are only allowed on the right-
hand side of the association
rules.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 287
Name Data Type Default Value Description

LHS_IS_COMPLEMEN­ Integer 0 If you use RHS_RESTRICT to

TARY_RHS restrict some items to the
right-hand side of the associ­
ation rules, you can set this
parameter to 1 to restrict the
consequent items to the left-
hand side.

For example, if you have

1000 items (i1, i2, ..., i1000)
and want to restrict i1 and i2
to the right-hand side, and i3,
i4, ..., i1000 to the left-hand
side, you can set the parame­
ters similar to the following:

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘RHS_RESTRICT’,
NULL, NULL, ‘i1’);

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘RHS_RESTRICT’,
NULL, NULL, ‘i2’);

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘LHS_IS_COMPLEMENT
ARY_RHS’, 1, NULL,
NULL);

RHS_IS_COMPLEMEN­ Integer 0 If you use LHS_RESTRICT to

TARY_LHS restrict some items to the
left-hand side of the associa­
tion rules, you can set this
parameter to 1 to restrict the
consequent items to the
right-hand side.

THREAD_NUMBER Integer 1 Number of threads.

SAP HANA Predictive Analysis Library (PAL)

288 PUBLIC PAL Functions
 Name Data Type Default Value Description

TIMEOUT Integer 3600 Specifies the maximum run

time in seconds. The algo­
rithm will stop running when
the specified timeout is
reached.

PMML_EXPORT Double 0 ● 0: Does not export the

PMML model.
● 1: Exports Apriori model
in PMML in single row.
● 2: Exports Apriori model
in PMML in several rows,
and the minimum length
of each row is 5000
characters.

Output Tables

Table Column Column Data Type Description

Statistical 1st column Integer ID

2nd column Double Support

3rd column Double Confidence

4th column Double Lift

Antecedent 1st column Integer ID

2nd column Varchar, nvarchar, or integer Antecedent item

Consequent 1st column Integer ID

2nd column Varchar, nvarchar, or integer Consequent item

PMML Result 1st column Integer ID

2nd column Varchar or nvarchar PMML model

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 289
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_APRIORI_DATA_T;
CREATE TYPE PAL_APRIORI_DATA_T AS TABLE(
"CUSTOMER" INTEGER,
"ITEM" VARCHAR(20)
);
DROP TYPE PAL_APRIORI_RULES_T;
CREATE TYPE PAL_APRIORI_RULES_T AS TABLE(
"ID" INTEGER,
"SUPPORT" DOUBLE,
"CONFIDENCE" DOUBLE,
"LIFT" DOUBLE
);
DROP TYPE PAL_APRIORI_ANTE_ITEMS_T;
CREATE TYPE PAL_APRIORI_ANTE_ITEMS_T AS TABLE(
"ID" INTEGER,
"ANTECEDENT" VARCHAR(20)
);
DROP TYPE PAL_APRIORI_CONS_ITEMS_T;
CREATE TYPE PAL_APRIORI_CONS_ITEMS_T AS TABLE(
"ID" INTEGER,
"CONSEQUENT" VARCHAR(20)
);
DROP TYPE PAL_APRIORI_PMMLMODEL_T;
CREATE TYPE PAL_APRIORI_PMMLMODEL_T AS TABLE(
"ID" INTEGER,
"PMMLMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);

DROP TABLE PAL_APRIORI_PDATA_TBL;

CREATE COLUMN TABLE PAL_APRIORI_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_APRIORI_DATA_T',
'IN');
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_APRIORI_RULES_T',
'OUT');
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_APRIORI_ANTE_ITEMS_T', 'OUT');
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (5, 'DM_PAL',
'PAL_APRIORI_CONS_ITEMS_T', 'OUT');
INSERT INTO PAL_APRIORI_PDATA_TBL VALUES (6, 'DM_PAL',
'PAL_APRIORI_PMMLMODEL_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_APRIORI2_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'APRIORIRULE2', 'DM_PAL',
'PAL_APRIORI2_PROC', PAL_APRIORI_PDATA_TBL);
DROP TABLE PAL_APRIORI_DATA_TBL;
CREATE COLUMN TABLE PAL_APRIORI_DATA_TBL LIKE PAL_APRIORI_DATA_T;
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (2, 'item2');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (2, 'item3');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (3, 'item1');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (3, 'item2');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (3, 'item4');

SAP HANA Predictive Analysis Library (PAL)

290 PUBLIC PAL Functions
 INSERT INTO PAL_APRIORI_DATA_TBL VALUES (4, 'item1');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (4, 'item3');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (5, 'item2');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (5, 'item3');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (6, 'item1');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (6, 'item3');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (0, 'item1');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (0, 'item2');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (0, 'item5');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (1, 'item2');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (1, 'item4');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (7, 'item1');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (7, 'item2');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (7, 'item3');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (7, 'item5');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (8, 'item1');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (8, 'item2');
INSERT INTO PAL_APRIORI_DATA_TBL VALUES (8, 'item3');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_SUPPORT', null, 0.1, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_CONFIDENCE', null, 0.6, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_LIFT', null, 1.2, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_CONSEQUENT', 1, null, null);
DROP TABLE PAL_APRIORI_RULES_TBL;
CREATE COLUMN TABLE PAL_APRIORI_RULES_TBL LIKE PAL_APRIORI_RULES_T;
DROP TABLE PAL_APRIORI_ANTE_ITEMS_TBL;
CREATE COLUMN TABLE PAL_APRIORI_ANTE_ITEMS_TBL LIKE PAL_APRIORI_ANTE_ITEMS_T;
DROP TABLE PAL_APRIORI_CONS_ITEMS_TBL;
CREATE COLUMN TABLE PAL_APRIORI_CONS_ITEMS_TBL LIKE PAL_APRIORI_CONS_ITEMS_T;

DROP TABLE PAL_APRIORI_PMMLMODEL_TBL;

CREATE COLUMN TABLE PAL_APRIORI_PMMLMODEL_TBL LIKE PAL_APRIORI_PMMLMODEL_T;
CALL "DM_PAL".PAL_APRIORI2_PROC(PAL_APRIORI_DATA_TBL, #PAL_CONTROL_TBL,
PAL_APRIORI_RULES_TBL, PAL_APRIORI_ANTE_ITEMS_TBL, PAL_APRIORI_CONS_ITEMS_TBL,
PAL_APRIORI_PMMLMODEL_TBL) with OVERVIEW;
SELECT * FROM PAL_APRIORI_RULES_TBL;
SELECT * FROM PAL_APRIORI_ANTE_ITEMS_TBL;
SELECT * FROM PAL_APRIORI_CONS_ITEMS_TBL;
SELECT * FROM PAL_APRIORI_PMMLMODEL_TBL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 291
Expected Result:

PAL_APRIORI_RULES_TBL:

PAL_APRIORI_ANTE_ITEMS_TBL:

SAP HANA Predictive Analysis Library (PAL)

292 PUBLIC PAL Functions
PAL_APRIORI_CONS_ITEMS_TBL:

LITEAPRIORIRULE

This is a light association rule mining algorithm to realize the Apriori algorithm. It only calculates two large item
sets.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LITEAPRIORIRULE’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <PMML OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <PMML output table>) WITH overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 293
Table Column Column Data Type Description

Dataset/ Historical Data 1st column Integer, varchar, or nvarchar Transaction ID

2nd column Integer, varchar, or nvarchar Item ID

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

Name Data Type Description

MIN_SUPPORT Double User-specified minimum support (ac­

tual value).

MIN_CONFIDENCE Double User-specified minimum confidence

(actual value).

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads.

OPTIMIZATION_TYPE Integer or double 0 If you want to use the entire

data, set the integer value to
0.

If you want to sample the

source input data, specify a
double value as the sampling
percentage.

IS_RECALCULATE Integer 1 If you sample the input data,

this parameter controls
whether to use the remaining
data or not.

● 1: Uses the remaining

data to update the sup­
port, confidence, and
lift.
● 0: Does not use the re­
maining data

SAP HANA Predictive Analysis Library (PAL)

294 PUBLIC PAL Functions
 Name Data Type Default Value Description

TIMEOUT Integer 3600 Specifies the maximum run

time in seconds. The algo­
rithm will stop running when
the specified timeout is
reached.

PMML_EXPORT Integer 0 ● 0: Does not export li­

teApriori model in
PMML.
● 1: Exports liteApriori
model in PMML in single
row.
● 2: Exports liteApriori
model in PMML in sev­
eral rows, and the mini­
mum length of each row
is 5000 characters.

Output Tables

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Leading items

2nd column Varchar or nvarchar Dependent items

3rd column Double Support value

4th column Double Confidence value

5th column Double Lift value

PMML Result 1st column Integer ID

2nd column CLOB, varchar, or nvarchar liteApriori model in PMML

format

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_LITEAPRIORI_DATA_T;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 295
 CREATE TYPE PAL_LITEAPRIORI_DATA_T AS TABLE(
"CUSTOMER" INTEGER,
"ITEM" VARCHAR(20)
);
DROP TYPE PAL_LITEAPRIORI_RESULT_T;
CREATE TYPE PAL_LITEAPRIORI_RESULT_T AS TABLE(
"PRERULE" VARCHAR(500),
"POSTRULE" VARCHAR(500),
"SUPPORT" DOUBLE,
"CONFIDENCE" DOUBLE,
"LIFT" DOUBLE
);
DROP TYPE PAL_LITEAPRIORI_PMMLMODEL_T;
CREATE TYPE PAL_LITEAPRIORI_PMMLMODEL_T AS TABLE(
"ID" INTEGER,
"PMMLMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_LITEAPRIORI_PDATA_TBL;
CREATE COLUMN TABLE PAL_LITEAPRIORI_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_LITEAPRIORI_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_LITEAPRIORI_DATA_T', 'IN');
INSERT INTO PAL_LITEAPRIORI_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T',
'IN');
INSERT INTO PAL_LITEAPRIORI_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_LITEAPRIORI_RESULT_T', 'OUT');
INSERT INTO PAL_LITEAPRIORI_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_LITEAPRIORI_PMMLMODEL_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL',
'PAL_LITE_APRIORI_RULE_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'LITEAPRIORIRULE',
'DM_PAL', 'PAL_LITE_APRIORI_RULE_PROC', PAL_LITEAPRIORI_PDATA_TBL);
DROP TABLE PAL_LITEAPRIORI_DATA_TBL;
CREATE COLUMN TABLE PAL_LITEAPRIORI_DATA_TBL LIKE PAL_LITEAPRIORI_DATA_T;
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (2, 'item2');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (2, 'item3');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (3, 'item1');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (3, 'item2');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (3, 'item4');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (4, 'item1');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (4, 'item3');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (5, 'item2');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (5, 'item3');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (6, 'item1');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (6, 'item3');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (0, 'item1');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (0, 'item2');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (0, 'item5');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (1, 'item2');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (1, 'item4');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (7, 'item1');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (7, 'item2');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (7, 'item3');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (7, 'item5');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (8, 'item1');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (8, 'item2');
INSERT INTO PAL_LITEAPRIORI_DATA_TBL VALUES (8, 'item3');

SAP HANA Predictive Analysis Library (PAL)

296 PUBLIC PAL Functions
 DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_SUPPORT', null, 0.3, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_CONFIDENCE', null, 0.4, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('OPTIMIZATION_TYPE', 0, 0.7, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('IS_RECALCULATE', 1, null, null);
DROP TABLE PAL_LITEAPRIORI_RESULT_TBL;
CREATE COLUMN TABLE PAL_LITEAPRIORI_RESULT_TBL LIKE PAL_LITEAPRIORI_RESULT_T;
DROP TABLE PAL_LITEAPRIORI_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_LITEAPRIORI_PMMLMODEL_TBL LIKE
PAL_LITEAPRIORI_PMMLMODEL_T;
CALL "DM_PAL".PAL_LITE_APRIORI_RULE_PROC(PAL_LITEAPRIORI_DATA_TBL,
#PAL_CONTROL_TBL, PAL_LITEAPRIORI_RESULT_TBL, PAL_LITEAPRIORI_PMMLMODEL_TBL)
WITH OVERVIEW;
SELECT * FROM PAL_LITEAPRIORI_RESULT_TBL;
SELECT * FROM PAL_LITEAPRIORI_PMMLMODEL_TBL;

Expected Result

PAL_LITEAPRIORI_RESULT_TBL:

3.4.2 FP-Growth

FP-Growth is an algorithm to find frequent patterns from transactions without generating a candidate itemset.

In PAL, the FP-Growth algorithm is extended to find association rules in three steps:

1. Converts the transactions into a compressed frequent pattern tree (FP-Tree);

2. Recursively finds frequent patterns from the FP-Tree;
3. Generates association rules based on the frequent patterns found in Step 2.

FP-Growth with relational output is also supported.

Prerequisites

● The input data does not contain null value.

● There are no duplicated items in each transaction.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 297
FPGROWTH

This function reads input transaction data and generates association rules by the FP-Growth algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘FPGROWTH’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Dataset / Historical Data 1st column Integer, varchar, or nvarchar Transaction ID

2nd column Integer, varchar, or nvarchar Item ID

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

298 PUBLIC PAL Functions
 Name Data Type Default Value Description

MIN_SUPPORT Double 0 Minimum support.

Value range: between 0 and 1

MIN_CONFIDENCE Double 0 Minimum confidence.

Value range: between 0 and 1

MIN_LIFT Double 0 Minimum lift.

MAXITEMLENGTH Integer 10 Maximum length of leading

items and dependent items
in the output.

MAX_CONSEQUENT Integer 10 Maximum length of right-

hand side.

UBIQUITOUS Double 1.0 Ignores items whose support

values are greater than the
UBIQUITOUS value during
the frequent items mining
phase.

LHS_RESTRICT Varchar No default value Specifies which items are al­

lowed in the left-hand side of
the association rule.

RHS_RESTRICT Varchar No default value Specifies which items are al­

lowed in the right-hand side
of the association rule.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 299
Name Data Type Default Value Description

LHS_IS_COMPLEMEN­ Integer 0 If you use RHS_RESTRICT to

TARY_RHS restrict some items to the
right-hand side of the associ­
ation rules, you can set this
parameter to 1 to restrict the
consequent items to the left-
hand side.

For example, if you have

1000 items (i1, i2, ..., i1000)
and want to restrict i1 and i2
to the right-hand side, and i3,
i4, ..., i1000 to the left-hand
side, you can set the parame­
ters similar to the following:

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘RHS_RESTRICT’,
NULL, NULL, ‘i1’);

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘RHS_RESTRICT’,
NULL, NULL, ‘i2’);

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘LHS_IS_COMPLEMENT
ARY_RHS’, 1, NULL,
NULL);

RHS_IS_COMPLEMEN­ Integer 0 If you use LHS_RESTRICT to

TARY_LHS restrict some items to the
left-hand side of the associa­
tion rules, you can set this
parameter to 1 to restrict the
consequent items to the
right-hand side.

THREAD_NUMBER Integer 1 Number of threads.

SAP HANA Predictive Analysis Library (PAL)

300 PUBLIC PAL Functions
 Name Data Type Default Value Description

TIMEOUT Integer 3600 The function will automati­

cally terminate if its running
time is longer than the TIME­
OUT value (unit: second).

Output Table

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Right-hand side items

2nd column Varchar or nvarchar Left-hand side items

3rd column Double Support value

4th column Double Confidence value

5th column Double Lift value

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FPGROWTH_DATA_T;
CREATE TYPE PAL_FPGROWTH_DATA_T AS TABLE(
"TRANS" INTEGER,
"ITEM" INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TYPE PAL_FPGROWTH_RESULT_T;
CREATE TYPE PAL_FPGROWTH_RESULT_T AS TABLE(
"PRERULE" VARCHAR(500),
"POSTRULE" VARCHAR(500),
"SUPPORT" DOUBLE,
"CONFIDENCE" DOUBLE,
"LIFT" DOUBLE
);
DROP TABLE PAL_FPGROWTH_PDATA_TBL;
CREATE COLUMN TABLE PAL_FPGROWTH_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 301
 "PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_FPGROWTH_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_FPGROWTH_DATA_T',
'in');
INSERT INTO PAL_FPGROWTH_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'in');
INSERT INTO PAL_FPGROWTH_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_FPGROWTH_RESULT_T',
'out');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_FPGROWTH_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'FPGROWTH', 'DM_PAL',
'PAL_FPGROWTH_PROC', PAL_FPGROWTH_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_SUPPORT', null, 0.2, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_CONFIDENCE', null, 0.5, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_LIFT', null, 1, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAXITEMLENGTH', 5, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_CONSEQUENT', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LHS_RESTRICT', null, null, '1');
INSERT INTO #PAL_CONTROL_TBL VALUES ('LHS_RESTRICT', null, null, '2');
INSERT INTO #PAL_CONTROL_TBL VALUES ('LHS_RESTRICT', null, null, '3');
INSERT INTO #PAL_CONTROL_TBL VALUES ('TIMEOUT', 60, null, null);
DROP TABLE PAL_FPGROWTH_RESULT_TBL;
CREATE COLUMN TABLE PAL_FPGROWTH_RESULT_TBL LIKE PAL_FPGROWTH_RESULT_T;
DROP TABLE PAL_FPGROWTH_DATA_TBL;
CREATE COLUMN TABLE PAL_FPGROWTH_DATA_TBL LIKE PAL_FPGROWTH_DATA_T;
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (1, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (1, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (2, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (2, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (2, 4);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (3, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (3, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (3, 4);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (3, 5);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (4, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (4, 4);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (4, 5);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (5, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (5, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (6, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (6, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (6, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (6, 4);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (7, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (8, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (8, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (8, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (9, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (9, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (9, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (10, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (10, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (10, 5);
DELETE FROM PAL_FPGROWTH_RESULT_TBL;
CALL DM_PAL.PAL_FPGROWTH_PROC(PAL_FPGROWTH_DATA_TBL, #PAL_CONTROL_TBL,
PAL_FPGROWTH_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_FPGROWTH_RESULT_TBL ORDER BY PRERULE, POSTRULE, SUPPORT,
CONFIDENCE, LIFT;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

302 PUBLIC PAL Functions
FPGROWTH (Relational Output)

FP-Growth with relational output uses the same algorithm as FP-Growth. The only difference is the output
format. The relational output version of FP-Growth separates the result into three tables.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘FPGROWTH’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <PRE-RULE OUTPUT table OUT

type>

4 <schema_name> <POST-RULE OUTPUT OUT

table type>

5 <schema_name> <STATISTICS OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <pre-rule

output table>, <post-rule output table>, <statistics output table>) with
overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 303
Table Column Column Data Type Description

Dataset / Historical Data 1st column Integer, varchar, or nvarchar Transaction ID

2nd column Integer, varchar, or nvarchar Item ID

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

MIN_SUPPORT Double 0 Minimum support.

Value range: between 0 and 1

MIN_CONFIDENCE Double 0 Minimum confidence.

Value range: between 0 and 1

MIN_LIFT Double 0 Minimum lift.

MAXITEMLENGTH Integer 10 Maximum length of leading

items and dependent items
in the output.

MAX_CONSEQUENT Integer 10 Maximum length of right-

hand side.

UBIQUITOUS Double 1.0 Ignores items whose support

values are greater than the
UBIQUITOUS value during
the frequent items mining
phase.

LHS_RESTRICT Varchar No default value Specifies which items are al­

lowed in the left-hand side of
the association rule.

RHS_RESTRICT Varchar No default value Specifies which items are al­

lowed in the right-hand side
of the association rule.

SAP HANA Predictive Analysis Library (PAL)

304 PUBLIC PAL Functions
 Name Data Type Default Value Description

LHS_IS_COMPLEMEN­ Integer 0 If you use RHS_RESTRICT to

TARY_RHS restrict some items to the
right-hand side of the associ­
ation rules, you can set this
parameter to 1 to restrict the
consequent items to the left-
hand side.

For example, if you have

1000 items (i1, i2, ..., i1000)
and want to restrict i1 and i2
to the right-hand side, and i3,
i4, ..., i1000 to the left-hand
side, you can set the parame­
ters similar to the following:

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘RHS_RESTRICT’,
NULL, NULL, ‘i1’);

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘RHS_RESTRICT’,
NULL, NULL, ‘i2’);

INSERT INTO
PAL_CONTROL_TBL
VALUES
(‘LHS_IS_COMPLEMENT
ARY_RHS’, 1, NULL,
NULL);

RHS_IS_COMPLEMEN­ Integer 0 If you use LHS_RESTRICT to

TARY_LHS restrict some items to the
left-hand side of the associa­
tion rules, you can set this
parameter to 1 to restrict the
consequent items to the
right-hand side.

THREAD_NUMBER Integer 1 Number of threads.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 305
Name Data Type Default Value Description

TIMEOUT Integer 3600 The function will automati­

cally terminate if its running
time is longer than the TIME­
OUT value (unit: second).

Output Tables

Table Column Column Data Type Description

Prerule Result 1st column Integer Rule ID

2nd column Varchar or nvarchar Item

Postrule Result 1st column Integer Rule ID

2nd column Varchar or nvarchar Item

Statistics Result 1st column Integer Rule ID

2nd column Double Support

3rd column Double Confidence

4th column Double Lift

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FPGROWTH_DATA_T;
CREATE TYPE PAL_FPGROWTH_DATA_T AS TABLE(
"TRANS" INTEGER,
"ITEM" INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TYPE PAL_FPGROWTH_PRERULE_T;
CREATE TYPE PAL_FPGROWTH_PRERULE_T AS TABLE(
"ID" INTEGER,
"PRERULE" INTEGER
);

SAP HANA Predictive Analysis Library (PAL)

306 PUBLIC PAL Functions
 DROP TYPE PAL_FPGROWTH_POSTRULE_T;
CREATE TYPE PAL_FPGROWTH_POSTRULE_T AS TABLE(
"ID" INTEGER,
"POSTRULE" INTEGER
);
DROP TYPE PAL_FPGROWTH_VALUES_T;
CREATE TYPE PAL_FPGROWTH_VALUES_T AS TABLE(
"ID" INTEGER,
"SUPPORT" DOUBLE,
"CONFIDENCE" DOUBLE,
"LIFT" DOUBLE
);
DROP TABLE PAL_FPGROWTH_PDATA_TBL;
CREATE COLUMN TABLE PAL_FPGROWTH_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_FPGROWTH_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_FPGROWTH_DATA_T',
'in');
INSERT INTO PAL_FPGROWTH_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'in');
INSERT INTO PAL_FPGROWTH_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_FPGROWTH_PRERULE_T', 'out');
INSERT INTO PAL_FPGROWTH_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_FPGROWTH_POSTRULE_T', 'out');
INSERT INTO PAL_FPGROWTH_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_FPGROWTH_VALUES_T',
'out');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_FPGROWTH_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'FPGROWTH', 'DM_PAL',
'PAL_FPGROWTH_PROC', PAL_FPGROWTH_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_SUPPORT', null, 0.2, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_CONFIDENCE', null, 0.5, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_LIFT', null, 1, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAXITEMLENGTH', 5, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_CONSEQUENT', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LHS_RESTRICT', null, null, '1');
INSERT INTO #PAL_CONTROL_TBL VALUES ('LHS_RESTRICT', null, null, '2');
INSERT INTO #PAL_CONTROL_TBL VALUES ('LHS_RESTRICT', null, null, '3');
INSERT INTO #PAL_CONTROL_TBL VALUES ('TIMEOUT', 60, null, null);
DROP TABLE PAL_FPGROWTH_DATA_TBL;
CREATE COLUMN TABLE PAL_FPGROWTH_DATA_TBL LIKE PAL_FPGROWTH_DATA_T;
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (1, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (1, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (2, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (2, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (2, 4);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (3, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (3, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (3, 4);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (3, 5);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (4, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (4, 4);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (4, 5);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (5, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (5, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (6, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (6, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (6, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (6, 4);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 307
 INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (7, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (8, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (8, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (8, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (9, 1);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (9, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (9, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (10, 2);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (10, 3);
INSERT INTO PAL_FPGROWTH_DATA_TBL VALUES (10, 5);
DROP TABLE PAL_FPGROWTH_PRERULE_TBL;
CREATE COLUMN TABLE PAL_FPGROWTH_PRERULE_TBL LIKE PAL_FPGROWTH_PRERULE_T;
DROP TABLE PAL_FPGROWTH_POSTRULE_TBL;
CREATE COLUMN TABLE PAL_FPGROWTH_POSTRULE_TBL LIKE PAL_FPGROWTH_POSTRULE_T;
DROP TABLE PAL_FPGROWTH_VALUES_TBL;
CREATE COLUMN TABLE PAL_FPGROWTH_VALUES_TBL LIKE PAL_FPGROWTH_VALUES_T;
CALL DM_PAL.PAL_FPGROWTH_PROC(PAL_FPGROWTH_DATA_TBL, #PAL_CONTROL_TBL,
PAL_FPGROWTH_PRERULE_TBL, PAL_FPGROWTH_POSTRULE_TBL, PAL_FPGROWTH_VALUES_TBL)
WITH OVERVIEW;
SELECT * FROM PAL_FPGROWTH_PRERULE_TBL;
SELECT * FROM PAL_FPGROWTH_POSTRULE_TBL;
SELECT * FROM PAL_FPGROWTH_VALUES_TBL;

Expected Results

PAL_FPGROWTH_PRERULE_TBL:

PAL_FPGROWTH_POSTRULE_TBL:

SAP HANA Predictive Analysis Library (PAL)

308 PUBLIC PAL Functions
PAL_FPGROWTH_VALUES_TBL:

3.4.3 K-Optimal Rule Discovery (KORD)

K-optimal rule discovery (KORD) follows the idea of generating association rules with respect to a well-defined
measure, instead of first finding all frequent itemsets and then generating all possible rules. The algorithm only
calculates the top-k rules according to that measure. The size of the right hand side (RHS) of those rules is
restricted to one. Futhermore, the KORD implementation generates only non-redundant rules.

The algorithm's search strategy is based on the so-called OPUS search. While the search space of all possible
LHSs is traversed in a depth-first manner, the information about all qualified RHSs of the rules for a given LHS
is propagated further to the deeper search levels. KORD does not build a real tree search structure; instead it
traverses the LHSs in a specific order, which allows the pruning of the search space by simply not visiting those
itemsets subsequently. In this way it is possible to use pruning rules which restrict the possible LHSs and RHSs
at different rule generation stages.

Prerequisites

● There are no duplicated items in each transaction.

● The input data does not contain null value. The algorithm will issue errors when encountering null values.

KORD

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE(‘AFLPAL’, ‘KORD’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <TRANSACTION table IN

type>

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 309
Position Schema Name Table Type Name Parameter Type

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Rules OUTPUT table OUT

type>

4 <schema_name> <Antecedent table OUT

type>

5 <schema_name> <Consequent table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<transaction_table>, <parameter_table>,

<rules_output_table>, <antecedent_output_table>, <consequent_output_table>) with
overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Transaction Table

Table Column Column Data Type Description

Data 1st column Integer, varchar, or nvarchar Transaction ID

2nd column Integer, varchar, or nvarchar Item ID

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

TOPK Integer 10 Specifies the number

(k) of top rules.

MAX_ANTECENDENT Integer 4 Specifies the maxi­

mum length of antece­
dent rules.

MEASURE_TYPE Integer 0 Specifies the meature

that will be used to de­
fine the priority of the
rules.

● 0: Leverage
● 1: Lift

SAP HANA Predictive Analysis Library (PAL)

310 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

IS_USE_EPSILON Integer 0 Controls whether to

use epsilon to punish
the length of rules:

● 0: Does not use

epsilon
● Others: Uses epsi­
lon

THREAD_NUMBER Integer 1 Specifies the number

of threads.

MIN_SUPPORT Double 0.0 Specifies the minimum

support.

MIN_CONFIDENCE Double 0.0 Specifies the minimum

confidence.

MIN_COVERAGE Double The value of MIN_SUP­ Specifies the minimum

PORT coverage.

Default: T

MIN_MEASURE Double 0.0 Specifies the minimum

measure value for lev­
erage or lift, depend­
ent on the MEAS­
URE_TYPE setting.

EPSILON Double 0.0 Epsilon value. Only valid when

IS_USE_EPSILON is
not 0.

Output Tables

Table Column Column Data Type Description

Rules 1st column Integer ID

2nd column Double Support

3rd column Double Confidence

4th column Double Lift

5th column Double Leverage

6th column Double Measure value

Antecedent 1st column Integer ID

2nd column Varchar or nvarchar Antecedent items

Consequent 1st column Integer ID

2nd column Varchar or nvarchar Consequent items

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 311
● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_KORD_DATA_T;
CREATE TYPE PAL_KORD_DATA_T AS TABLE(
"CUSTOMER" INTEGER,
"ITEM" VARCHAR(20)
);
DROP TYPE PAL_KORD_RULES_T;
CREATE TYPE PAL_KORD_RULES_T AS TABLE(
"ID" INTEGER,
"SUPPORT" DOUBLE,
"CONFIDENCE" DOUBLE,
"LIFT" DOUBLE,
"LEVERAGE" DOUBLE,
"MEASURE" DOUBLE
);
DROP TYPE PAL_KORD_ANTE_ITEMS_T;
CREATE TYPE PAL_KORD_ANTE_ITEMS_T AS TABLE(
"ID" INTEGER,
"ANTECEDENT" VARCHAR(20)
);
DROP TYPE PAL_KORD_CONS_ITEMS_T;
CREATE TYPE PAL_KORD_CONS_ITEMS_T AS TABLE(
"ID" INTEGER,
"CONSEQUENT" VARCHAR(20)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_KORD_PDATA_TBL;
CREATE COLUMN TABLE PAL_KORD_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_KORD_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_KORD_DATA_T', 'IN');
INSERT INTO PAL_KORD_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_KORD_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_KORD_RULES_T', 'OUT');
INSERT INTO PAL_KORD_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_KORD_ANTE_ITEMS_T',
'OUT');
INSERT INTO PAL_KORD_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_KORD_CONS_ITEMS_T',
'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_KORD_PROC');
call "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'KORD', 'DM_PAL',
'PAL_KORD_PROC', PAL_KORD_PDATA_TBL);
DROP TABLE PAL_KORD_DATA_TBL;
CREATE COLUMN TABLE PAL_KORD_DATA_TBL LIKE PAL_KORD_DATA_T;
INSERT INTO PAL_KORD_DATA_TBL VALUES (2, 'item2');
INSERT INTO PAL_KORD_DATA_TBL VALUES (2, 'item3');
INSERT INTO PAL_KORD_DATA_TBL VALUES (3, 'item1');
INSERT INTO PAL_KORD_DATA_TBL VALUES (3, 'item2');
INSERT INTO PAL_KORD_DATA_TBL VALUES (3, 'item4');
INSERT INTO PAL_KORD_DATA_TBL VALUES (4, 'item1');
INSERT INTO PAL_KORD_DATA_TBL VALUES (4, 'item3');
INSERT INTO PAL_KORD_DATA_TBL VALUES (5, 'item2');
INSERT INTO PAL_KORD_DATA_TBL VALUES (5, 'item3');
INSERT INTO PAL_KORD_DATA_TBL VALUES (6, 'item1');
INSERT INTO PAL_KORD_DATA_TBL VALUES (6, 'item3');

SAP HANA Predictive Analysis Library (PAL)

312 PUBLIC PAL Functions
 INSERT INTO PAL_KORD_DATA_TBL VALUES (0, 'item1');
INSERT INTO PAL_KORD_DATA_TBL VALUES (0, 'item2');
INSERT INTO PAL_KORD_DATA_TBL VALUES (0, 'item5');
INSERT INTO PAL_KORD_DATA_TBL VALUES (1, 'item2');
INSERT INTO PAL_KORD_DATA_TBL VALUES (1, 'item4');
INSERT INTO PAL_KORD_DATA_TBL VALUES (7, 'item1');
INSERT INTO PAL_KORD_DATA_TBL VALUES (7, 'item2');
INSERT INTO PAL_KORD_DATA_TBL VALUES (7, 'item3');
INSERT INTO PAL_KORD_DATA_TBL VALUES (7, 'item5');
INSERT INTO PAL_KORD_DATA_TBL VALUES (8, 'item1');
INSERT INTO PAL_KORD_DATA_TBL VALUES (8, 'item2');
INSERT INTO PAL_KORD_DATA_TBL VALUES (8, 'item3');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TOPK', 5, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MEASURE_TYPE', 1, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_SUPPORT', null, 0.1, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MIN_CONFIDENCE', null, 0.2, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('IS_USE_EPSILON', 0, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EPSILON', null, 0.1, null);
DROP TABLE PAL_KORD_RULES_TBL;
CREATE COLUMN TABLE PAL_KORD_RULES_TBL LIKE PAL_KORD_RULES_T;
DROP TABLE PAL_KORD_ANTE_ITEMS_TBL;
CREATE COLUMN TABLE PAL_KORD_ANTE_ITEMS_TBL LIKE PAL_KORD_ANTE_ITEMS_T;
DROP TABLE PAL_KORD_CONS_ITEMS_TBL;
CREATE COLUMN TABLE PAL_KORD_CONS_ITEMS_TBL LIKE PAL_KORD_CONS_ITEMS_T;

CALL "DM_PAL".PAL_KORD_PROC(PAL_KORD_DATA_TBL, #PAL_CONTROL_TBL,

PAL_KORD_RULES_TBL, PAL_KORD_ANTE_ITEMS_TBL, PAL_KORD_CONS_ITEMS_TBL) with
OVERVIEW;
SELECT * FROM PAL_KORD_RULES_TBL ORDER BY "MEASURE" DESC;
SELECT * FROM PAL_KORD_ANTE_ITEMS_TBL;
SELECT * FROM PAL_KORD_CONS_ITEMS_TBL;

Expected Result

PAL_KORD_RULES_TBL

PAL_KORD_ANTE_ITEMS_TBL

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 313
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 xt 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.

SAP HANA Predictive Analysis Library (PAL)

314 PUBLIC 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(Yt−c)=Θ(B)εt, t∈Z

An ARMA (p, q) model can be expressed as:

Φ(B)(Yt−c)=Θ(B)εt, t∈Z

εt~i.i.d.N(0,σ2)

Where B is lag operator (backward shift operator), c is the mean of the series data,

Φ(B)=1−φ1B−φ2 B2−…−φp Bp, p ≥ 0

Θ(B)=1+θ1B+θ2B2+…+ θqBq, 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(Yt−c)=HT(1−B)dXt+Θ(B)εt, t∈Z

An ARMAX (p, q) model can be expressed as:

Φ(B)Yt=HTXt+Θ(B)εt, t∈Z

εt~i.i.d.N(0,σ2)

Where B is lag operator (backward shift operator), Xt 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 PUBLIC 315
The ARIMA (p,d,q) model is used to model non-seasonal data. To treat with seasonal data, a seasonal ARIMA
(SARIMA) model, written as ARIMA (p,d,q)(P,D,Q)s, is introduced. The definition of SARIMA is as follows:

Where

CSS Estimation

An ARMA (p, q) model can also be expressed as:

Yt=φ0+φ1Yt-1+φ2Yt-2+…+φpYt-p+…+εt+θ1εt-1+θ2εt-2+…+θqεt-q

Where .

Let r = max (p, q), yi, i = 1, 2, …, N denote the observed series data, with the length N,

Yr+1=φ0+φ1Yr+φ2Yr-1+…+φpYr-p+1+…+εr+1+θ1εr+θ2εr-1+…+θqεr-q+1

Conditional on Yr=yr, Yr-1=yr-1, …, Yr-p+1=yr-p+1, εr=εr-1=…= εr-q+1=0 we have

Yr+1~N((φ0+φ1Yr+φ2Yr-1+…+φpYr-p+1), σ2)

Where the sequence {εr+1, εr+2, …, εN} can be calculated by iterations:

εt=Yt‒ϕ0‒ϕ1Yt-1 ‒ …‒ ϕpYt-p‒θ1εt-1‒θ2 εt-2‒…‒θqεt-q, t = r+1, r+2, …, N

Therefore the log likelihood is

L(φ,θ,σ2)=logf(YN,YN-1,…,Yr+1|yr,…,y1,εr=εr-1=…=εr-q+1=0,φ,θ,σ2)

MLE Estimation

Kalman filtering is applied to calculate MLE. An ARMA (p, q) model can be expressed as a Kalman state space
model.

Where

SAP HANA Predictive Analysis Library (PAL)

316 PUBLIC PAL Functions
 .

Initial P0 can be calculated by

Let dt denote the first element of Pt, therefore the log likelihood is

L(φ,θ,σ2)=logf(YN,YN-1,…,Y1|yN,…,y1,φ,θ,σ2)

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘ARIMATRAIN’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 317
Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer Time stamp

2nd column Integer or double Raw data

(For ARIMAX only) Other col­ Integer or double External (Intervention) data
umns

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

D Integer 0 Value of the differentiation

order

P Integer 0 Value of the auto regression

order

Q Integer 0 Value of the moving average

order

METHOD Integer 1 ● 0: Uses the CSS maxi­

mized likelihood method
● 1: Uses the MLE maxi­
mized likelihood method

SEASONAL_P Integer 0 Value of the auto regression

order for seasonal part

SEASONAL_Q Integer 0 Value of the moving average

order for seasonal part

SEASONAL_D Integer 0 Value of the differentiation

order for seasonal part

SEASONAL_PERIOD Integer 0 Value of the seasonal period

Output Table (Model Table)

SAP HANA Predictive Analysis Library (PAL)

318 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Result 1st column Varchar or nvarchar Name The minimum length is

50.

2nd column Varchar or nvarchar Value The table must be a

column table. The min­
imum length of each
unit (row) is 1024.

Examples

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1: ARIMA

SET SCHEMA DM_PAL;

DROP TYPE PAL_ARIMA_DATA_T;
CREATE TYPE PAL_ARIMA_DATA_T AS TABLE(
"TIMESTAMP" INTEGER,
"X1" DOUBLE);
DROP TYPE PAL_ARIMA_CONTROL_T;
CREATE TYPE PAL_ARIMA_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100) );
DROP TYPE PAL_ARIMA_MODEL_T;
CREATE TYPE PAL_ARIMA_MODEL_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" VARCHAR (5000) );

DROP TABLE PAL_ARIMA_PDATA_TBL;

CREATE COLUMN TABLE PAL_ARIMA_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_ARIMA_DATA_T', 'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_ARIMA_CONTROL_T',
'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_ARIMA_MODEL_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ARIMATRAIN_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','ARIMATRAIN', 'DM_PAL',
'PAL_ARIMATRAIN_PROC', PAL_ARIMA_PDATA_TBL);
DROP TABLE PAL_ARIMA_DATA_TBL;
CREATE COLUMN TABLE PAL_ARIMA_DATA_TBL LIKE PAL_ARIMA_DATA_T;
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(1, 0.8);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(2, 1.2);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(3, 1.34845613096197);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(4, 1.32261090809898);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(5, 1.38095306748554);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(6, 1.54066648969168);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(7, 1.50920806756785);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(8, 1.48461408893443);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(9, 1.43784887380224);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(10, 1.64251548718992);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(11, 1.74292337447476);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(12, 1.91137546943257);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(13, 2.07735796176367);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(14, 2.01741246166924);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(15, 1.87176938196573);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 319
 INSERT INTO PAL_ARIMA_DATA_TBL VALUES(16, 1.83354723357744);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(17, 1.66104978144571);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(18, 1.65115984070812);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(19, 1.69470966154593);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(20, 1.70459802935728);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(21, 1.61246059980916);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(22, 1.53949706614636);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(23, 1.59231354902055);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(24, 1.81741927705578);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(25, 1.80224252773564);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(26, 1.81881576781466);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(27, 1.78089755157948);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(28, 1.61473635574416);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(29, 1.42002147867225);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(30, 1.49971641345022);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('P', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('Q', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('D', 0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('METHOD', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('STATIONARY', 1,null,null);
DROP TABLE PAL_ARIMA_MODEL_TBL;
CREATE COLUMN TABLE PAL_ARIMA_MODEL_TBL LIKE PAL_ARIMA_MODEL_T;
CALL DM_PAL.PAL_ARIMATRAIN_PROC(PAL_ARIMA_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_ARIMA_MODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ARIMA_MODEL_TBL;

Expected Result

Example 2: ARIMAX

SET SCHEMA DM_PAL;

DROP TYPE PAL_ARIMAX_DATA_T;
CREATE TYPE PAL_ARIMAX_DATA_T AS TABLE(
"TIMESTAMP" INTEGER,
"X1" DOUBLE,
"Xreg" DOUBLE);
DROP TYPE PAL_ARIMAX_CONTROL_T;

SAP HANA Predictive Analysis Library (PAL)

320 PUBLIC PAL Functions
 CREATE TYPE PAL_ARIMAX_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100) );
DROP TYPE PAL_ARIMAX_MODEL_T;
CREATE TYPE PAL_ARIMAX_MODEL_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" VARCHAR (5000) );

DROP TABLE PAL_ARIMAX_PDATA_TBL;

CREATE COLUMN TABLE PAL_ARIMAX_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES (1,'DM_PAL', 'PAL_ARIMAX_DATA_T','IN');
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES(2,'DM_PAL', 'PAL_ARIMAX_CONTROL_T','IN');
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES(3,'DM_PAL', 'PAL_ARIMAX_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ARIMAXTRAIN_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'ARIMATRAIN', 'DM_PAL',
'PAL_ARIMAXTRAIN_PROC',PAL_ARIMAX_PDATA_TBL);
DROP TABLE PAL_ARIMAX_DATA_TBL;
CREATE COLUMN TABLE PAL_ARIMAX_DATA_TBL LIKE PAL_ARIMAX_DATA_T;
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(1, 1.2, 0.8);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(2, 1.34845613096197, 1.2);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(3, 1.32261090809898, 1.34845613096197);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(4, 1.38095306748554, 1.32261090809898);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(5, 1.54066648969168, 1.38095306748554);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(6, 1.50920806756785, 1.54066648969168);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(7, 1.48461408893443, 1.50920806756785);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(8, 1.43784887380224, 1.48461408893443);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(9, 1.64251548718992, 1.43784887380224);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(10, 1.74292337447476, 1.64251548718992);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(11, 1.91137546943257, 1.74292337447476);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(12, 2.07735796176367, 1.91137546943257);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(13, 2.01741246166924, 2.07735796176367);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(14, 1.87176938196573, 2.01741246166924);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(15, 1.83354723357744, 1.87176938196573);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(16, 1.66104978144571, 1.83354723357744);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(17, 1.65115984070812, 1.66104978144571);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(18, 1.69470966154593, 1.65115984070812);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(19, 1.70459802935728, 1.69470966154593);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(20, 1.61246059980916, 1.70459802935728);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(21, 1.53949706614636, 1.61246059980916);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(22, 1.59231354902055, 1.53949706614636);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(23, 1.81741927705578, 1.59231354902055);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(24, 1.80224252773564, 1.81741927705578);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(25, 1.81881576781466, 1.80224252773564);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(26, 1.78089755157948, 1.81881576781466);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(27, 1.61473635574416, 1.78089755157948);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(28, 1.42002147867225, 1.61473635574416);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(29, 1.49971641345022, 1.42002147867225);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('P', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('Q', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('D', 0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('METHOD', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('STATIONARY', 1,null,null);
DROP TABLE PAL_ARIMAX_MODEL_TBL;
CREATE COLUMN TABLE PAL_ARIMAX_MODEL_TBL LIKE PAL_ARIMAX_MODEL_T;
CALL DM_PAL.PAL_ARIMAXTRAIN_PROC(PAL_ARIMAX_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_ARIMAX_MODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ARIMAX_MODEL_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 321
Example 3: SARIMA

SET SCHEMA DM_PAL;

DROP TYPE PAL_ARIMA_DATA_T;
CREATE TYPE PAL_ARIMA_DATA_T AS TABLE(
"TIMESTAMP" INTEGER,
"SERIES" DOUBLE
);
DROP TYPE PAL_ARIMA_CONTROL_T;
CREATE TYPE PAL_ARIMA_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_ARIMA_MODEL_T;
CREATE TYPE PAL_ARIMA_MODEL_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" VARCHAR (5000)
);

DROP TABLE PAL_ARIMA_PDATA_TBL;

CREATE COLUMN TABLE PAL_ARIMA_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_ARIMA_DATA_T', 'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_ARIMA_CONTROL_T',
'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_ARIMA_MODEL_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ARIMATRAIN_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'ARIMATRAIN', 'DM_PAL',
'PAL_ARIMATRAIN_PROC', PAL_ARIMA_PDATA_TBL);
DROP TABLE PAL_ARIMA_DATA_TBL;
CREATE COLUMN TABLE PAL_ARIMA_DATA_TBL LIKE PAL_ARIMA_DATA_T;

SAP HANA Predictive Analysis Library (PAL)

322 PUBLIC PAL Functions
 INSERT INTO PAL_ARIMA_DATA_TBL VALUES (1, -0.636126431 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (2, 3.092508651 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (3, -0.73733556 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (4, -3.142190983 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (5, 2.088819813 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (6, 3.179302734 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (7, -0.871376102 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (8, -3.475633275 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (9, 1.779244219 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (10, 3.609159416 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (11, 0.082170143 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (12, -4.42439631 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (13, 0.499210261 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (14, 4.514017351 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (15, -0.320607187);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (16, -3.70219307 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (17, 0.100228116 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (18, 4.553625233 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (19, 0.261489853 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (20, -4.474116429);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (21, -0.372574233);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (22, 2.872305281 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (23, 1.289850031 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (24, -3.662763983);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (25, -0.168962933);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (26, 4.018728154 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (27, -1.306247869);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (28, -2.182690245);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (29, -0.845114493);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (30, 0.99806763 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (31, -0.641201109);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (32, -2.640777923);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (33, 1.493840358 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (34, 4.326449202 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (35, -0.653797151);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES (36, -4.165384227);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEASONAL_P', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEASONAL_Q', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEASONAL_D', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEASONAL_PERIOD', 4, null, null); ;
DROP TABLE PAL_ARIMA_MODEL_TBL;
CREATE COLUMN TABLE PAL_ARIMA_MODEL_TBL LIKE PAL_ARIMA_MODEL_T;
CALL "DM_PAL".PAL_ARIMATRAIN_PROC(PAL_ARIMA_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_ARIMA_MODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ARIMA_MODEL_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 323
ARIMAFORECAST

An ARMA (p, q) model can be transformed to a MA (∞) model. More generally, an ARIMA (p, d, q) can also be
changed to a MA (∞) model.

Yt=Ψ(B)εt=εt+ψ1εt-1+ψ2εt-2+…

denotes the 'l-step ahead' of series Y.

At t=N+l

Minimize the mean square forecast error

SAP HANA Predictive Analysis Library (PAL)

324 PUBLIC PAL Functions
We get

And variance of the forecast error

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘ARIMAFORECAST’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Varchar or nvarchar Name

2nd column Varchar or nvarchar Value

Parameter Table

Mandatory Parameters

None.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 325
Name Data Type Default Value Description

ForecastLength Integer 1 Length of the final forecast

results

Output Table

Table Column Column Data Type Description

Result 1st column Integer Time stamp

2nd column Double Expected value

3rd column Double Low80% value

4th column Double Hi80% value

5th column Double Low95% value

6th column Double Hi95% value

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_ARIMA_MODEL_T;
CREATE TYPE PAL_ARIMA_MODEL_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" VARCHAR (5000)
);
DROP TYPE PAL_ARIMA_CONTROL_T;
CREATE TYPE PAL_ARIMA_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100) );

DROP TYPE PAL_ARIMA_RESULT_T;

CREATE TYPE PAL_ARIMA_RESULT_T AS TABLE(
"TIMESTAMP" INTEGER,
"MEAN" DOUBLE,
"LOW80%" DOUBLE,
"HIGH80%" DOUBLE,
"LOW95%" DOUBLE,
"HIGH95%" DOUBLE
);
DROP TABLE PAL_ARIMA_PDATA_TBL;
CREATE COLUMN TABLE PAL_ARIMA_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_ARIMA_MODEL_T', 'IN');

SAP HANA Predictive Analysis Library (PAL)

326 PUBLIC PAL Functions
 INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_ARIMA_CONTROL_T',
'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_ARIMA_RESULT_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ARIMAFORECAST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','ARIMAFORECAST', 'DM_PAL',
'PAL_ARIMAFORECAST_PROC', PAL_ARIMA_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('ForecastLength', 30,null,null);
DROP TABLE PAL_ARIMA_RESULT_TBL;
CREATE COLUMN TABLE PAL_ARIMA_RESULT_TBL LIKE PAL_ARIMA_RESULT_T;
SELECT * FROM PAL_ARIMA_MODEL_TBL;
CALL DM_PAL.PAL_ARIMAFORECAST_PROC(PAL_ARIMA_MODEL_TBL, "#PAL_CONTROL_TBL",
PAL_ARIMA_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ARIMA_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 327
ARIMAXFORECAST

The forecast procedure of this algorithm is similar to that of ARIMAFORECAST. However, this algorithm
requires one more table to restore the future external data. The mean of ARIMAX forecast is the sum of
external value and ARIMA forecast.

Yt+1=HTXt+1 + φ0 + φ1Yt + φ2Yt−1 + ⋯ + φpYt−p+1 + ⋯ εt+1 + θ1 εt + θ2 εt−1 + ⋯ + θq εt−q+1)

The variance of the ARIMAX forecast error is equal to the ARIMA forecast. Refer to ARIMAFORECAST for more
information.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘ARIMAXFORECAST’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter

1 <schema_name> <External INPUT table IN

type>

2 <schema_name> <Model table type> IN

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<external input table>, <model table>,

<parameter table>, <output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer Time stamp

Other columns Integer or double External (Intervention) data

Note: The count and the

names of the intervention
columns should be consis­
tent with the input data of
the ARIMAX model.

SAP HANA Predictive Analysis Library (PAL)

328 PUBLIC PAL Functions
Model Table

Table Column Column Data Type Description

Model 1st column Varchar or nvarchar Name

2nd column Varchar or nvarchar Value

Parameter Table

Mandatory Parameters

None.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

ForecastLength Integer 1 Length of the final forecast

results

Output Table

Table Column Column Data Type Description

Result 1st column Integer Time stamp

2nd column Double Expected value

3rd column Double Low80% value

4th column Double Hi80% value

5th column Double Low95% value

6th column Double Hi95% value

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_ARIMAX_DATA_T;
CREATE TYPE PAL_ARIMAX_DATA_T AS TABLE(
"TIMESTAMP" INTEGER,
"Xreg" DOUBLE);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 329
 DROP TYPE PAL_ARIMAX_MODEL_T;
CREATE TYPE PAL_ARIMAX_MODEL_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" VARCHAR (5000)
);
DROP TYPE PAL_ARIMAX_CONTROL_T;
CREATE TYPE PAL_ARIMAX_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100) );

DROP TYPE PAL_ARIMAX_RESULT_T;

CREATE TYPE PAL_ARIMAX_RESULT_T AS TABLE(
"TIMESTAMP" INTEGER,
"MEAN" DOUBLE,
"LOW80%" DOUBLE,
"HIGH80%" DOUBLE,
"LOW95%" DOUBLE,
"HIGH95%" DOUBLE
);
DROP TABLE PAL_ARIMAX_PDATA_TBL;
CREATE COLUMN TABLE PAL_ARIMAX_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES (1,'DM_PAL', 'PAL_ARIMAX_DATA_T','IN');
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES(2,'DM_PAL', 'PAL_ARIMAX_MODEL_T','IN');
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES(3,'DM_PAL', 'PAL_ARIMAX_CONTROL_T','IN');
INSERT INTO PAL_ARIMAX_PDATA_TBL VALUES(4,'DM_PAL', 'PAL_ARIMAX_RESULT_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ARIMAXFORECAST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'ARIMAXFORECAST', 'DM_PAL',
'PAL_ARIMAXFORECAST_PROC',PAL_ARIMAX_PDATA_TBL);
DROP TABLE PAL_ARIMAX_DATA_TBL;
CREATE COLUMN TABLE PAL_ARIMAX_DATA_TBL LIKE PAL_ARIMAX_DATA_T;
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(1, 0.8);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(2, 1.2);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(3, 1.34845613096197);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(4, 1.32261090809898);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(5, 1.38095306748554);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(6, 1.54066648969168);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(7, 1.50920806756785);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(8, 1.48461408893443);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(9, 1.43784887380224);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(10, 1.64251548718992);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(11, 1.74292337447476);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(12, 1.91137546943257);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(13, 2.07735796176367);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(14, 2.01741246166924);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(15, 1.87176938196573);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(16, 1.83354723357744);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(17, 1.66104978144571);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(18, 1.65115984070812);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(19, 1.69470966154593);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(20, 1.70459802935728);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(21, 1.61246059980916);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(22, 1.53949706614636);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(23, 1.59231354902055);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(24, 1.81741927705578);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(25, 1.80224252773564);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(26, 1.81881576781466);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(27, 1.78089755157948);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(28, 1.61473635574416);
INSERT INTO PAL_ARIMAX_DATA_TBL VALUES(29, 1.42002147867225);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('ForecastLength', 29, null,null);
DROP TABLE PAL_ARIMAX_RESULT_TBL;

SAP HANA Predictive Analysis Library (PAL)

330 PUBLIC PAL Functions
 CREATE COLUMN TABLE PAL_ARIMAX_RESULT_TBL LIKE PAL_ARIMAX_RESULT_T;
SELECT * FROM PAL_ARIMAX_MODEL_TBL;
CALL DM_PAL.PAL_ARIMAXFORECAST_PROC(PAL_ARIMAX_DATA_TBL, PAL_ARIMAX_MODEL_TBL,
"#PAL_CONTROL_TBL", PAL_ARIMAX_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ARIMAX_RESULT_TBL;

Expected Result

Related Information

Seasonality Test [page 409]

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 331
3.5.2 Auto ARIMA

This function automatically identifies the orders of an ARIMA model, that is, (p,d,q) (P,D,Q)m, where m is the
seasonal period according to some information criterion such as AICC, AIC, and BIC. If order selection
succeeds, the function gives the optimal model as in the ARIMATRAIN function.

Successively, you can use functions such as ARIMAFORECAST and ARIMAXFORECAST, which are described in
the ARIMA topic, to make forecast.

Prerequisite

No missing or null data in the inputs.

AUTOARIMA

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘AUTOARIMA’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

332 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Data 1st column Integer Time stamp No identical value is al­

lowed.

2nd column Integer or double Raw data

(For auto ARIMAX Integer or double External (Intervention)

only) Other columns data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

SEASONAL_PERIOD Integer -1 Value of the seasonal

period.

● Negative: Auto­
matically identify
seasonality by
means of auto-
correlation
scheme.
● 0 or 1: Non-sea­
sonal.
● Others: Seasonal
period.

SEASONALITY_CRITE­ Double 0.5 The criterion of the Valid only when SEA­
RION auto-correlation coeffi- SONAL_PERIOD is
cient for accepting negative. Refer to Sea­
seasonality, in the sonality Test for more
range of (0, 1). The information.
larger it is, the less
probable a time series
is regarded to be sea­
sonal.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 333
Name Data Type Default Value Description Dependency

D Integer -1 Order of first-differenc-

ing.

● Negative: Auto­
matically identi­
fies first-differenc-
ing order with
KPSS test.
● Others: Uses the
specified value as
the first-differenc-
ing order.

KPSS_SIGNIFI­ double 0.05 The significance level Valid only when D is

CANCE_LEVEL for KPSS test. Sup­ negative.
ported values are 0.01,
0.025, 0.05, and 0.1.
The smaller it is, the
larger probable a time
series is considered as
first-stationary, that is,
the less probable it
needs first-differenc-
ing.

MAX_D Integer 2 The maximum value of

D when KPSS test is
applied.

SEASONAL_D Integer -1 Order of seasonal-dif­

ferencing.

● Negative: Auto­
matically identi­
fies seasonal-dif­
ferencing order
Canova-Hansen
test
● Others: Uses the
specified value as
the seasonal-dif­
ferencing order.

SAP HANA Predictive Analysis Library (PAL)

334 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

CH_SIGNIFI­ Double 0.05 The significance level Valid only when SEA­
CANCE_LEVEL for Canova-Hansen SONAL_D is negative.
test. Supported values
are 0.01, 0.025, 0.05,
0.1, and 0.2. The
smaller it is, the larger
probable a time series
is considered sea­
sonal-stationary, that
is, the less probable it
needs seasonal-differ-
encing.

MAX_SEASONAL_D Integer 1 The maximum value of

SEASONAL_D when
Canova-Hansen test is
applied.

MAX_P Integer 5 The maximum value of

AR order p.

MAX_Q Integer 5 The maximum value of

MA order q.

MAX_SEASONAL_P Integer 2 The maximum value of

AR order P.

MAX_SEASONAL_Q Integer 2 The maximum value of

MA order Q.

INFORMATION_CRITE­ Integer 0 The information crite­

RION rion for order selec­
tion.

● 0: AICC
● 1: AIC
● 2: BIC

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 335
Name Data Type Default Value Description Dependency

SEARCH_STRATEGY Integer 1 The search strategy for

optimal ARMA model.

● 0: Exhaustive. Tra­
verse all models
specified by
MAX_P, MAX_Q,
MAX_SEA­
SONAL_P,
MAX_SEA­
SONAL_Q, and
MAX_ORDER.
● 1: Stepwise.
Changes one or
two orders of (p,
q, P, Q) by 1 from
the current opti­
mal model each
time, until no bet­
ter model is
found. This is
more time-effi-
cient but possibly
less accuracy-ef­
fective.

MAX_ORDER integer 15 The maximum value of Valid only when

(p + q + P + Q). SEARCH_STRATEGY is
0.

INITIAL_P integer 0 Order p of user-de­ Valid only when

fined initial model. SEARCH_STRATEGY is
1.

INITIAL_Q integer 0 Order q of user-de­ Valid only when

fined initial model. SEARCH_STRATEGY is
1.

INITIAL_SEASONAL_P integer 0 Order P of user-de­ Valid only when

fined initial model. SEARCH_STRATEGY is
1.

INITIAL_SEASONAL_Q integer 0 Order Q of user-de­ Valid only when

fined initial model. SEARCH_STRATEGY is
1.

SAP HANA Predictive Analysis Library (PAL)

336 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

GUESS_STATES integer 1 If employing ACF/ Valid only when

PACF to guess initial SEARCH_STRATEGY is
ARMA models, besides 1.
user-defined model:

● 0: No guess. Be­
sides user-defined
model, uses
states (2, 2) (1,
1)m, (1, 0) (1, 0)m,
and (0, 1) (0, 1)m
meanwhile as
starting states.
● 1: Guesses start­
ing states taking
advantage of
ACF/PACF.

MAX_SEARCH_ITERA­ integer (MAX_P+1)* The maximum itera­ Valid only when

TIONS tions for searching op­ SEARCH_STRATEGY is
(MAX_Q+1)*
timal ARMA states. 1.
(MAX_SEASONAL_P
+1)*

(MAX_SEASONAL_Q
+1)

Note
In practice, the ARMA model (0,0) (0,0)m, that is, white noise, is not actually calculated.

Output Table (Model Table)

Table Column Column Data Type Description Constraint

Result 1st column Varchar or nvarchar Name The minimum length is

50.

2nd column Varchar or nvarchar Value The table must be a

column table. The min­
imum length of each
unit (row) is 1024.

Examples

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 337
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1: Auto ARIMA

SET SCHEMA DM_PAL;

DROP TYPE PAL_ARIMA_DATA_T;
CREATE TYPE PAL_ARIMA_DATA_T AS TABLE(
"TIMESTAMP" INTEGER,
"X1" DOUBLE);
DROP TYPE PAL_ARIMA_CONTROL_T;
CREATE TYPE PAL_ARIMA_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100) );
DROP TYPE PAL_ARIMA_MODEL_T;
CREATE TYPE PAL_ARIMA_MODEL_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" VARCHAR (5000) );

DROP TABLE PAL_ARIMA_PDATA_TBL;

CREATE COLUMN TABLE PAL_ARIMA_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_ARIMA_DATA_T', 'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_ARIMA_CONTROL_T',
'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_ARIMA_MODEL_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_AUTOARIMA_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','AUTOARIMA', 'DM_PAL',
'PAL_AUTOARIMA_PROC', PAL_ARIMA_PDATA_TBL);
DROP TABLE PAL_ARIMA_DATA_TBL;
CREATE COLUMN TABLE PAL_ARIMA_DATA_TBL LIKE PAL_ARIMA_DATA_T;
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(1, 88);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(2, 84);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(3, 85);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(4, 85);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(5, 84);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(6, 85);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(7, 83);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(8, 85);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(9, 88);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(10, 89);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(11, 91);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(12, 99);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(13, 104);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(14, 112);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(15, 126);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(16, 138);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(17, 146);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(18, 151);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(19, 150);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(20, 148);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(21, 147);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(22, 149);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(23, 143);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(24, 132);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(25, 131);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(26, 139);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(27, 147);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(28, 150);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(29, 148);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(30, 145);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(31, 140);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(32, 134);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(33, 131);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(34, 131);

SAP HANA Predictive Analysis Library (PAL)

338 PUBLIC PAL Functions
 INSERT INTO PAL_ARIMA_DATA_TBL VALUES(35, 129);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(36, 126);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(37, 126);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(38, 132);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(39, 137);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(40, 140);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(41, 142);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(42, 150);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(43, 159);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(44, 167);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(45, 170);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(46, 171);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(47, 172);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(48, 172);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(49, 174);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(50, 175);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(51, 172);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(52, 172);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(53, 174);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(54, 174);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(55, 169);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(56, 165);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(57, 156);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(58, 142);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(59, 131);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(60, 121);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(61, 112);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(62, 104);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(63, 102);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(64, 99);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(65, 99);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(66, 95);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(67, 88);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(68, 84);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(69, 84);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(70, 87);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(71, 89);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(72, 88);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(73, 85);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(74, 86);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(75, 89);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(76, 91);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(77, 91);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(78, 94);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(79, 101);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(80, 110);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(81, 121);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(82, 135);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(83, 145);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(84, 149);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(85, 156);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(86, 165);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(87, 171);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(88, 175);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(89, 177);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(90, 182);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(91, 193);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(92, 204);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(93, 208);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(94, 210);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(95, 215);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(96, 222);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(97, 228);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(98, 226);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(99, 222);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(100, 220);
DROP TABLE #PAL_CONTROL_TBL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 339
 CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEARCH_STRATEGY', 1,null,null);
DROP TABLE PAL_ARIMA_MODEL_TBL;
CREATE COLUMN TABLE PAL_ARIMA_MODEL_TBL LIKE PAL_ARIMA_MODEL_T;
CALL DM_PAL.PAL_AUTOARIMA_PROC(PAL_ARIMA_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_ARIMA_MODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ARIMA_MODEL_TBL;

Expected Result

Example 2: Auto ARIMAX

SET SCHEMA DM_PAL;

DROP TYPE PAL_ARIMA_DATA_T;
CREATE TYPE PAL_ARIMA_DATA_T AS TABLE(
"TIMESTAMP" INTEGER,
"X1" DOUBLE,
"Xreg" DOUBLE);
DROP TYPE PAL_ARIMA_CONTROL_T;
CREATE TYPE PAL_ARIMA_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100) );
DROP TYPE PAL_ARIMA_MODEL_T;
CREATE TYPE PAL_ARIMA_MODEL_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" VARCHAR (5000) );

DROP TABLE PAL_ARIMA_PDATA_TBL;

CREATE COLUMN TABLE PAL_ARIMA_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_ARIMA_DATA_T', 'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_ARIMA_CONTROL_T',
'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_ARIMA_MODEL_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_AUTOARIMA_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','AUTOARIMA', 'DM_PAL',
'PAL_AUTOARIMA_PROC', PAL_ARIMA_PDATA_TBL);

SAP HANA Predictive Analysis Library (PAL)

340 PUBLIC PAL Functions
 DROP TABLE PAL_ARIMA_DATA_TBL;
CREATE COLUMN TABLE PAL_ARIMA_DATA_TBL LIKE PAL_ARIMA_DATA_T;
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(1, 1.2, 0.8);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(2, 1.34845613096197, 1.2);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(3, 1.32261090809898, 1.34845613096197);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(4, 1.38095306748554, 1.32261090809898);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(5, 1.54066648969168, 1.38095306748554);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(6, 1.50920806756785, 1.54066648969168);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(7, 1.48461408893443, 1.50920806756785);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(8, 1.43784887380224, 1.48461408893443);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(9, 1.64251548718992, 1.43784887380224);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(10, 1.74292337447476, 1.64251548718992);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(11, 1.91137546943257, 1.74292337447476);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(12, 2.07735796176367, 1.91137546943257);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(13, 2.01741246166924, 2.07735796176367);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(14, 1.87176938196573, 2.01741246166924);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(15, 1.83354723357744, 1.87176938196573);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(16, 1.66104978144571, 1.83354723357744);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(17, 1.65115984070812, 1.66104978144571);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(18, 1.69470966154593, 1.65115984070812);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(19, 1.70459802935728, 1.69470966154593);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(20, 1.61246059980916, 1.70459802935728);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(21, 1.53949706614636, 1.61246059980916);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(22, 1.59231354902055, 1.53949706614636);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(23, 1.81741927705578, 1.59231354902055);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(24, 1.80224252773564, 1.81741927705578);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(25, 1.81881576781466, 1.80224252773564);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(26, 1.78089755157948, 1.81881576781466);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(27, 1.61473635574416, 1.78089755157948);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(28, 1.42002147867225, 1.61473635574416);
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(29, 1.49971641345022, 1.42002147867225);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEARCH_STRATEGY', 1,null,null);
DROP TABLE PAL_ARIMA_MODEL_TBL;
CREATE COLUMN TABLE PAL_ARIMA_MODEL_TBL LIKE PAL_ARIMA_MODEL_T;
CALL DM_PAL.PAL_AUTOARIMA_PROC(PAL_ARIMA_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_ARIMA_MODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ARIMA_MODEL_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 341
Example 3: Auto Seasonal ARIMA

SET SCHEMA DM_PAL;

DROP TYPE PAL_ARIMA_DATA_T;
CREATE TYPE PAL_ARIMA_DATA_T AS TABLE(
"TIMESTAMP" INTEGER,
"X1" DOUBLE);
DROP TYPE PAL_ARIMA_CONTROL_T;
CREATE TYPE PAL_ARIMA_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100) );
DROP TYPE PAL_ARIMA_MODEL_T;
CREATE TYPE PAL_ARIMA_MODEL_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" VARCHAR (5000) );

DROP TABLE PAL_ARIMA_PDATA_TBL;

CREATE COLUMN TABLE PAL_ARIMA_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_ARIMA_DATA_T', 'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_ARIMA_CONTROL_T',
'IN');
INSERT INTO PAL_ARIMA_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_ARIMA_MODEL_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_AUTOARIMA_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','AUTOARIMA', 'DM_PAL',
'PAL_AUTOARIMA_PROC', PAL_ARIMA_PDATA_TBL);
DROP TABLE PAL_ARIMA_DATA_TBL;
CREATE COLUMN TABLE PAL_ARIMA_DATA_TBL LIKE PAL_ARIMA_DATA_T;
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(1 , -24.525 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(2 , 34.72 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(3 , 57.325 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(4 , 10.34 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(5 , -12.89 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(6 , 39.045 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(7 , 57.3 );

SAP HANA Predictive Analysis Library (PAL)

342 PUBLIC PAL Functions
 INSERT INTO PAL_ARIMA_DATA_TBL VALUES(8 , 6.735 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(9 , -19.365 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(10 , 34.085 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(11 , 52.455 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(12 , 8.445 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(13 , -13.595 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(14 , 36.73 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(15 , 54.81 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(16 , 4.625 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(17 , -15.595 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(18 , 36.61 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(19 , 58.51 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(20 , 6.725 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(21 , -9.815 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(22 , 38.65 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(23 , 55.5 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(24 , 12.415 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(25 , -17.28 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(26 , 36.105 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(27 , 50.43 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(28 , 7.17 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(29 , -18.97 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(30 , 39.775 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(31 , 57.825 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(32 , 0.49 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(33 , -19.475 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(34 , 31.53 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(35 , 50.025 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(36 , 6.47 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(37 , -20.585 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(38 , 36.94 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(39 , 54.37 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(40 , 10.705 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(41 , -15.965 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(42 , 33.415 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(43 , 55.41 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(44 , -0.62 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(45 , -24.52 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(46 , 37.345 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(47 , 59.44 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(48 , 3.91 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(49 , -19.305 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(50 , 39.525 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(51 , 55.545 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(52 , 3.96 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(53 , -21.69 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(54 , 33.255 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(55 , 57.795 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(56 , 7.535 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(57 , -21.865 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(58 , 36.89 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(59 , 52.17 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(60 , 0.94 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(61 , -23.82 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(62 , 35.025 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(63 , 50.5 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(64 , 4.29 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(65 , -15.27 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(66 , 36.335 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(67 , 51.435 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(68 , 3.365 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(69 , -25.535 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(70 , 33.425 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(71 , 52.785 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(72 , 3.95 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(73 , -17.735 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(74 , 31.95 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(75 , 53.555 );

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 343
 INSERT INTO PAL_ARIMA_DATA_TBL VALUES(76 , 6.745 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(77 , -20 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(78 , 31.355 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(79 , 54.71 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(80 , 3.835 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(81 , -23.145 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(82 , 35.23 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(83 , 55.1 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(84 , 3.73 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(85 , -17.605 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(86 , 33.9 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(87 , 55.42 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(88 , 3.505 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(89 , -23.895 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(90 , 34.445 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(91 , 55.635 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(92 , 3.595 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(93 , -21.8 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(94 , 33.45 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(95 , 56.54 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(96 , 5.775 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(97 , -21.27 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(98 , 32.14 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(99 , 53.46 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(100 , -1.935 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(101 , -14.275 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(102 , 35.485 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(103 , 57.305 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(104 , 7.325 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(105 , -21.545 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(106 , 34.11 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(107 , 53.885 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(108 , 1.625 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(109 , -15.75 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(110 , 36.58 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(111 , 54.89 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(112 , 3.8 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(113 , -18.035 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(114 , 37.495 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(115 , 51.875 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(116 , -6.58 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(117 , -18.17 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(118 , 33.565 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(119 , 52.605 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(120 , 3.665 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(121 , -26.47 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(122 , 31.495 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(123 , 52.375 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(124 , 2.135 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(125 , -19.87 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(126 , 36.46 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(127 , 53.11 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(128 , 6.64 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(129 , -21.835 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(130 , 34.625 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(131 , 54.61 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(132 , -5.11 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(133 , -17.395 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(134 , 36.685 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(135 , 52.68 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(136 , 1.105 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(137 , -25.42 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(138 , 32.595 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(139 , 51.615 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(140 , 8.525 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(141 , -15.215 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(142 , 34.455 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(143 , 56.165 );

SAP HANA Predictive Analysis Library (PAL)

344 PUBLIC PAL Functions
 INSERT INTO PAL_ARIMA_DATA_TBL VALUES(144 , 2.335 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(145 , -19.575 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(146 , 34.445 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(147 , 53.48 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(148 , 7.025 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(149 , -19.655 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(150 , 32.355 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(151 , 53.41 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(152 , 1.64 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(153 , -17.325 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(154 , 37.505 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(155 , 50.875 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(156 , 1.555 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(157 , -16.195 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(158 , 38.485 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(159 , 53.795 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(160 , 2.23 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(161 , -17.235 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(162 , 36.255 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(163 , 55.895 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(164 , 2.025 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(165 , -19.19 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(166 , 35.215 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(167 , 54.215 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(168 , -5.73 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(169 , -9.995 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(170 , 35.27 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(171 , 54.665 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(172 , 7.615 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(173 , -14.625 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(174 , 40.195 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(175 , 54.13 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(176 , 3.225 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(177 , -19.245 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(178 , 32.695 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(179 , 51.16 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(180 , 1.265 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(181 , -22.03 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(182 , 35.295 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(183 , 55.21 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(184 , 1.97 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(185 , -27.47 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(186 , 35.83 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(187 , 53.405 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(188 , 6.855 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(189 , -15.515 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(190 , 31.675 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(191 , 54.205 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(192 , 1.505 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(193 , -23.06 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(194 , 30.915 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(195 , 54.07 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(196 , 4.785 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(197 , -18.9 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(198 , 31.5 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(199 , 52.565 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(200 , 2.895 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(201 , -10.22 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(202 , 39.195 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(203 , 56.27 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(204 , 9.155 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(205 , -17.245 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(206 , 37.905 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(207 , 59.035 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(208 , 7.17 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(209 , -15.815 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(210 , 31.77 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(211 , 51.58 );

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 345
 INSERT INTO PAL_ARIMA_DATA_TBL VALUES(212 , 1.74 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(213 , -18.805 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(214 , 35.875 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(215 , 56.17 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(216 , 14.525 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(217 , -10.39 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(218 , 30.98 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(219 , 58.91 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(220 , 1.465 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(221 , -25.78 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(222 , 29.75 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(223 , 56.385 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(224 , 7.5 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(225 , -22.755 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(226 , 31.735 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(227 , 53.655 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(228 , 4.825 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(229 , -20.685 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(230 , 35.48 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(231 , 58.655 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(232 , 7.605 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(233 , -11.89 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(234 , 36.8 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(235 , 55.04 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(236 , 12.16 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(237 , -19.905 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(238 , 34.95 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(239 , 55.69 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(240 , 7.225 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(241 , -15.38 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(242 , 35.365 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(243 , 54.855 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(244 , 5.235 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(245 , -19.81 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(246 , 33.12 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(247 , 53.27 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(248 , 6.525 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(249 , -8.875 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(250 , 39.43 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(251 , 58.28 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(252 , 5.665 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(253 , -19.31 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(254 , 34.25 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(255 , 58.675 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(256 , 12.91 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(257 , -7 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(258 , 38.5 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(259 , 58.895 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(260 , 8.65 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(261 , -13.97 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(262 , 35.015 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(263 , 56.47 );
INSERT INTO PAL_ARIMA_DATA_TBL VALUES(264 , 3.535 );
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEARCH_STRATEGY', 0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ORDER', 8,null,null);
DROP TABLE PAL_ARIMA_MODEL_TBL;
CREATE COLUMN TABLE PAL_ARIMA_MODEL_TBL LIKE PAL_ARIMA_MODEL_T;
CALL DM_PAL.PAL_AUTOARIMA_PROC(PAL_ARIMA_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_ARIMA_MODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ARIMA_MODEL_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

346 PUBLIC PAL Functions
Related Information

ARIMA [page 314]

3.5.3 Brown Exponential Smoothing

The brown exponential smoothing model is suitable to model the time series with trend but without
seasonality. In PAL, both non-adaptive and adaptive brown linear exponential smoothing are provided.

For non-adaptive brown exponential smoothing, let St and Tt be the simply smoothed value and doubly
smoothed value for the (t+1)-th time period, respectively. Let at and bt be the intercept and the slope. The
procedure is as follows:

1. Initialization:
S 0 = x0
T0 = x0
a0 = 2S0 – T0

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 347
 F1 = a0 + b0
2. Calculation:
St = αxt + (1 – α)St–1
Tt = αSt + (1 – α) Tt–1
at = 2St – Tt

Ft+1 = at + bt

For adaptive brown exponential smoothing, you need to update the parameter of α for every forecasting. The
following rules must be satisfied.

1. Initialization:
S0 = x0
T0 = x0
a0 = 2S0 – T0

F1 = a0 + b0
A0 = M0 = 0
α1 = α2 = α3 = δ = 0.2
2. Calculation:
Et = xt – Ft
At = δEt + (1 – δ)At–1
Mt = δ|Et| + (1 – δ)Mt–1

St = αtxt + (1 – αt)St–1
Tt = αtSt + (1 – αt)Tt–1
at = 2St – Tt

Ft+1 = at + bt

Where α, δ ∈(0,1) are two user specified parameters. The model can be viewed as two coupled single
exponential smoothing models, and thus forecast can be made by the following equation:

FT+m = aT + mbT

Note
F0 is not defined because there is no estimation for the time slot 0. According to the definition, you can get
F1 = a0 + b0 and so on.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.

SAP HANA Predictive Analysis Library (PAL)

348 PUBLIC PAL Functions
BROWNEXPSMOOTH

This is a brown exponential smoothing function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘BROWNEXPSMOOTH’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

4 <schema_name> <Statistics OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>, <statistics output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer ID

2nd column Integer or double Raw data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 349
Name Data Type Default Value Description Dependency

ALPHA Double 0.1 (Brown exponential The smoothing con­

smoothing) stant alpha for brown
exponential smoothing
0.2 (Adaptive brown
or the initialization
exponential smooth­ value for adaptive
ing) brown exponential
smoothing (0 < α < 1).

DELTA Double 0.2 Value of weighted for Only valid when ADAP­
At and Mt. TIVE_METHOD is 1.

FORECAST_NUM Integer 0 Number of values to

be forecast.

ADAPTIVE_METHOD Integer 0 ● 0: Brown expo­

nential smoothing
● 1: Adaptive brown
exponential
smoothing

MEASURE_NAME Varchar No default value Measure name. Sup­

ported measures are
MPE, MSE, RMSE, ET,
MAD, MASE, WMAPE,
SMAPE, and MAPE.

For detailed informa­

tion on measures, see
Forecast Accuracy
Measures.

IGNORE_ZERO Integer 0 ● 0: Uses zero val­ Only valid when MEAS­

ues in the input URE_NAME is MPE or
dataset when cal­ MAPE.
culating MPE or
MAPE.
● 1: Ignores zero val­
ues in the input
dataset when cal­
culating MPE or
MAPE.

EXPOST_FLAG Integer 1 ● 0: Does not out­

put the expost
forecast, and just
outputs the fore­
cast values.
● 1: Outputs the ex­
post forecast and
the forecast val­
ues.

Output Table

SAP HANA Predictive Analysis Library (PAL)

350 PUBLIC PAL Functions
 Table Column Column Data Type Description

Result 1st column Integer ID

2nd column Integer or double Output result

Statistics 1st column Varchar or nvarchar Name of statistics

2nd column Double Value of statistics

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_BROWNSMOOTH_DATA_T;
CREATE TYPE PAL_BROWNSMOOTH_DATA_T AS TABLE("ID" INT, "RAWDATA" DOUBLE);
DROP TYPE PAL_BROWNSMOOTH_RESULT_T;
CREATE TYPE PAL_BROWNSMOOTH_RESULT_T AS TABLE("TIME" INT, "OUTPUT" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_BROWNSMOOTH_STATISTIC_T;
CREATE TYPE PAL_BROWNSMOOTH_STATISTIC_T AS TABLE("NAME" VARCHAR(100), "VALUE"
DOUBLE);
DROP TABLE PAL_BROWNSMOOTH_PDATA_TBL;
CREATE COLUMN TABLE PAL_BROWNSMOOTH_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_BROWNSMOOTH_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_BROWNSMOOTH_DATA_T','IN');
INSERT INTO PAL_BROWNSMOOTH_PDATA_TBL VALUES(2,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_BROWNSMOOTH_PDATA_TBL VALUES(3,'DM_PAL',
'PAL_BROWNSMOOTH_RESULT_T','OUT');
INSERT INTO PAL_BROWNSMOOTH_PDATA_TBL VALUES(4,'DM_PAL',
'PAL_BROWNSMOOTH_STATISTIC_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'BROWNSMOOTH_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'BROWNEXPSMOOTH', 'DM_PAL',
'BROWNSMOOTH_TEST_PROC',PAL_BROWNSMOOTH_PDATA_TBL);
DROP TABLE PAL_BROWNSMOOTH_DATA_TBL;
CREATE COLUMN TABLE PAL_BROWNSMOOTH_DATA_TBL LIKE PAL_BROWNSMOOTH_DATA_T;
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (1,143.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (2,152.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (3,161.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (4,139.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (5,137.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (6,174.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (7,142.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (8,141.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (9,162.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (10,180.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (11,164.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (12,171.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (13,206.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (14,193.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (15,207.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (16,218.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (17,229.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (18,225.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (19,204.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (20,227.0);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 351
 INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (21,223.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (22,242.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (23,239.0);
INSERT INTO PAL_BROWNSMOOTH_DATA_TBL VALUES (24,266.0);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL,0.1, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DELTA',NULL, 0.2, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM',6, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXPOST_FLAG',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ADAPTIVE_METHOD',0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'MSE');
DROP TABLE PAL_BROWNSMOOTH_RESULT_TBL;
CREATE COLUMN TABLE PAL_BROWNSMOOTH_RESULT_TBL LIKE PAL_BROWNSMOOTH_RESULT_T ;
DROP TABLE PAL_BROWNSMOOTH_STATISTIC_TBL;
CREATE COLUMN TABLE PAL_BROWNSMOOTH_STATISTIC_TBL LIKE
PAL_BROWNSMOOTH_STATISTIC_T;
CALL DM_PAL.BROWNSMOOTH_TEST_PROC(PAL_BROWNSMOOTH_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_BROWNSMOOTH_RESULT_TBL, PAL_BROWNSMOOTH_STATISTIC_TBL)WITH OVERVIEW;
SELECT * FROM PAL_BROWNSMOOTH_RESULT_TBL;
SELECT * FROM PAL_BROWNSMOOTH_STATISTIC_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

352 PUBLIC PAL Functions
PAL_BROWNSMOOTH_RESULT_TBL:

PAL_BROWNSMOOTH_STATISTIC_TBL:

Related Information

Forecast Accuracy Measures [page 358]

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 353
3.5.4 Croston's Method

The Croston’s method is a forecast strategy for products with intermittent demand. The Croston’s method
consists of two steps. First, separate exponential smoothing estimates are made of the average size of a
demand. Second, the average interval between demands is calculated. This is then used in a form of the
constant model to predict the future demand.

Initialization

The system checks the first time bucket of the historical values. If it finds a value (not zero), it is set as the Z’s
initial value and X is set to 1. Otherwise, Z is set to 1 and X to 2.

V(t) = Historical value

P(t) = Forecasted value

q = Interval between last two periods with demand

α = Smoothing factor for the estimates

Z = Estimate of demand volume

X = Estimate of intervals between demand

If 1st value ≠ 0
Z(0) = V(1), X(0) = 1
If 1st value = 0
Z(0) = 1, X(0) = 2

Calculation of Forecast Parameters

The forecast is made using a modified constant model. The forecast parameters P and X are determined as
follows:

If V(t) = 0
q = q + 1
Else
Z(t) = Z(t−1) + α[V(t) − Z(t−1)]
X(t) = X(t−1) + α[q − X(t−1)]
Endif

In the last iteration, the parameters Z(f) and X(f) will be delivered for the forecast.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.

CROSTON

This is a Croston's method function.

SAP HANA Predictive Analysis Library (PAL)

354 PUBLIC PAL Functions
Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘CROSTON’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

4 <schema_name> <Statistics OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>, <statistics output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer ID

2nd column Integer or double Raw data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

RAW_DATA_COL Integer 1 Column number of the

column that contains
the raw data.

ALPHA Double 0.1 Value of the smoothing

constant alpha (0 < α
< 1).

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 355
Name Data Type Default Value Description Dependency

FORECAST_NUM Integer 0 Number of values to

be forecast. When it is
set to 1, the algorithm
only forecasts one
value.

METHOD Integer 0 ● 0: Uses the spora­

dic method
● 1: Uses the con­
stant method

MEASURE_NAME Varchar No default value Measure name. Sup­

ported measures are
MPE, MSE, RMSE, ET,
MAD, MASE, WMAPE,
SMAPE, and MAPE.

For detailed informa­

tion on measures, see
Forecast Accuracy
Measures.

EXPOST_FLAG Integer 1 ● 0: Does not out­

put the expost
forecast, and just
outputs the fore­
cast values.
● 1: Outputs the ex­
post forecast and
the forecast val­
ues.

IGNORE_ZERO Integer 0 ● 0: Uses zero val­ Only valid when MEAS­

ues in the input URE_NAME is MPE or
dataset when cal­ MAPE.
culating MPE or
MAPE.
● 1: Ignores zero val­
ues in the input
dataset when cal­
culating MPE or
MAPE.

Output Tables

Table Column Column Data Type Description

Result 1st column Integer ID

2nd column Integer or double Output result

Statistics 1st column Varchar or nvarchar Name of statistics

SAP HANA Predictive Analysis Library (PAL)

356 PUBLIC PAL Functions
 Table Column Column Data Type Description

2nd column Double Value of statistics

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_CROSTON_DATA_T;
CREATE TYPE PAL_CROSTON_DATA_T AS TABLE("ID" INT, "RAWDATA" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_CROSTON_RESULT_T;
CREATE TYPE PAL_CROSTON_RESULT_T AS TABLE("TIME" INT, "OUTPUT" DOUBLE);
DROP TYPE PAL_CROSTON_STATISTICS_T;
CREATE TYPE PAL_CROSTON_STATISTICS_T AS TABLE ("NAME" VARCHAR (50), "VALUE"
DOUBLE);
DROP TABLE PAL_CROSTON_PDATA_TBL;
CREATE COLUMN TABLE PAL_CROSTON_PDATA_TBL ("POSITION" INT,"SCHEMA_NAME"
NVARCHAR(256),"TYPE_NAME" NVARCHAR (256),"PARAMETER_TYPE" VARCHAR (7));
INSERT INTO PAL_CROSTON_PDATA_TBL VALUES (1,'DM_PAL','PAL_CROSTON_DATA_T','IN');
INSERT INTO PAL_CROSTON_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PAL_CROSTON_PDATA_TBL VALUES
(3,'DM_PAL','PAL_CROSTON_RESULT_T','OUT');
INSERT INTO PAL_CROSTON_PDATA_TBL VALUES
(4,'DM_PAL','PAL_CROSTON_STATISTICS_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','CROSTON_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','CROSTON', 'DM_PAL',
'CROSTON_TEST_PROC', PAL_CROSTON_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('RAW_DATA_COL',1,NULL,NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL,0.1,NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM',1, NULL,NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('METHOD',0, NULL,NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES('MEASURE_NAME',NULL,NULL,'MAPE');
DROP TABLE PAL_CROSTON_DATA_TBL;
CREATE COLUMN TABLE PAL_CROSTON_DATA_TBL LIKE PAL_CROSTON_DATA_T ;
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (0, 0.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (1, 1.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (2, 4.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (3, 0.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (4, 0.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (5, 0.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (6, 5.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (7, 3.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (8, 0.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (9, 0.0);
INSERT INTO PAL_CROSTON_DATA_TBL VALUES (10, 0.0);
DROP TABLE PAL_CROSTON_RESULT_TBL;
CREATE COLUMN TABLE PAL_CROSTON_RESULT_TBL LIKE PAL_CROSTON_RESULT_T;
DROP TABLE PAL_CROSTON_STATISTICS_TBL;
CREATE COLUMN TABLE PAL_CROSTON_STATISTICS_TBL LIKE PAL_CROSTON_STATISTICS_T;
CALL DM_PAL.CROSTON_TEST_PROC(PAL_CROSTON_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_CROSTON_RESULT_TBL, PAL_CROSTON_STATISTICS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_CROSTON_RESULT_TBL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 357
 SELECT * FROM PAL_CROSTON_STATISTICS_TBL;

Expected Results

PAL_CROSTON_RESULT_TBL:

PAL_CROSTON_STATISTICS_TBL:

Related Information

Forecast Accuracy Measures [page 358]

3.5.5 Forecast Accuracy Measures

Measures are used to check the accuracy of the forecast made by PAL algorithms. They are calculated based
on the difference between the historical values and the forecasted values of the fitted model. The measures
supported in PAL are MPE, MSE, RMSE, ET, MAD, MASE, WMAPE, SMAPE, and MAPE.

Prerequisite

The input data is numeric, not categorical.

SAP HANA Predictive Analysis Library (PAL)

358 PUBLIC PAL Functions
ACCURACYMEASURES

This is a forecast accuracy measures function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘ACCURACYMEASURES’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Double Actual data

2nd column Double Forecasted data

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 359
Name Data Type Description

MEASURE_NAME Varchar Specifies measure name:

● MPE: Mean percentage error

● MSE: Mean squared error
● RMSE: Root mean squared error
● ET: Error total
● MAD: Mean absolute deviation
● MASE: Out-of-sample mean abso­
lute scaled error
● WMAPE: Weighted mean absolute
percentage error
● SMAPE: Symmetric mean absolute
percentage error
● MAPE: Mean absolute percentage
error

Optional Parameters

None.

Output Table

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Name of accuracy measures

2nd column Double Value of accuracy measures

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FORECASTACCURACYMEASURES_DATA_T;
CREATE TYPE PAL_FORECASTACCURACYMEASURES_DATA_T AS TABLE(
"ACTUALCOL" DOUBLE,
"FORECASTCOL" DOUBLE
);

DROP TYPE PAL_CONTROL_T;

CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_FORECASTACCURACYMEASURES_RESULT_T;
CREATE TYPE PAL_FORECASTACCURACYMEASURES_RESULT_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" DOUBLE
);
DROP TABLE PAL_FORECASTACCURACYMEASURES_DATA_TBL;

SAP HANA Predictive Analysis Library (PAL)

360 PUBLIC PAL Functions
 CREATE COLUMN TABLE PAL_FORECASTACCURACYMEASURES_DATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (1,'DM_PAL',
'PAL_FORECASTACCURACYMEASURES_DATA_T','IN');
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES(2,'DM_PAL',
'PAL_CONTROL_T','IN');
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES(3,'DM_PAL',
'PAL_FORECASTACCURACYMEASURES_RESULT_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL',
'PAL_FORECASTACCURACYMEASURES_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'ACCURACYMEASURES',
'DM_PAL',
'PAL_FORECASTACCURACYMEASURES_PROC',PAL_FORECASTACCURACYMEASURES_DATA_TBL);
DROP TABLE PAL_FORECASTACCURACYMEASURES_DATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTACCURACYMEASURES_DATA_TBL LIKE
PAL_FORECASTACCURACYMEASURES_DATA_T;
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (1130, 1270);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2410, 2340);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2210, 2310);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2500, 2340);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2432, 2348);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (1980, 1890);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2045, 2100);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2340, 2231);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2460, 2401);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2350, 2310);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2345, 2340);
INSERT INTO PAL_FORECASTACCURACYMEASURES_DATA_TBL VALUES (2650, 2560);
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'MSE');
INSERT INTO PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'RMSE');
INSERT INTO PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'MPE');
INSERT INTO PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'ET');
INSERT INTO PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'MAD');
INSERT INTO PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'MASE');
INSERT INTO PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'WMAPE');
INSERT INTO PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'SMAPE');
INSERT INTO PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'MAPE');
INSERT INTO PAL_CONTROL_TBL VALUES ('IGNORE_ZERO', 1, NULL, NULL);
DROP TABLE PAL_FORECASTACCURACYMEASURES_RESULT_TBL;
CREATE COLUMN TABLE PAL_FORECASTACCURACYMEASURES_RESULT_TBL LIKE
PAL_FORECASTACCURACYMEASURES_RESULT_T;

CALL
DM_PAL.PAL_FORECASTACCURACYMEASURES_PROC(PAL_FORECASTACCURACYMEASURES_DATA_TBL,
PAL_CONTROL_TBL, PAL_FORECASTACCURACYMEASURES_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_FORECASTACCURACYMEASURES_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 361
PAL_FORECASTACCURACYMEASURES_RESULT_TBL:

3.5.6 Forecast Smoothing

Forecast smoothing is used to calculate optimal parameters of a set of smoothing functions in PAL, including
Single Exponential Smoothing, Double Exponential Smoothing, and Triple Exponential Smoothing.

This function also outputs the forecasting results based on these optimal parameters. This optimization is
computed by exploring of the parameter space which includes all possible parameter combinations. The
quality assessment is done by comparing historic and forecast values. In PAL, MSE (mean squared error) or
MAPE (mean absolute percentage error) is used to evaluate the quality of the parameters.

The parameter optimization is based on global and local search algorithms. The global search algorithm used
in this function is simulated annealing, whereas the local search algorithm is Nelder Mead. Those algorithms
allow for efficient search processes.

To evaluate the flexibility of the function, a train-and-test scheme is carried out. In other words, a partition of
the time series is allowed, of which the former one is used to train the parameters, whereas the latter one is
applied to test.

The error of every forecast value is calculated as follows:

Di=(1+i* ∝2)*E

Where ∝ is the weight of smoothing and E is the calculated MSE or MAPE value.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.

SAP HANA Predictive Analysis Library (PAL)

362 PUBLIC PAL Functions
FORECASTSMOOTHING

This function is used to calculate optimal parameters and output forecast results.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘FORECASTSMOOTHING’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT PARAMETER OUT

table type>

4 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

parameter table>, <result output table>) with overview;

The procedure name is the same as the name specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer Index of timestamp

2nd column Integer or double Raw data

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 363
Name Data Type Description

FORECAST_MODEL_NAME Varchar Name of the statistical model used for

calculating the forecast.

● SESM: Single Exponential Smooth­

ing
● DESM: Double Exponential
Smoothing
● TESM: Triple Exponential Smooth­
ing

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

OPTI­ Integer 5 Time budget for the

MIZER_TIME_BUDGET whole optimization
process. The time unit
is second and the
value should be larger
than zero.

OPTIMIZER_RAN­ Integer System time Random seed for si­

DOM_SEED mulated annealing and
Nelder Mead. The
value should be larger
than zero.

THREAD_NUMBER Integer 1 Number of threads.

ALPHA Double 0.1 Weight for smoothing.

Value range: 0 < α < 1

BETA Double 0.1 Weight for the trend Only valid when FORE­
component. CAST_MODEL_NAME
is DESM or TESM.
Value range: 0 < β < 1

GAMMA Double 0.1 Weight for the sea­ Only valid when FORE­
sonal component. CAST_MODEL_NAME
is TESM.
Value range: 0 < γ < 1

FORECAST_NUM Integer 0 Number of values to

be forecast.

SAP HANA Predictive Analysis Library (PAL)

364 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

CYCLE Integer 2 Length of a cycle (L > Only valid when FORE­

1). For example, the cy­ CAST_MODEL_NAME
cle of quarterly data is is TESM.
4, and the cycle of
monthly data is 12.

MODELSELECTION Integer 0 When this is set to 1,

the algorithm will se­
lect the best model
among Single/
Double/Triple Expo­
nential Smoothing
models. The FORE­
CAST_MODEL_NAME
parameter will be ig­
nored.

When this is set to 0,

the algorithm will not
perform the model se­
lection.

Note: when model se­

lection is enabled, set
the CYCLE parameter
if you do not want to
use the default value of
2.

FORECAST_AUTO­ Integer 1 The value should be 0

MATIC or 1.

● 1: The optimal pa­

rameters will be
computed.
● 0: The parameter
values will be set
by the user.

SEASONAL Integer 0 ● 0: Multiplicative Only valid when FORE­

triple exponential CAST_MODEL_NAME
smoothing
is TESM.
● 1: Additive triple
exponential
smoothing

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 365
Name Data Type Default Value Description Dependency

INITIAL_METHOD Integer 0 Initialization method Only valid when FORE­

for the trend and sea­ CAST_MODEL_NAME
sonal components. Re­ is TESM.
fer to Triple Exponen­
tial Smoothing for de­
tailed information on
initialization method.

GETPERIODS_AUTO­ Integer 0 Specifies whether the Only valid when FORE­

MATIC value of CYCLE is auto­ CAST_MODEL_NAME
matically obtained. is TESM.

● 0: The value of
CYCLE is set by
user.
● 1: The optimal
value of CYCLE
will be computed
automatically.

MAX_ITERATION Integer 100 Maximum number of

iterations.

TRAINING_RATIO Double 1.0 The ratio of training If this parameter is set

data to the whole time to 0.0 or 1.0, or the re­
series. sulting training data
(N*r) is less than 1 or
Assuming the size of
equal to the size of
time series is N, and
time series, no train-
the training ratio is r,
and-test procedure is
the first N*r time ser­
carried out.
ies is used to train,
whereas only the latter
N*(1-r) one is used to
test.

OPTIMIZA­ Integer 0 ● 0: Heuristic opti­

TION_METHOD mization method
(simulated an­
nealing and
Nelder-mead)
● 1: LBFGS-B opti­
mization method

SAP HANA Predictive Analysis Library (PAL)

366 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

DAMPED Integer 0 For DESM:

● 0: Uses the Holt's

linear method.
● 1: Uses the addi­
tive damped trend
Holt's linear
method.

For TESM:

● 0: Uses the Holt

Winter method.
● 1: Uses the addi­
tive damped sea­
sonal Holt Winter
method.

ACCURACY_MEAS­ Varchar MSE The criterion used for

URE the optimization. Avail­
able values are MSE
and MAPE.

Note
Cycle determines the seasonality within the time series data by considering the seasonal factor of a data
pointt-CYCLE+1 in the forecast calculation of data pointt+1. Additionally, the algorithm of TESM takes an entire
CYCLE as the base to calculate the first forecast value for data pointCYCLE+1. The value range for CYCLE
should be 2 ≤ CYCLE ≤ total number of data points/2.

For example, there is one year of weekly data (52 data points) as input time series. The value for CYCLE
should be within the range of 2 <= CYCLE <= 26. If CYCLE is 4 then we get the first forecast value for data
point 5 (e.g. week 201205) by considering the seasonal factor of data point 1 (e.g. week 201201). The second
forecast value for data point 6 (e.g. week 201206) takes into account of the seasonal factor of data point 2
(e.g. week 201202), etc. If CYCLE is 2 then we get the first forecast value for data point 3 (e.g. week 201203)
by considering the seasonal factor of data point 1 (e.g. week 201201). The second forecast value for data
point 4 (e.g. week 201204) takes into account of the seasonal factor of data point 2 (e.g. week 201202), etc.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 367
Table Column Column Data Type Description

Output Parameter 1st column Varchar or nvarchar Name of related statistics.

● MSE: the statistics of

MSE (Mean Squared Er­
ror)
● NUMBER_OF_ITERA­
TIONS: the sum of num­
bers of iterations of both
optimizers (simulated
annealing and Nelder
Mead)
● ALPHA/BETA/GAMMA:
the optimal parameters
or values set by user
● (For train-and-test
scheme only) NUM­
BER_OF_TRAINING: the
size of time series used
to train
● (For train-and-test
scheme only) NUM­
BER_OF_TESTING: the
size of time series used
to test
● (For train-and-test
scheme only)
TEST_MSE: the statis­
tics of MSE calculated
from the test data

2nd column Double, varchar, or nvarchar Parameter values.

Note: If you set the MODEL­

SELECTION parameter to 1,
this column data type should
be varchar or nvarchar to
output the best model name.

Result 1st column Integer Index of timestamp

2nd column Integer or double Result of smoothing forecast

3rd column Double Error of every forecast value

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SAP HANA Predictive Analysis Library (PAL)

368 PUBLIC PAL Functions
For Single Exponential Smoothing:

SET SCHEMA DM_PAL;

DROP TYPE PAL_FORECASTSINGLESMOOTHING_DATA_T;
CREATE TYPE PAL_FORECASTSINGLESMOOTHING_DATA_T AS TABLE ("TIMESTAMP" INT,
"VALUE" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE ("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_OUTPARAMETER_T;
CREATE TYPE PAL_OUTPARAMETER_T AS TABLE ("NAME" VARCHAR(100), "VALUE" DOUBLE);
DROP TYPE PAL_FORECASTSINGLESMOOTHING_FORECAST_T;
CREATE TYPE PAL_FORECASTSINGLESMOOTHING_FORECAST_T AS TABLE ("TIMESTAMP" INT,
"VALUE" DOUBLE, "DIFFERENCE" DOUBLE);
DROP TABLE PAL_FORECASTSINGLESMOOTHING_PDATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTSINGLESMOOTHING_PDATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_FORECASTSINGLESMOOTHING_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_FORECASTSINGLESMOOTHING_DATA_T','IN');
INSERT INTO PAL_FORECASTSINGLESMOOTHING_PDATA_TBL VALUES(2,'DM_PAL',
'PAL_CONTROL_T','IN');
INSERT INTO PAL_FORECASTSINGLESMOOTHING_PDATA_TBL VALUES(3,'DM_PAL',
'PAL_OUTPARAMETER_T','OUT');
INSERT INTO PAL_FORECASTSINGLESMOOTHING_PDATA_TBL VALUES(4,'DM_PAL',
'PAL_FORECASTSINGLESMOOTHING_FORECAST_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PALFORECASTSMOOTHING_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'FORECASTSMOOTHING',
'DM_PAL', 'PALFORECASTSMOOTHING_PROC',PAL_FORECASTSINGLESMOOTHING_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_MODEL_NAME', NULL, NULL,'SESM');
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL,0.1, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM',2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_AUTOMATIC',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION',300, NULL, NULL);
DROP TABLE PAL_FORECASTSINGLESMOOTHING_DATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTSINGLESMOOTHING_DATA_TBL LIKE
PAL_FORECASTSINGLESMOOTHING_DATA_T ;
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (1,200.0);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (2,135.0);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (3,195.0);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (4,197.5);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (5,310.0);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (6,175.0);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (7,155.0);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (8,130.0);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (9,220.0);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (10,277.5);
INSERT INTO PAL_FORECASTSINGLESMOOTHING_DATA_TBL VALUES (11,235.0);
DROP TABLE PAL_OUTPARAMETER_TBL;
CREATE COLUMN TABLE PAL_OUTPARAMETER_TBL LIKE PAL_OUTPARAMETER_T ;
DROP TABLE PAL_FORECASTSINGLESMOOTHING_RESULT_TBL;
CREATE COLUMN TABLE PAL_FORECASTSINGLESMOOTHING_RESULT_TBL LIKE
PAL_FORECASTSINGLESMOOTHING_FORECAST_T ;
CALL DM_PAL.PALFORECASTSMOOTHING_PROC( PAL_FORECASTSINGLESMOOTHING_DATA_TBL,
"#PAL_CONTROL_TBL", PAL_OUTPARAMETER_TBL,
PAL_FORECASTSINGLESMOOTHING_RESULT_TBL)WITH OVERVIEW;
SELECT * FROM PAL_OUTPARAMETER_TBL;
SELECT * FROM PAL_FORECASTSINGLESMOOTHING_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 369
PAL_OUTPARAMETER_TBL:

PAL_FORECASTSINGLESMOOTHING_RESULT_TBL:

For Double Exponential Smoothing:

SET SCHEMA DM_PAL;

DROP TYPE PAL_FORECASTDOUBLESMOOTHING_DATA_T;
CREATE TYPE PAL_FORECASTDOUBLESMOOTHING_DATA_T AS TABLE ("TIMESTAMP" INT,
"VALUE" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE ("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_OUTPARAMETER_T;
CREATE TYPE PAL_OUTPARAMETER_T AS TABLE ("NAME" VARCHAR(100), "VALUE" DOUBLE);
DROP TYPE PAL_FORECASTDOUBLESMOOTHING_FORECAST_T;
CREATE TYPE PAL_FORECASTDOUBLESMOOTHING_FORECAST_T AS TABLE ("TIMESTAMP" INT,
"VALUE" DOUBLE, "DIFFERENCE" DOUBLE);
DROP TABLE PAL_FORECASTDOUBLESMOOTHING_PDATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTDOUBLESMOOTHING_PDATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_FORECASTDOUBLESMOOTHING_DATA_T','IN');
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_PDATA_TBL VALUES(2,'DM_PAL',
'PAL_CONTROL_T','IN');

SAP HANA Predictive Analysis Library (PAL)

370 PUBLIC PAL Functions
 INSERT INTO PAL_FORECASTDOUBLESMOOTHING_PDATA_TBL VALUES(3,'DM_PAL',
'PAL_OUTPARAMETER_T','OUT');
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_PDATA_TBL VALUES(4,'DM_PAL',
'PAL_FORECASTDOUBLESMOOTHING_FORECAST_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PALFORECASTSMOOTHING_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'FORECASTSMOOTHING',
'DM_PAL', 'PALFORECASTSMOOTHING_PROC',PAL_FORECASTDOUBLESMOOTHING_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_MODEL_NAME', NULL, NULL,'DESM');
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL,0.1, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BETA', NULL,0.1, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM',2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_AUTOMATIC',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION',300, NULL, NULL);
DROP TABLE PAL_FORECASTDOUBLESMOOTHING_DATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTDOUBLESMOOTHING_DATA_TBL LIKE
PAL_FORECASTDOUBLESMOOTHING_DATA_T ;
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (1,143.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (2,152.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (3,161.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (4,139.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (5,137.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (6,174.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (7,142.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (8,141.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (9,162.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (10,180.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (11,164.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (12,171.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (13,206.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (14,193.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (15,207.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (16,218.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (17,229.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (18,225.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (19,204.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (20,227.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (21,223.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (22,242.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (23,239.0);
INSERT INTO PAL_FORECASTDOUBLESMOOTHING_DATA_TBL VALUES (24,266.0);
DROP TABLE PAL_OUTPARAMETER_TBL;
CREATE COLUMN TABLE PAL_OUTPARAMETER_TBL LIKE PAL_OUTPARAMETER_T ;
DROP TABLE PAL_FORECASTDOUBLESMOOTHING_RESULT_TBL;
CREATE COLUMN TABLE PAL_FORECASTDOUBLESMOOTHING_RESULT_TBL LIKE
PAL_FORECASTDOUBLESMOOTHING_FORECAST_T ;
CALL DM_PAL.PALFORECASTSMOOTHING_PROC( PAL_FORECASTDOUBLESMOOTHING_DATA_TBL,
"#PAL_CONTROL_TBL", PAL_OUTPARAMETER_TBL,
PAL_FORECASTDOUBLESMOOTHING_RESULT_TBL)WITH OVERVIEW;
SELECT * FROM PAL_OUTPARAMETER_TBL;
SELECT * FROM PAL_FORECASTDOUBLESMOOTHING_RESULT_TBL;

Expected Results

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 371
PAL_OUTPARAMETER_TBL:

SAP HANA Predictive Analysis Library (PAL)

372 PUBLIC PAL Functions
PAL_FORECASTDOUBLESMOOTHING_RESULT_TBL:

For Triple Exponential Smoothing:

SET SCHEMA DM_PAL;

DROP TYPE PAL_FORECASTTRIPLESMOOTHING_DATA_T;
CREATE TYPE PAL_FORECASTTRIPLESMOOTHING_DATA_T AS TABLE ("TIMESTAMP" INT,
"VALUE" DOUBLE);
DROP TYPE PAL_CONTROL_T;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 373
 CREATE TYPE PAL_CONTROL_T AS TABLE ("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_OUTPARAMETER_T;
CREATE TYPE PAL_OUTPARAMETER_T AS TABLE ("NAME" VARCHAR(100), "VALUE" DOUBLE);
DROP TYPE PAL_FORECASTTRIPLESMOOTHING_FORECAST_T;
CREATE TYPE PAL_FORECASTTRIPLESMOOTHING_FORECAST_T AS TABLE ("TIMESTAMP" INT,
"VALUE" DOUBLE, "DIFFERENCE" DOUBLE);
DROP TABLE PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_FORECASTTRIPLESMOOTHING_DATA_T','IN');
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL VALUES(2,'DM_PAL',
'PAL_CONTROL_T','IN');
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL VALUES(3,'DM_PAL',
'PAL_OUTPARAMETER_T','OUT');
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL VALUES(4,'DM_PAL',
'PAL_FORECASTTRIPLESMOOTHING_FORECAST_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PALFORECASTSMOOTHING_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'FORECASTSMOOTHING',
'DM_PAL', 'PALFORECASTSMOOTHING_PROC',PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_MODEL_NAME', NULL, NULL,'TESM');
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL,0.4, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BETA', NULL,0.4, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GAMMA', NULL,0.4, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CYCLE',4, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM',3, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_AUTOMATIC',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEASONAL',0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INITIAL_METHOD',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION',300, NULL, NULL);
DROP TABLE PAL_FORECASTTRIPLESMOOTHING_DATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTTRIPLESMOOTHING_DATA_TBL LIKE
PAL_FORECASTTRIPLESMOOTHING_DATA_T ;
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (1,362.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (2,385.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (3,432.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (4,341.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (5,382.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (6,409.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (7,498.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (8,387.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (9,473.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (10,513.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (11,582.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (12,474.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (13,544.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (14,582.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (15,681.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (16,557.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (17,628.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (18,707.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (19,773.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (20,592.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (21,627.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (22,725.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (23,854.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (24,661.0);
DROP TABLE PAL_OUTPARAMETER_TBL;
CREATE COLUMN TABLE PAL_OUTPARAMETER_TBL LIKE PAL_OUTPARAMETER_T ;
DROP TABLE PAL_FORECASTTRIPLESMOOTHING_RESULT_TBL;
CREATE COLUMN TABLE PAL_FORECASTTRIPLESMOOTHING_RESULT_TBL LIKE
PAL_FORECASTTRIPLESMOOTHING_FORECAST_T ;

SAP HANA Predictive Analysis Library (PAL)

374 PUBLIC PAL Functions
 CALL DM_PAL.PALFORECASTSMOOTHING_PROC(PAL_FORECASTTRIPLESMOOTHING_DATA_TBL,
"#PAL_CONTROL_TBL", PAL_OUTPARAMETER_TBL,
PAL_FORECASTTRIPLESMOOTHING_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_OUTPARAMETER_TBL;
SELECT * FROM PAL_FORECASTTRIPLESMOOTHING_RESULT_TBL;

Expected Results

PAL_OUTPARAMETER_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 375
PAL_FORECASTTRIPLESMOOTHING_RESULT_TBL:

For Model Selection:

SET SCHEMA DM_PAL;

DROP TYPE PAL_FORECASTMODELSELECTION_DATA_T;
CREATE TYPE PAL_FORECASTMODELSELECTION_DATA_T AS TABLE ("TIMESTAMP" INT, "VALUE"
DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE ("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_OUTPARAMETER_T;

SAP HANA Predictive Analysis Library (PAL)

376 PUBLIC PAL Functions
 CREATE TYPE PAL_OUTPARAMETER_T AS TABLE ("NAME" VARCHAR(100), "VALUE"
VARCHAR(100));
DROP TYPE PAL_FORECASTMODELSELECTION_FORECAST_T;
CREATE TYPE PAL_FORECASTMODELSELECTION_FORECAST_T AS TABLE ("TIMESTAMP" INT,
"VALUE" DOUBLE, "DIFFERENCE" DOUBLE);
DROP TABLE PAL_FORECASTMODELSELECTION_PDATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTMODELSELECTION_PDATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_FORECASTMODELSELECTION_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_FORECASTMODELSELECTION_DATA_T','IN');
INSERT INTO PAL_FORECASTMODELSELECTION_PDATA_TBL VALUES(2,'DM_PAL',
'PAL_CONTROL_T','IN');
INSERT INTO PAL_FORECASTMODELSELECTION_PDATA_TBL VALUES(3,'DM_PAL',
'PAL_OUTPARAMETER_T','OUT');
INSERT INTO PAL_FORECASTMODELSELECTION_PDATA_TBL VALUES(4,'DM_PAL',
'PAL_FORECASTMODELSELECTION_FORECAST_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PALFORECASTSMOOTHING_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'FORECASTSMOOTHING',
'DM_PAL', 'PALFORECASTSMOOTHING_PROC',PAL_FORECASTMODELSELECTION_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL,0.1, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM',2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CYCLE', 2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_AUTOMATIC',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MODELSELECTION',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION',300, NULL, NULL);
DROP TABLE PAL_FORECASTMODELSELECTION_DATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTMODELSELECTION_DATA_TBL LIKE
PAL_FORECASTMODELSELECTION_DATA_T;
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (1,200.0);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (2,135.0);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (3,195.0);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (4,197.5);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (5,310.0);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (6,175.0);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (7,155.0);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (8,130.0);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (9,220.0);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (10,277.5);
INSERT INTO PAL_FORECASTMODELSELECTION_DATA_TBL VALUES (11,235.0);
DROP TABLE PAL_OUTPARAMETER_TBL;
CREATE COLUMN TABLE PAL_OUTPARAMETER_TBL LIKE PAL_OUTPARAMETER_T;
DROP TABLE PAL_FORECASTMODELSELECTION_RESULT_TBL;
CREATE COLUMN TABLE PAL_FORECASTMODELSELECTION_RESULT_TBL LIKE
PAL_FORECASTMODELSELECTION_FORECAST_T;
CALL DM_PAL.PALFORECASTSMOOTHING_PROC( PAL_FORECASTMODELSELECTION_DATA_TBL,
"#PAL_CONTROL_TBL", PAL_OUTPARAMETER_TBL, PAL_FORECASTMODELSELECTION_RESULT_TBL)
WITH OVERVIEW;
SELECT * FROM PAL_OUTPARAMETER_TBL;
SELECT * FROM PAL_FORECASTMODELSELECTION_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 377
PAL_OUTPARAMETER_TBL:

PAL_FORECASTMODELSELECTION_RESULT_TBL:

For Train-and-Test:

SET SCHEMA DM_PAL;

DROP TYPE PAL_FORECASTTRIPLESMOOTHING_DATA_T;
CREATE TYPE PAL_FORECASTTRIPLESMOOTHING_DATA_T AS TABLE ("TIMESTAMP" INT,
"VALUE" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE ("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_OUTPARAMETER_T;
CREATE TYPE PAL_OUTPARAMETER_T AS TABLE ("NAME" VARCHAR(100), "VALUE" DOUBLE);
DROP TYPE PAL_FORECASTTRIPLESMOOTHING_FORECAST_T;
CREATE TYPE PAL_FORECASTTRIPLESMOOTHING_FORECAST_T AS TABLE ("TIMESTAMP" INT,
"VALUE" DOUBLE, "DIFFERENCE" DOUBLE);
DROP TABLE PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_FORECASTTRIPLESMOOTHING_DATA_T','IN');

SAP HANA Predictive Analysis Library (PAL)

378 PUBLIC PAL Functions
 INSERT INTO PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL VALUES(2,'DM_PAL',
'PAL_CONTROL_T','IN');
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL VALUES(3,'DM_PAL',
'PAL_OUTPARAMETER_T','OUT');
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL VALUES(4,'DM_PAL',
'PAL_FORECASTTRIPLESMOOTHING_FORECAST_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PALFORECASTSMOOTHING_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'FORECASTSMOOTHING',
'DM_PAL', 'PALFORECASTSMOOTHING_PROC',PAL_FORECASTTRIPLESMOOTHING_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_MODEL_NAME', NULL, NULL,'TESM');
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',8, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL,0.4, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BETA', NULL,0.4, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GAMMA', NULL,0.4, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CYCLE',4, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM',3, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_AUTOMATIC',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEASONAL',0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INITIAL_METHOD',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION',300, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TRAINING_RATIO',NULL, 0.75, NULL);
DROP TABLE PAL_FORECASTTRIPLESMOOTHING_DATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTTRIPLESMOOTHING_DATA_TBL LIKE
PAL_FORECASTTRIPLESMOOTHING_DATA_T ;
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (1,362.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (2,385.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (3,432.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (4,341.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (5,382.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (6,409.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (7,498.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (8,387.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (9,473.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (10,513.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (11,582.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (12,474.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (13,544.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (14,582.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (15,681.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (16,557.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (17,628.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (18,707.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (19,773.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (20,592.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (21,627.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (22,725.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (23,854.0);
INSERT INTO PAL_FORECASTTRIPLESMOOTHING_DATA_TBL VALUES (24,661.0);
DROP TABLE PAL_OUTPARAMETER_TBL;
CREATE COLUMN TABLE PAL_OUTPARAMETER_TBL LIKE PAL_OUTPARAMETER_T ;
DROP TABLE PAL_FORECASTTRIPLESMOOTHING_RESULT_TBL;
CREATE COLUMN TABLE PAL_FORECASTTRIPLESMOOTHING_RESULT_TBL LIKE
PAL_FORECASTTRIPLESMOOTHING_FORECAST_T ;
CALL DM_PAL.PALFORECASTSMOOTHING_PROC(PAL_FORECASTTRIPLESMOOTHING_DATA_TBL,
"#PAL_CONTROL_TBL", PAL_OUTPARAMETER_TBL,
PAL_FORECASTTRIPLESMOOTHING_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_OUTPARAMETER_TBL;
SELECT * FROM PAL_FORECASTTRIPLESMOOTHING_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 379
PAL_OUTPARAMETER_TBL:

PAL_FORECASTMODELSELECTION_RESULT_TBL:

Related Information

Triple Exponential Smoothing [page 400]

SAP HANA Predictive Analysis Library (PAL)

380 PUBLIC PAL Functions
3.5.7 Linear Regression with Damped Trend and Seasonal
Adjust

Linear regression with damped trend and seasonal adjust is an approach for forecasting when a time series
presents a trend. In PAL, it provides a damped smoothing parameter for smoothing the forecasted values. This
dampening parameter avoids the over-casting due to the “indefinitely” increasing or decreasing trend. In
addition, if the time series presents seasonality, you can deal with it by providing the length of the periods in
order to adjust the forecasting results. On the other hand, it also helps you to detect the seasonality and to
determine the periods.

Note
Occasionally, there is probability that the average, the linear forecast, or the seasonal index is calculated to
be 0, which gives rise to the issue of division by zero in the subsequent calculation. To address this,
therefore, a tiny value, 1.0e-6 for example, is adopted as the divisor instead of 0. In the Result output table,
an indicator named “HandleZero” is given, which represents if the substitution takes place (1) or not (0).

Prerequisites

● No missing or null data in the inputs. The algorithm will issue errors when encountering null values.
● The data is numeric, not categorical.

LRWITHSEASONALADJUST

This is the function for linear regression with damped trend and seasonal adjust.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LRWITHSEASONALADJUST’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

4 <schema_name> <Statistics OUTPUT OUT

table type>

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 381
Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>, <statistics output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer Time stamp

2nd column Integer or double Raw data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

FORECAST_LENGTH Integer 1 Length of the final

forecast results.

TREND Double 1 Damped trend factor.

Value range is (0,1].

AFFECT_FU­ Integer 1 Specifies whether the Only valid when

TURE_ONLY damped trend affects TREND is not 1.
the history.

● 0: Affects all.
● 1: Affects the fu­
ture only.

SAP HANA Predictive Analysis Library (PAL)

382 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

SEASONALITY Integer 0 Specifies whether the

data represents sea­
sonality.

● 0: Non-seasonal­
ity.
● 1: Seasonality ex­
ists and user in­
puts the value of
periods.
● 2: Automatically
detects seasonal­
ity.

PERIODS Integer No default value Length of the periods. Only valid when SEA­
SONALITY is 1.

If this parameter is not

specified, the SEA­
SONALITY value will
be changed from 1 to
2, that is, from user-
defined to automati­
cally-detected.

MEASURE_NAME Varchar No default value Measure name. Sup­

ported measures are
MPE, MSE, RMSE, ET,
MAD, MASE, WMAPE,
SMAPE, and MAPE.

For detailed informa­

tion on measures, see
Forecast Accuracy
Measures.

SEASONAL_HAN­ Integer 0 Method used for calcu­ Only valid when SEA­
DLE_METHOD lating the index value SONALITY is 2.
in the periods.

● 0: Average
method.
● 1: Fitting linear re­
gression.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 383
Name Data Type Default Value Description Dependency

EXPOST_FLAG Integer 1 ● 0: Does not out­

put the expost
forecast, and just
outputs the fore­
cast values.
● 1: Outputs the ex­
post forecast and
the forecast val­
ues.

IGNORE_ZERO Integer 0 ● 0: Uses zero val­ Only valid when MEAS­

ues in the input URE_NAME is MPE or
dataset when cal­ MAPE.
culating MPE or
MAPE.
● 1: Ignores zero val­
ues in the input
dataset when cal­
culating MPE or
MAPE.

Output Tables

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Name

2nd column Double Value

Forecast 1st column Integer Time stamp

2nd column Double Forecasted value

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_FORECASTSLR_DATA_T;
CREATE TYPE PAL_FORECASTSLR_DATA_T AS TABLE(
"TIMESTAMP" INTEGER,
"Y" DOUBLE);
DROP TYPE PAL_FORECASTSLR_CONTROL_T;

SAP HANA Predictive Analysis Library (PAL)

384 PUBLIC PAL Functions
 CREATE TYPE PAL_FORECASTSLR_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100) );
DROP TYPE PAL_FORECASTSLR_RESULT_T;
CREATE TYPE PAL_FORECASTSLR_RESULT_T AS TABLE(
"NAME" VARCHAR (50),
"VALUE" DOUBLE );
DROP TYPE PAL_FORECASTSLR_FORECAST_T;
CREATE TYPE PAL_FORECASTSLR_FORECAST_T AS TABLE(
"TIMESTAMP" INTEGER,
"VALUE" DOUBLE );

DROP TABLE PAL_FORECASTSLR_PDATA_TBL;

CREATE COLUMN TABLE PAL_FORECASTSLR_PDATA_TBL("POSITION" INT,"SCHEMA_NAME"
NVARCHAR(256),"TYPE_NAME" NVARCHAR (256),"PARAMETER_TYPE" VARCHAR (7));
INSERT INTO PAL_FORECASTSLR_PDATA_TBL VALUES
(1,'DM_PAL','PAL_FORECASTSLR_DATA_T','in');
INSERT INTO PAL_FORECASTSLR_PDATA_TBL VALUES
(2,'DM_PAL','PAL_FORECASTSLR_CONTROL_T','in');
INSERT INTO PAL_FORECASTSLR_PDATA_TBL VALUES
(3,'DM_PAL','PAL_FORECASTSLR_RESULT_T','out');
INSERT INTO PAL_FORECASTSLR_PDATA_TBL VALUES
(4,'DM_PAL','PAL_FORECASTSLR_FORECAST_T','out');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_FORECASTSLR_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE ('AFLPAL','LRWITHSEASONALADJUST',
'DM_PAL','PAL_FORECASTSLR_PROC',PAL_FORECASTSLR_PDATA_TBL);
DROP TABLE PAL_FORECASTSLR_DATA_TBL;
CREATE COLUMN TABLE PAL_FORECASTSLR_DATA_TBL LIKE PAL_FORECASTSLR_DATA_T;
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(1, 5384);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(2, 8081);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(3, 10282);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(4, 9156);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(5, 6118);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(6, 9139);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(7, 12460);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(8, 10717);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(9, 7825);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(10, 9693);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(11, 15177);
INSERT INTO PAL_FORECASTSLR_DATA_TBL VALUES(12, 10990);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_LENGTH', 10,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TREND', null,0.9,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('AFFECT_FUTURE_ONLY', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEASONALITY', 1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PERIODS', 4,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MEASURE_NAME', null, null, 'MSE');
DROP TABLE PAL_FORECASTSLR_RESULT_TBL;
CREATE COLUMN TABLE PAL_FORECASTSLR_RESULT_TBL LIKE PAL_FORECASTSLR_RESULT_T;
DROP TABLE PAL_FORECASTSLR_FORECAST_TBL;
CREATE COLUMN TABLE PAL_FORECASTSLR_FORECAST_TBL LIKE PAL_FORECASTSLR_FORECAST_T;
CALL DM_PAL.PAL_FORECASTSLR_PROC(PAL_FORECASTSLR_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_FORECASTSLR_RESULT_TBL, PAL_FORECASTSLR_FORECAST_TBL) WITH OVERVIEW;
SELECT * FROM PAL_FORECASTSLR_RESULT_TBL;
SELECT * FROM PAL_FORECASTSLR_FORECAST_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 385
PAL_FORECASTSLR_RESULT_TBL:

PAL_FORECASTSLR_FORECAST_TBL:

Related Information

Forecast Accuracy Measures [page 358]

SAP HANA Predictive Analysis Library (PAL)

386 PUBLIC PAL Functions
3.5.8 Single Exponential Smoothing

Single Exponential Smoothing model is suitable to model the time series without trend and seasonality. In the
model, the smoothed value is the weighted sum of previous smoothed value and previous observed value.

PAL provides two simple exponential smoothing algorithms: single exponential smoothing and adaptive-
response-rate simple exponential smoothing. The adaptive-response-rate single exponential smoothing
algorithm may have an advantage over single exponential smoothing in that it allows the value of alpha to be
modified.

For single exponential smoothing, let St be the smoothed value for the t-th time period. Mathematically:

S1 = x0

St = αxt−1 + (1−a)St−1

Where α∈(0,1) is a user specified parameter. Forecast is made by:

ST+1 = αxT + (1−a)ST

For adaptive-response-rate single exponential smoothing, let St be the smoothed value for the t-th time period.
Initialize for adaptive-response-rate single exponential smoothing as follows:

S1 = x0

α1 = α2 = α3 = δ = 0.2

A0 = M0 = 0

Update the parameter of α as follows:

Et = Xt − St

At = δEt + (1 − δ)At-1

Mt = δ|Et| + (1 − δ)Mt-1

The calculation of the smoothed value as follows:

St+1 = αtxt + (1 − αt)St

Where α, δ ∈(0,1) is a user specified parameter, and | | denotes absolute values.

It is worth nothing that when t ≥ T+2, the smoothed value St, that is, the forecast value, is always ST+1 (xt−1 is
not available and St−1 is used instead).

PAL calculates the prediction interval to get the idea of likely variation. Assume that the forecast data is
normally distributed. The mean value is St and the variance is σ2. Let Ut be the upper bound of prediction
interval for St and Lt be the lower bound. Then they are calculated as follows:

Ut = St + zσ

Lt = St - 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.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 387
 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.

SINGLESMOOTH

This is a single exponential smoothing function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘SINGLESMOOTH’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

4 <schema_name> <Statistics OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>, <statistics output table>) with overview;

Note
The statistics output table is optional.

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

388 PUBLIC PAL Functions
 Table Column Column Data Type Description

Data 1st column Integer ID

2nd column Integer or double Raw data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

ALPHA Double 0.1 (Single exponential The smoothing con­

smoothing) stant alpha for single
exponential smoothing
0.2 (Adaptive-re­
or the initialization
sponse-rate single ex­
value for adaptive-re­
ponential smoothing)
sponse-rate single ex­
ponential smoothing
(0 < α < 1).

DELTA Double 0.2 Value of weighted for Only valid when ADAP­
At and Mt. TIVE_METHOD is 1.

FORECAST_NUM Integer 0 Number of values to

be forecast. When it is
set to 1, the algorithm
only forecasts one
value.

ADAPTIVE_METHOD Integer 0 ● 0: Single expo­

nential smoothing
● 1: Adaptive-re­
sponse-rate single
exponential
smoothing

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 389
Name Data Type Default Value Description Dependency

MEASURE_NAME Varchar No default value Measure name. Sup­

ported measures are
MPE, MSE, RMSE, ET,
MAD, MASE, WMAPE,
SMAPE, and MAPE.

For detailed informa­

tion on measures, see
Forecast Accuracy
Measures.

IGNORE_ZERO Integer 0 ● 0: Uses zero val­ Only valid when MEAS­

ues in the input URE_NAME is MPE or
dataset when cal­
MAPE.
culating MPE or
MAPE.
● 1: Ignores zero val­
ues in the input
dataset when cal­
culating MPE or
MAPE.

EXPOST_FLAG Integer 1 ● 0: Does not out­

put the expost
forecast, and just
outputs the fore­
cast values.
● 1: Outputs the ex­
post forecast and
the forecast val­
ues.

PREDICTION_CONFI­ Double 0.8 Prediction confidence Only valid when the

DENCE_1 for interval 1 upper and lower col­
umns are provided in
the result table.

PREDICTION_CONFI­ Double 0.95 Prediction confidence Only valid when the

DENCE_2 for interval 2 upper and lower col­
umns are provided in
the result table.

Output Table

Table Column Column Data Type Description

Result 1st column Integer ID

SAP HANA Predictive Analysis Library (PAL)

390 PUBLIC PAL Functions
 Table Column Column Data Type Description

2nd column Integer or double Output result

3rd column Integer or double Lower bound of prediction in­

terval 1

4th column Integer or double Upper bound of prediction

interval 1

5th column Integer or double Lower bound of prediction in­

terval 2

6th column Integer or double Upper bound of prediction

interval 2

Statistics (optional) 1st column Varchar or nvarchar Name of statistics

2nd column Double Value of statistics

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_SINGLESMOOTH_DATA_T;
CREATE TYPE PAL_SINGLESMOOTH_DATA_T AS TABLE("ID" INT, "RAWDATA" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE ("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_SINGLESMOOTH_RESULT_T;
CREATE TYPE PAL_SINGLESMOOTH_RESULT_T AS TABLE ("TIME" INT, "OUTPUT" DOUBLE,
"LOWER1" DOUBLE, "UPPER1" DOUBLE, "LOWER2" DOUBLE, "UPPER2" DOUBLE);
DROP TYPE PAL_SINGLESMOOTH_STATISTICS_T;
CREATE TYPE PAL_SINGLESMOOTH_STATISTICS_T AS TABLE ("NAME" VARCHAR (50), "VALUE"
DOUBLE);
DROP TABLE PAL_SINGLESMOOTH_PDATA_TBL;
CREATE COLUMN TABLE PAL_SINGLESMOOTH_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_SINGLESMOOTH_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_SINGLESMOOTH_DATA_T','IN');
INSERT INTO PAL_SINGLESMOOTH_PDATA_TBL VALUES(2,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_SINGLESMOOTH_PDATA_TBL VALUES(3,'DM_PAL',
'PAL_SINGLESMOOTH_RESULT_T','OUT');
INSERT INTO PAL_SINGLESMOOTH_PDATA_TBL VALUES(4,'DM_PAL',
'PAL_SINGLESMOOTH_STATISTICS_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'SINGLESMOOTH_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'SINGLESMOOTH', 'DM_PAL',
'SINGLESMOOTH_TEST_PROC',PAL_SINGLESMOOTH_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('ADAPTIVE_METHOD',0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'MSE');

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 391
 INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL,0.1, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DELTA', NULL,0.2, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM',6, NULL,NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXPOST_FLAG',1, NULL,NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PREDICTION_CONFIDENCE_1', NULL, 0.8, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PREDICTION_CONFIDENCE_2', NULL, 0.95,
NULL);
DROP TABLE PAL_SINGLESMOOTH_DATA_TBL;
CREATE COLUMN TABLE PAL_SINGLESMOOTH_DATA_TBL LIKE PAL_SINGLESMOOTH_DATA_T ;
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (1,200.0);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (2,135.0);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (3,195.0);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (4,197.5);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (5,310.0);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (6,175.0);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (7,155.0);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (8,130.0);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (9,220.0);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (10,277.5);
INSERT INTO PAL_SINGLESMOOTH_DATA_TBL VALUES (11,235.0);
DROP TABLE PAL_SINGLESMOOTH_RESULT_TBL;
CREATE COLUMN TABLE PAL_SINGLESMOOTH_RESULT_TBL LIKE PAL_SINGLESMOOTH_RESULT_T ;
DROP TABLE PAL_SINGLESMOOTH_STATISTICS_TBL;
CREATE COLUMN TABLE PAL_SINGLESMOOTH_STATISTICS_TBL LIKE
PAL_SINGLESMOOTH_STATISTICS_T;
CALL DM_PAL.SINGLESMOOTH_TEST_PROC(PAL_SINGLESMOOTH_DATA_TBL,
"#PAL_CONTROL_TBL", PAL_SINGLESMOOTH_RESULT_TBL,
PAL_SINGLESMOOTH_STATISTICS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_SINGLESMOOTH_RESULT_TBL;
SELECT * FROM PAL_SINGLESMOOTH_STATISTICS_TBL;

Expected Result

PAL_SINGLESMOOTH_RESULT_TBL:

SAP HANA Predictive Analysis Library (PAL)

392 PUBLIC PAL Functions
PAL_SINGLESMOOTH_STATISTICS_TBL:

Related Information

Forecast Accuracy Measures [page 358]

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 St and bt be the smoothed value and smoothed trend for the (t+1)-th time period, respectively. The
following rules are satisfied:

S0 = x0

b0 = x1 – x0

St = αxt + (1 – α) (St-1 + bt-1)

bt = β (St – St–1) + (1 – β) bt-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:

FT+m = ST + mbT

Additive Damped Trend Holt's Linear Exponential Smoothing

Let St and bt be the smoothed value and smoothed trend for the (t+1)-th time period, respectively. The
following rules are satisfied:

S0 = x0

b0 = x1 – x0

St = αxt + (1 – α) (St-1 + Φbt-1)

bt = β (St – St–1) + (1 – β) Φbt-1

Where α, β, Φ∈(0,1) are three user specified parameters. Forecast can be made by the following equation:

FT+m = ST + (Φ + Φ2 + ... + Φm)bT

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 393
 Note
F0 is not defined because there is no estimation for time 0. According to the definition, you can get F1 = S0
+ b0 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 St and the variance is σ2. Let Ut be the upper bound of prediction
interval for St and Lt be the lower bound. Then they are calculated as follows:

Ut = St + zσ

Lt = St - 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’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

SAP HANA Predictive Analysis Library (PAL)

394 PUBLIC PAL Functions
 Position Schema Name Table Type Name Parameter Type

4 <schema_name> <Statistics OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>, <statistics output table>) with overview;

Note
The statistics output table is optional.

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer ID

2nd column Integer or double Raw data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

ALPHA Double 0.1 Value of the smoothing

constant alpha (0 < α
< 1).

BETA Double 0.1 Value of the smoothing

constant beta (0 < β
< 1).

FORECAST_NUM Integer 0 Number of values to

be forecast.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 395
Name Data Type Default Value Description Dependency

PHI Double 0.1 Value of the damped

smoothing constant Φ
(0 < Φ < 1).

DAMPED Integer 0 ● 0: Uses the Holt's

linear method.
● 1: Uses the addi­
tive damped trend
Holt's linear
method.

MEASURE_NAME Varchar No default value Measure name. Sup­

ported measures are
MPE, MSE, RMSE, ET,
MAD, MASE, WMAPE,
SMAPE, and MAPE.

For detailed informa­

tion on measures, see
Forecast Accuracy
Measures.

IGNORE_ZERO Integer 0 ● 0: Uses zero val­ Only valid when MEAS­

ues in the input URE_NAME is MPE or
dataset when cal­ MAPE.
culating MPE or
MAPE.
● 1: Ignores zero val­
ues in the input
dataset when cal­
culating MPE or
MAPE.

EXPOST_FLAG Integer 1 ● 0: Does not out­

put the expost
forecast, and just
outputs the fore­
cast values.
● 1: Outputs the ex­
post forecast and
the forecast val­
ues.

PREDICTION_CONFI­ Double 0.8 Prediction confidence Only valid when the

DENCE_1 for interval 1 upper and lower col­
umns are provided in
the result table.

SAP HANA Predictive Analysis Library (PAL)

396 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

PREDICTION_CONFI­ Double 0.95 Prediction confidence Only valid when the

DENCE_2 for interval 2 upper and lower col­
umns are provided in
the result table.

Output Table

Table Column Column Data Type Description

Result 1st column Integer ID

2nd column Integer or double Output result

3rd column Integer or double Lower bound of prediction in­

terval 1

4th column Integer or double Upper bound of prediction

interval 1

5th column Integer or double Lower bound of prediction in­

terval 2

6th column Integer or double Upper bound of prediction

interval 2

Statistics (optional) 1st column Varchar or nvarchar Name of statistics

2nd column Double Value of statistics

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_DOUBLESMOOTH_DATA_T;
CREATE TYPE PAL_DOUBLESMOOTH_DATA_T AS TABLE("ID" INT, "RAWDATA" DOUBLE);
DROP TYPE PAL_DOUBLESMOOTH_RESULT_T;
CREATE TYPE PAL_DOUBLESMOOTH_RESULT_T AS TABLE("TIME" INT, "OUTPUT" DOUBLE,
"LOWER1" DOUBLE, "UPPER1" DOUBLE, "LOWER2" DOUBLE, "UPPER2" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TYPE PAL_DOUBLESMOOTH_STATISTIC_T;
CREATE TYPE PAL_DOUBLESMOOTH_STATISTIC_T AS TABLE("NAME" VARCHAR(100), "VALUE"
DOUBLE);
DROP TABLE PAL_DOUBLESMOOTH_STATISTIC_TBL;
CREATE COLUMN TABLE PAL_DOUBLESMOOTH_STATISTIC_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 397
 INSERT INTO PAL_DOUBLESMOOTH_STATISTIC_TBL VALUES (1,'DM_PAL',
'PAL_DOUBLESMOOTH_DATA_T','IN');
INSERT INTO PAL_DOUBLESMOOTH_STATISTIC_TBL VALUES(2,'DM_PAL',
'PAL_CONTROL_T','IN');
INSERT INTO PAL_DOUBLESMOOTH_STATISTIC_TBL VALUES(3,'DM_PAL',
'PAL_DOUBLESMOOTH_RESULT_T','OUT');
INSERT INTO PAL_DOUBLESMOOTH_STATISTIC_TBL VALUES(4,'DM_PAL',
'PAL_DOUBLESMOOTH_STATISTIC_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'DOUBLESMOOTH_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'DOUBLESMOOTH', 'DM_PAL',
'DOUBLESMOOTH_TEST_PROC',PAL_DOUBLESMOOTH_STATISTIC_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL,0.501, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BETA', NULL,0.072, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM',6, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXPOST_FLAG',1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'MSE');
INSERT INTO #PAL_CONTROL_TBL VALUES ('PREDICTION_CONFIDENCE_1', NULL, 0.8, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PREDICTION_CONFIDENCE_2', NULL, 0.95,
NULL);
DROP TABLE PAL_DOUBLESMOOTH_DATA_TBL;
CREATE COLUMN TABLE PAL_DOUBLESMOOTH_DATA_TBL LIKE PAL_DOUBLESMOOTH_DATA_T;
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (1,143.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (2,152.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (3,161.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (4,139.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (5,137.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (6,174.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (7,142.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (8,141.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (9,162.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (10,180.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (11,164.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (12,171.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (13,206.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (14,193.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (15,207.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (16,218.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (17,229.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (18,225.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (19,204.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (20,227.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (21,223.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (22,242.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (23,239.0);
INSERT INTO PAL_DOUBLESMOOTH_DATA_TBL VALUES (24,266.0);
DROP TABLE PAL_DOUBLESMOOTH_RESULT_TBL;
CREATE COLUMN TABLE PAL_DOUBLESMOOTH_RESULT_TBL LIKE PAL_DOUBLESMOOTH_RESULT_T ;
DROP TABLE PAL_DOUBLESMOOTH_STATISTIC_TBL;
CREATE COLUMN TABLE PAL_DOUBLESMOOTH_STATISTIC_TBL LIKE
PAL_DOUBLESMOOTH_STATISTIC_T;
CALL DM_PAL.DOUBLESMOOTH_TEST_PROC(PAL_DOUBLESMOOTH_DATA_TBL,
"#PAL_CONTROL_TBL", PAL_DOUBLESMOOTH_RESULT_TBL,
PAL_DOUBLESMOOTH_STATISTIC_TBL)WITH OVERVIEW;
SELECT * FROM PAL_DOUBLESMOOTH_RESULT_TBL;
SELECT * FROM PAL_DOUBLESMOOTH_STATISTIC_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

398 PUBLIC PAL Functions
PAL_DOUBLESMOOTH_RESULT_TBL:

PAL_DOUBLESMOOTH_STATISTIC_TBL:

Related Information

Forecast Accuracy Measures [page 358]

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 399
3.5.10 Triple Exponential Smoothing

Triple exponential smoothing is used to handle the time series data containing a seasonal component. This
method is based on three smoothing equations: stationary component, trend, and seasonal. Both seasonal and
trend can be additive or multiplicative. PAL supports multiplicative triple exponential smoothing and additive
triple exponential smoothing. For additive triple exponential smoothing, an additive damped method is also
supported.

Multiplicative triple exponential smoothing is given by the below formula:

Additive triple exponential smoothing is given by the below formula:

St = α × (Xt − Ct−L) + (1 − α) × (St−1 + Bt−1)

Bt = β × (St − St−1) + (1 − β) × Bt−1

Ct = γ × (Xt − St) + (1 − γ) × Ct−L

Ft+m = St + m × Bt + Ct−L+1+((m−1)mod L)

The additive damped method of additive triple exponential smoothing is given by the below formula:

St = α × (Xt − Ct−L) + (1 − α) × (St−1 + Φ × Bt−1)

Bt = β × (St − St−1) + (1 − β) × Φ × Bt−1

Ct = γ × (Xt − St) + (1 − γ) × Ct−L

Ft+m = St + (Φ + Φ2 + ... + Φm) × Bt + Ct−L+1+((m−1)mod L)

Where:

α Data smoothing factor. The range is 0 < α <1.

β Trend smoothing factor. The range is 0 < β < 1.

γ Seasonal change smoothing factor. The range is 0 < γ <1.

Φ Damped smoothing factor. Than range is 0 < Φ < 1.

X Observation

S Smoothed observation

SAP HANA Predictive Analysis Library (PAL)

400 PUBLIC PAL Functions
 B Trend factor

C Seasonal index

F The forecast at m periods ahead

t The index that denotes a time period

Note
α, β, and γ are the constants that must be estimated in such a way that the MSE of the error is minimized.

PAL uses two methods for initialization. The first is the following formula:

To initialize trend estimate BL−1:

To initialize the seasonal indices Ci for i = 0,1,...,L−1 for multiplicative triple exponential smoothing:

To initialize the seasonal indices Ci for i = 0,1,...,L−1 for additive triple exponential smoothing:

ci = xi - SL-1 0≤i≤L-1

Where

Note
SL−1 is the average value of x in the L cycle of your data.

The second initialization method is as follows:

1. Get the trend component by using moving averages with the first two CYCLE observations.
2. The seasonal component is computed by removing the trend component from the observations. For
additive, use the observations minus the trend component. For multiplicative, use the observations divide
the trend component.
3. The start values of Ct are initialized by using the seasonal component calculated in Step 2. The start values
of St and Bt are initialized by using a simple linear regressing on the trend component, St is initialized by
intercept and Bt is initialized by slope.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 401
PAL calculates the prediction interval to get the idea of likely variation. Assume that the forecast data is
normally distributed. The mean value is St and the variance is σ2. Let Ut be the upper bound of prediction
interval for St and Lt be the lower bound. Then they are calculated as follows:

Ut = St + zσ

Lt = St - 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.

TRIPLESMOOTH

This is a triple exponential smoothing function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘TRIPLESMOOTH’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

4 <schema_name> <Statistics OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>, <statistics output table>) with overview;

SAP HANA Predictive Analysis Library (PAL)

402 PUBLIC PAL Functions
 Note
The statistics output table is optional.

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer ID

2nd column Integer or double Raw data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

ALPHA Double 0.1 Value of the smoothing

constant alpha (0 < α
< 1).

BETA Double 0.1 Value of the smoothing

constant beta (0 < β
< 1).

GAMMA Double 0.1 Value of the smoothing

constant gamma ( 0 <
γ < 1).

CYCLE Integer 2 A cycle of length L (L >

1). For example, quar­
terly data cycle is 4,
and monthly data cy­
cle is 12.

FORECAST_NUM Integer 0 Number of values to

be forecast.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 403
Name Data Type Default Value Description Dependency

SEASONAL Integer 0 ● 0: Multiplicative When SEASONAL is

triple exponential set to 1, the default
smoothing value of INI­
● 1: Additive triple TIAL_METHOD is 1;
exponential When SEASONAL is
smoothing set to 0, the default
value of INI­
TIAL_METHOD is 0.

INITIAL_METHOD Integer 0 or 1 Initialization method When SEASONAL is

for trend and seasonal set to 1, the default

● 0: The first initiali­ value of INI­

zation method as TIAL_METHOD is 1;
the description When SEASONAL is
part. set to 0, the default
● 1: The second ini­ value of INI­
tialization method TIAL_METHOD is 0.
as the description
part.

PHI Double 0.1 Value of the damped

smoothing constant Φ
(0 < Φ < 1).

DAMPED Integer 0 ● 0: Uses the Holt's

linear method.
● 1: Uses the addi­
tive damped trend
Holt's linear
method.

MEASURE_NAME Varchar No default value Measure name. Sup­

ported measures are
MPE, MSE, RMSE, ET,
MAD, MASE, WMAPE,
SMAPE, and MAPE.

For detailed informa­

tion on measures, see
Forecast Accuracy
Measures.

SAP HANA Predictive Analysis Library (PAL)

404 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

IGNORE_ZERO Integer 0 ● 0: Uses zero val­ Only valid when MEAS­

ues in the input URE_NAME is MPE or
dataset when cal­ MAPE.
culating MPE or
MAPE.
● 1: Ignores zero val­
ues in the input
dataset when cal­
culating MPE or
MAPE.

EXPOST_FLAG Integer 1 ● 0: Does not out­

put the expost
forecast, and just
outputs the fore­
cast values.
● 1: Outputs the ex­
post forecast and
the forecast val­
ues.

PREDICTION_CONFI­ Double 0.8 Prediction confidence Only valid when the

DENCE_1 for interval 1 upper and lower col­
umns are provided in
the result table.

PREDICTION_CONFI­ Double 0.95 Prediction confidence Only valid when the

DENCE_2 for interval 2 upper and lower col­
umns are provided in
the result table.

Note
Cycle determines the seasonality within the time series data by considering the seasonal factor of a data
pointt-CYCLE+1 in the forecast calculation of data pointt+1. Additionally, the algorithm of TESM takes an entire
CYCLE as the base to calculate the first forecasted value for data pointCYCLE+1. The value for CYCLE should
be within the range of 2 ≤ CYCLE ≤ entire number of data point/2.

For example, there is one year of weekly data (52 data points) as input time series. The value for CYCLE
should range within 2 ≤ CYCLE ≤ 26. If CYCLE is 4, we get the first forecast value for data point 5 (e.g. week
201205) which considers the seasonal factor of data point 1 (e.g. week 201201). The second forecast value
for data point 6 (e.g. week 201206) considers the seasonal factor of data point 2 (e.g. week 201202), etc. If
CYCLE is 2, then we get the first forecast value for data point 3 (e.g. week 201203) which considers the
seasonal factor of data point 1 (e.g. week 201201). The second forecast value for data point 4 (e.g. week
201204) considers the seasonal factor of data point 2 (e.g. week 201202), etc.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 405
Output Table

Table Column Column Data Type Description

Result 1st column Integer ID

2nd column Integer or double Output result

3rd column Integer or double Lower bound of prediction in­

terval 1

4th column Integer or double Upper bound of prediction

interval 1

5th column Integer or double Lower bound of prediction in­

terval 2

6th column Integer or double Upper bound of prediction

interval 2

Statistics (optional) 1st column Varchar or nvarchar Name of statistics

2nd column Double Value of statistics

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_TRIPLESMOOTH_DATA_T;
CREATE TYPE PAL_TRIPLESMOOTH_DATA_T AS TABLE("ID" INT, "RAWDATA" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE ("NAME" VARCHAR (100), "INTARGS" INT,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR (100));
DROP TYPE PAL_TRIPLESMOOTH_RESULT_T;
CREATE TYPE PAL_TRIPLESMOOTH_RESULT_T AS TABLE ("TIME" INT, "OUTPUT" DOUBLE,
"LOWER1" DOUBLE, "UPPER1" DOUBLE, "LOWER2" DOUBLE, "UPPER2" DOUBLE);
DROP TYPE PAL_TRIPLESMOOTH_STATISTICS_T;
CREATE TYPE PAL_TRIPLESMOOTH_STATISTICS_T AS TABLE ("NAME" VARCHAR (50), "VALUE"
DOUBLE);
DROP TABLE PAL_TRIPLESMOOTH_PDATA_TBL;
CREATE COLUMN TABLE PAL_TRIPLESMOOTH_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_TRIPLESMOOTH_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_TRIPLESMOOTH_DATA_T','IN');
INSERT INTO PAL_TRIPLESMOOTH_PDATA_TBL VALUES(2,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_TRIPLESMOOTH_PDATA_TBL VALUES(3,'DM_PAL',
'PAL_TRIPLESMOOTH_RESULT_T','OUT');
INSERT INTO PAL_TRIPLESMOOTH_PDATA_TBL VALUES(4,'DM_PAL',
'PAL_TRIPLESMOOTH_STATISTICS_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'TRIPLESMOOTH_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'TRIPLESMOOTH', 'DM_PAL',
'TRIPLESMOOTH_TEST_PROC',PAL_TRIPLESMOOTH_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;

SAP HANA Predictive Analysis Library (PAL)

406 PUBLIC PAL Functions
 CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ("NAME" VARCHAR(100),
"INTARGS" INT, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', NULL, 0.822, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BETA', NULL, 0.055, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GAMMA', NULL, 0.055, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CYCLE', 4, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('FORECAST_NUM', 6, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEASONAL', 0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INITIAL_METHOD', 0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MEASURE_NAME', NULL, NULL, 'MSE');
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXPOST_FLAG', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PREDICTION_CONFIDENCE_1', NULL, 0.8, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PREDICTION_CONFIDENCE_2', NULL, 0.95,
NULL);
DROP TABLE PAL_TRIPLESMOOTH_DATA_TBL;
CREATE COLUMN TABLE PAL_TRIPLESMOOTH_DATA_TBL LIKE PAL_TRIPLESMOOTH_DATA_T ;
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (1,362.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (2,385.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (3,432.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (4,341.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (5,382.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (6,409.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (7,498.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (8,387.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (9,473.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (10,513.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (11,582.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (12,474.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (13,544.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (14,582.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (15,681.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (16,557.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (17,628.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (18,707.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (19,773.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (20,592.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (21,627.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (22,725.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (23,854.0);
INSERT INTO PAL_TRIPLESMOOTH_DATA_TBL VALUES (24,661.0);
DROP TABLE PAL_TRIPLESMOOTH_RESULT_TBL;
CREATE COLUMN TABLE PAL_TRIPLESMOOTH_RESULT_TBL LIKE PAL_TRIPLESMOOTH_RESULT_T;
DROP TABLE PAL_TRIPLESMOOTH_STATISTICS_TBL;
CREATE COLUMN TABLE PAL_TRIPLESMOOTH_STATISTICS_TBL LIKE
PAL_TRIPLESMOOTH_STATISTICS_T;
CALL DM_PAL.TRIPLESMOOTH_TEST_PROC(PAL_TRIPLESMOOTH_DATA_TBL,
"#PAL_CONTROL_TBL", PAL_TRIPLESMOOTH_RESULT_TBL,
PAL_TRIPLESMOOTH_STATISTICS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_TRIPLESMOOTH_RESULT_TBL;
SELECT * FROM PAL_TRIPLESMOOTH_STATISTICS_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 407
PAL_TRIPLESMOOTH_RESULT_TBL:

PAL_TRIPLESMOOTH_STATISTICS_TBL:

Related Information

Forecast Accuracy Measures [page 358]

SAP HANA Predictive Analysis Library (PAL)

408 PUBLIC PAL Functions
3.5.11 Seasonality Test

This algorithm is used to test whether a time series has a seasonality or not. If it does, the corresponding
additive or multiplicative seasonality model is identified, and the de-seasonalized series (both trend and
seasonality are eliminated) is given.

Typically, there are two decomposition models for a time series：

1. Additive: xt = mt + st + yt
2. Multiplicative: xt = mt × st × yt

Where mt, st, and yt are trend, seasonality, and random components, respectively. They satisfy the properties:

Where d is the length of the seasonality cycle, that is, the period. It is believed that the additive model is useful
when the seasonal variation is relatively constant over time, whereas the multiplicative model is useful when
the seasonal variation increases over time.

Autocorrelation is employed to identify the seasonality. The autocorrelation coefficient at lag h is given by:

r h = c h / c0

Where ch is the autocovariance function

The resulting rh has a value in the range of −1 to 1, and a larger value indicates more relevance.

For an n-element time series, the probable seasonality cycle is from 2 to n/2. The main procedure to determine
the seasonality, therefore, is to calculate the autocorrelation coefficients of all possible lags (d=2,3,...,n) in
the case of both additive and multiplicative models. There is a user-specified threshold for the coefficient, for
example, 0.2, indicating that only if the autocorrelation is larger than the threshold is the tested seasonality
considered. If there is no lag satisfying the requirement, the time series is regarded to have no seasonality.
Otherwise, the one having the largest autocorrelation is the optimal seasonality.

Practically, the autocorrelation coefficient at lag of d is calculated as follows:

1. Estimate the trend (t = q+1, ..., n−q). Here moving average is applied to estimate the trend, that
is,

2. De-trend the time series. For an additive model, this is done by subtracting the trend estimates from the
series. For a multiplicative decomposition, likewise, this is done by dividing the series by the trend values.
And then two sets (additive and multiplicative) of autocorrelation coefficients are calculated from the de-
trended series.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 409
Once the trend and seasonality are determined, you can eventually obtain the de-trended and de-seasonalized
series, that is, the random. As illustrated before, the trend component is estimated as moving average . The
seasonal component, correspondingly, can be estimated as

, additive
decomposition,

or, , multiplicative
decomposition.

Consequently, the random component can be calculated straightforwardly.

Note that during the course of calculating the moving average, the element at t is determined by x(t−q, ...,
t+q), where d=2q or d=2q+1, d is the seasonality cycle. As a result, the trend and random series are valid only
within the time range between q and n−q. Should there be no seasonality, the random series is just exactly the
input time series.

Prerequisites

● No null data in the inputs. The time periods should be unique and equal sampling.
● The length of time series must be at least 1.
● The data type of time periods is integer. The data type of time series is integer or double.

SEASONALITYTEST

This function identifies the seasonality and calculates de-seasonalized series (random) of a time series.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘SEASONALITYTEST’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

410 PUBLIC PAL Functions
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <SEASONALITY OUTPUT OUT

table type>

4 <schema_name> <RANDOM OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>,

<seasonality output table>, <random output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer Time periods.

Time periods do not need to

be in order, but must be
unique and equal sampling.

2nd column Integer or double The corresponding raw data

of time series.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameter is optional. If it is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 411
Name Data Type Default Value Description

ALPHA Double 0.2 The threshold for the auto­

correlation coefficient. The
value range is (0,1].

Output Tables

Table Column Column Data Type Description

Seasonality 1st column Integer Cycle length of seasonality (1

for no-seasonality).

2nd column Varchar or nvarchar Seasonality mode. The val­

ues are "additive", "multipli­
cative", or "no-seasonality".

Random 1st column Integer Time periods that are monot­

onically increasing sorted.

2nd column Double The random component.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_TSSEASONALITY_DATA_T;
CREATE TYPE PAL_TSSEASONALITY_DATA_T AS TABLE(
"PERIOD" INTEGER,
"SERIES" DOUBLE
);
DROP TYPE PAL_TSSEASONALITY_CONTROL_T;
CREATE TYPE PAL_TSSEASONALITY_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_TSSEASONALITY_SEASONALITY_T;
CREATE TYPE PAL_TSSEASONALITY_SEASONALITY_T AS TABLE(
"CYCLE" INTEGER,
"MODE" VARCHAR(100)
);
DROP TYPE PAL_TSSEASONALITY_RANDOM_T;
CREATE TYPE PAL_TSSEASONALITY_RANDOM_T AS TABLE(
"PERIOD" INTEGER,
"RANDOM" DOUBLE
);
DROP TABLE PAL_TSSEASONALITY_PDATA_TBL;
CREATE COLUMN TABLE PAL_TSSEASONALITY_PDATA_TBL(

SAP HANA Predictive Analysis Library (PAL)

412 PUBLIC PAL Functions
 "POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_TSSEASONALITY_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_TSSEASONALITY_DATA_T', 'IN');
INSERT INTO PAL_TSSEASONALITY_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_TSSEASONALITY_CONTROL_T', 'IN');
INSERT INTO PAL_TSSEASONALITY_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_TSSEASONALITY_SEASONALITY_T', 'OUT');
INSERT INTO PAL_TSSEASONALITY_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_TSSEASONALITY_RANDOM_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL',
'PAL_TIMESERIESSEASONALITY_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'SEASONALITYTEST',
'DM_PAL', 'PAL_TIMESERIESSEASONALITY_PROC', PAL_TSSEASONALITY_PDATA_TBL);
DROP TABLE PAL_TSSEASONALITY_DATA_TBL;
CREATE COLUMN TABLE PAL_TSSEASONALITY_DATA_TBL LIKE PAL_TSSEASONALITY_DATA_T;
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (1, 10);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (2, 7);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (3, 17);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (4, 34);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (5, 9);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (6, 7);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (7, 18);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (8, 40);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (9, 27);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (10, 7);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (11, 27);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (12, 100);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (13, 93);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (14, 29);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (15, 159);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (16, 614);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (17, 548);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (18, 102);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (19, 21);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (20, 238);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (21, 89);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (22, 292);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (23, 446);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (24, 689);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (25, 521);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (26, 155);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (27, 968);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (28, 1456);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (29, 936);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (30, 10);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (31, 83);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (32, 55);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (33, 207);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (34, 25);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (35, 0);
INSERT INTO PAL_TSSEASONALITY_DATA_TBL VALUES (36, 0);
DROP TABLE #PAL_TSSEASONALITY_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_TSSEASONALITY_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_TSSEASONALITY_CONTROL_TBL VALUES ('ALPHA', null, 0.05, null);
DROP TABLE PAL_TSSEASONALITY_SEASONALITY_TBL;
CREATE COLUMN TABLE PAL_TSSEASONALITY_SEASONALITY_TBL LIKE
PAL_TSSEASONALITY_SEASONALITY_T;
DROP TABLE PAL_TSSEASONALITY_RANDOM_TBL;
CREATE COLUMN TABLE PAL_TSSEASONALITY_RANDOM_TBL LIKE PAL_TSSEASONALITY_RANDOM_T;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 413
 CALL "DM_PAL".PAL_TIMESERIESSEASONALITY_PROC(PAL_TSSEASONALITY_DATA_TBL,
"#PAL_TSSEASONALITY_CONTROL_TBL", PAL_TSSEASONALITY_SEASONALITY_TBL,
PAL_TSSEASONALITY_RANDOM_TBL) with overview;
SELECT * FROM PAL_TSSEASONALITY_SEASONALITY_TBL;
SELECT * FROM PAL_TSSEASONALITY_RANDOM_TBL;

Expected Result

PAL_TSSEASONALITY_SEASONALITY_TBL:

PAL_TSSEASONALITY_RANDOM_TBL:

SAP HANA Predictive Analysis Library (PAL)

414 PUBLIC PAL Functions
3.5.12 Trend Test

This algorithm is used to identify whether a time series has an upward or downward trend or not, and calculate
the de-trended time series.

Two methods are provided for identifying the trend: difference-sign test and rank test.

Difference-Sign Test

The difference-sign test counts the number S of times that x(t)−x(t−1) is positive, t=1,2,...,n. For an IID
(Independent and Identically Distributed) series, the theoretical expectation of S is

µs=(n−1)/2,

and the corresponding standard deviation is

For a large n, S approximately behaves Gaussian distribution . Hence, a large positive or negative
value of S−µS indicates the presence of an increasing (or decreasing) trend. The data is considered to have a
trend if |S−µS|>σS, otherwise no trend exists. Nevertheless, the difference-sign test must be used with great
caution. In the case of large proportion of tie data, for example, it may give a result of negative trend, while in
fact it has no trend.

Rank Test

The second solution is the rank test, which is usually known as Mann-Kendall (MK) Test (Mann 1945, Kendall
1975, Gilbert 1987). It tests whether to reject the null hypothesis (H0) and accept the alternative hypothesis
(Hα), where

H0: No monotonic trend,

Hα: Monotonic trend is present,

α: the tolerance probability that falsely concludes a trend exists when there is none, 0<α<0.5.

The MK test may give rise to different trends for an identical time series, given a distinct α. Anyway, for a very
small α, for example, 0.05, MK test is expected to achieve a quite satisfactory estimation for trend. At the same
time, MK test requires that the length of time series should be at least 4. Provided the length of data set is only
3, therefore, a linear regression strategy is applied.

The resulting trend indicator has three possible numeric values: 1 indicating upward trend, −1 indicating
downward trend, and 0 for no trend.

Should there be a trend, a de-trended time series with first differencing approach is given:

w(t)=x(t)−x(t−1),

where x(t) is the input time series, and w(t) is the de-trended time series. Apparently, the length of de-
trended series is exactly one less than the input’s (lack of the first period). On the other hand, the output series
is just the input one if no trend is identified. Note that the resulting time series is sorted by time periods.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 415
Prerequisites

● No null data in the inputs. The time periods should be unique.

● The length of time series must be at least 3.
● The data type of time periods is integer. The data type of time series is integer or double.

TRENDTEST

This function identifies the seasonality and calculates de-seasonalized series (random) of a time series.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘TRENDTEST’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <TREND INDICATOR OUT

OUTPUT table type>

4 <schema_name> <DE-TRENDED OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <trend

indicator output table>, <de-trended output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer Time periods.

Time periods do not need to

be in order, but must be
unique.

SAP HANA Predictive Analysis Library (PAL)

416 PUBLIC PAL Functions
 Table Column Column Data Type Description

2nd column Integer or double The corresponding raw data

of time series.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

METHOD Integer 1 ● 1: MK test

● 2: Difference-sign test

ALPHA Double 0.05 Tolerance probability for MK

test. The value range is
(0,0.5).

Output Tables

Table Column Column Data Type Description

Trend 1st column Integer Indicator of trend:

● 1: Upward
● -1: Downward
● 0: No trend

De-trended Series 1st column Integer Time periods that are monot­
onically increasing sorted.

2nd column Integer or double The corresponding de-

trended time series.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 417
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_TSTREND_DATA_T;
CREATE TYPE PAL_TSTREND_DATA_T AS TABLE(
"PERIOD" INTEGER,
"SERIES" DOUBLE
);
DROP TYPE PAL_TSTREND_CONTROL_T;
CREATE TYPE PAL_TSTREND_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_TSTREND_TREND_T;
CREATE TYPE PAL_TSTREND_TREND_T AS TABLE(
"TREND" INTEGER
);
DROP TYPE PAL_TSTREND_DETRENDED_T;
CREATE TYPE PAL_TSTREND_DETRENDED_T AS TABLE(
"PERIOD" INTEGER,
"DETRENDED" DOUBLE
);
DROP TABLE PAL_TSTREND_PDATA_TBL;
CREATE COLUMN TABLE PAL_TSTREND_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_TSTREND_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_TSTREND_DATA_T',
'IN');
INSERT INTO PAL_TSTREND_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_TSTREND_CONTROL_T',
'IN');
INSERT INTO PAL_TSTREND_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_TSTREND_TREND_T',
'OUT');
INSERT INTO PAL_TSTREND_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_TSTREND_DETRENDED_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_TIMESERIESTREND_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'TRENDTEST', 'DM_PAL',
'PAL_TIMESERIESTREND_PROC', PAL_TSTREND_PDATA_TBL);
DROP TABLE PAL_TSTREND_DATA_TBL;
CREATE COLUMN TABLE PAL_TSTREND_DATA_TBL LIKE PAL_TSTREND_DATA_T;
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (1, 1500);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (2, 1510);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (3, 1550);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (4, 1650);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (5, 1620);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (6, 1690);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (7, 1695);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (8, 1700);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (9, 1710);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (10, 1705);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (11, 1708);
INSERT INTO PAL_TSTREND_DATA_TBL VALUES (12, 1715);
DROP TABLE #PAL_TSTREND_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_TSTREND_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_TSTREND_CONTROL_TBL VALUES ('METHOD', 1, null, null);
INSERT INTO #PAL_TSTREND_CONTROL_TBL VALUES ('ALPHA', null, 0.05, null);
DROP TABLE PAL_TSTREND_TREND_TBL;

SAP HANA Predictive Analysis Library (PAL)

418 PUBLIC PAL Functions
 CREATE COLUMN TABLE PAL_TSTREND_TREND_TBL LIKE PAL_TSTREND_TREND_T;
DROP TABLE PAL_TSTREND_DETRENDED_TBL;
CREATE COLUMN TABLE PAL_TSTREND_DETRENDED_TBL LIKE PAL_TSTREND_DETRENDED_T;
CALL "DM_PAL".PAL_TIMESERIESTREND_PROC(PAL_TSTREND_DATA_TBL,
"#PAL_TSTREND_CONTROL_TBL", PAL_TSTREND_TREND_TBL, PAL_TSTREND_DETRENDED_TBL)
with overview;
SELECT * FROM PAL_TSTREND_TREND_TBL;
SELECT * FROM PAL_TSTREND_DETRENDED_TBL;

Expected Result

PAL_TSTREND_TREND_TBL:

PAL_TSTREND_DETRENDED_TBL:

3.5.13 White Noise Test

This algorithm is used to identify whether a time series is a white noise series. If white noise exists in the raw
time series, the algorithm returns the value of 1. If not, the value of 0 will be returned.

PAL uses Ljung-Box test to test for autocorrelation at different lags. The Ljung-Box test can be defined as
follows:

H0: White noise exists in the time series (ρ1=ρ2=ρ3=...=ρm=0).

H1: White noise does not exists in the time series.

The Ljung-Box test statistic is given by the following formula:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 419
Where n is the sample size, is the sample autocorrelation at lag h, and m is the number of lags being tested.
The statistic of Q follows a chi-square distribution. Based on the significance level α, the critical region for
rejection of the hypothesis of randomness is

Where is the chi-squared distribution with m degrees of freedom and α quantile.

Prerequisites

● No null data in the inputs. The time periods should be unique.

● The data type of time periods is integer. The data type of time series is integer or double.

WHITENOISETEST

This function identifies the white noise of a time series.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘WHITENOISETEST’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <WHITE NOISE INDICATOR OUT

OUTPUT table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <white

noise indicator output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

420 PUBLIC PAL Functions
 Table Column Column Data Type Description

Data 1st column Integer Time periods.

Time periods do not need to

be in order, but must be
unique.

2nd column Integer or double The corresponding raw data

of time series.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

LAG Integer Half of the sample size Specifies the lag autocorrela­
tion coefficient that the sta­
tistic will be based on. It cor­
responds to the freedom de­
gree of chi-square distribu­
tion.

THREAD_NUMBER Integer 1 Number of threads.

PROBABILITY Double 0.9 The confidence level used for

chi-square distribution. The
value is 1 – α, where α is
the significance level.

Output Table

Table Column Column Data Type Description

White Noise 1st column Varchar or nvarchar Name of white noise

2nd column Integer ● 1: White noise exists

● 0: White noise does not
exist

Example

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 421
Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_WHITENOISETEST_DATA_T;
CREATE TYPE PAL_WHITENOISETEST_DATA_T AS TABLE(
"IDCOL" INTEGER,
"DATACOL" DOUBLE
);

DROP TYPE PAL_CONTROL_T;

CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_WHITENOISETEST_RESULT_T;
CREATE TYPE PAL_WHITENOISETEST_RESULT_T AS TABLE(
"NAME" VARCHAR (100),
"VALUE" INT
);
DROP TABLE PAL_WHITENOISETEST_DATA_TBL;
CREATE COLUMN TABLE PAL_WHITENOISETEST_DATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (1,'DM_PAL',
'PAL_WHITENOISETEST_DATA_T','IN');
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES(2,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES(3,'DM_PAL',
'PAL_WHITENOISETEST_RESULT_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_WHITENOISETEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'WHITENOISETEST', 'DM_PAL',
'PAL_WHITENOISETEST_PROC',PAL_WHITENOISETEST_DATA_TBL);
DROP TABLE PAL_WHITENOISETEST_DATA_TBL;
CREATE COLUMN TABLE PAL_WHITENOISETEST_DATA_TBL LIKE PAL_WHITENOISETEST_DATA_T;
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (0, 1356.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (1, 826.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (2, 1586.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (3, 1010.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (4, 1337.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (5, 1415.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (6, 1514.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (7, 1474.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (8, 1662.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (9, 1805.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (10, 2218.00);
INSERT INTO PAL_WHITENOISETEST_DATA_TBL VALUES (11, 2400.00);
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO PAL_CONTROL_TBL VALUES ('LAG', 3, NULL, NULL);
INSERT INTO PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 8, NULL, NULL);
INSERT INTO PAL_CONTROL_TBL VALUES ('PROBABILITY', NULL, 0.9, NULL);
DROP TABLE PAL_WHITENOISETEST_RESULT_TBL;
CREATE COLUMN TABLE PAL_WHITENOISETEST_RESULT_TBL LIKE
PAL_WHITENOISETEST_RESULT_T;

SAP HANA Predictive Analysis Library (PAL)

422 PUBLIC PAL Functions
 CALL DM_PAL.PAL_WHITENOISETEST_PROC(PAL_WHITENOISETEST_DATA_TBL,
PAL_CONTROL_TBL, PAL_WHITENOISETEST_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_WHITENOISETEST_RESULT_TBL;

Expected Result

PAL_WHITENOISETEST_RESULT_TBL:

3.6 Preprocessing Algorithms

The records in business database are usually not directly ready for predictive analysis due to the following
reasons:

● Some data come in large amount, which may exceed the capacity of an algorithm.
● Some data contains noisy observations which may hurt the accuracy of an algorithm.
● Some attributes are badly scaled, which can make an algorithm unstable.

To address the above challenges, PAL provides several convenient algorithms for data preprocessing.

3.6.1 Binning

Binning data is a common requirement prior to running certain predictive algorithms. It generally reduces the
complexity of the model, for example, the model in a decision tree.

Binning methods replace a value by a "bin number" defined by all elements of its neighborhood, that is, the bin
it belongs to. The ordered values are distributed into a number of bins. Because binning methods consult the
neighborhood of values, they perform local smoothing.

Note
Binning can only be used on a table with only one attribute.

Binning Methods

There are four binning methods:

● Equal widths based on the number of bins

Specify an integer to determine the number of equal width bins and calculate the range values by:
BandWidth = (MaxValue - MinValue) / K
Where MaxValue is the biggest value of every column, MinValue is the smallest value of every column,
and K is the number of bins.
For example, according to this rule:
○ MinValue + BinWidth > Values in Bin 1 ≥ MinValue
○ MinValue + 2 * BinWidth > Values in Bin 2 ≥ MinValue + BinWidth

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 423
● Equal bin widths defined as a parameter
Specify the bin width and calculate the start and end of bin intervals by:
Start of bin intervals = Minimum data value – 0.5 * Bin width
End of bin intervals = Maximum data value + 0.5 * Bin width
For example, assuming the data has a range from 6 to 38 and the bin width is 10:
Start of bin intervals = 6 – 0.5 * 10 = 1
End of bin intervals = 38 + 0.5 * 10 = 43
Hence, the generated bins would be the following:

Bin Value Range

Bin 1 [1, 10)

Bin 2 [10, 20)

Bin 3 [20, 30)

Bin 4 [30, 40)

Bin 5 [40, 43]

● Equal number of records per bin

Assign an equal number of records to each bin.
For example:
○ 2 bins, each containing 50% of the cases (below the median / above the median)
○ 4 bins, each containing 25% of the cases (grouped by the quartiles)
○ 5 bins, each containing 20% of the cases (grouped by the quintiles)
○ 10 bins, each containing 10% of the cases (grouped by the deciles)
○ 20 bins, each containing 5% of the cases (grouped by the vingtiles)
○ 100 bins, each containing 1% of the cases (grouped by the percentiles)
A tie condition results when the values on either side of a cut point are identical. In this case we move the
tied values up to the next bin.
● Mean / standard deviation bin boundaries
The mean and standard deviation can be used to create bins which are above or below the mean. The rules
are as follows:
○ + and –1 standard deviation, so
Bin 1 contains values less than –1 standard deviation from the mean
Bin 2 contains values between –1 and +1 standard deviation from the mean
Bin 3 contains values greater than +1 standard deviation from the mean
○ + and –2 standard deviation, so
Bin 1 contains values less than –2*standard deviation from the mean
Bin 2 contains values less than –1 standard deviation from the mean
Bin 3 contains values between –1 and +1 standard deviation from the mean
Bin 4 contains values greater than +1 standard deviation from the mean
Bin 5 contains values greater than +2*standard deviation from the mean
○ + and –3 standard deviation, so
Bin 1 contains values less than –3*standard deviation from the mean
Bin 2 contains values less than –2*standard deviation from the mean
Bin 3 contains values less than –1 standard deviation from the mean
Bin 4 contains values between –1 and +1 standard deviation from the mean
Bin 5 contains values greater than +1 standard deviation from the mean
Bin 6 contains values greater than +2*standard deviation from the mean

SAP HANA Predictive Analysis Library (PAL)

424 PUBLIC PAL Functions
 Bin 7 contains values greater than +3*standard deviation from the mean

Smoothing Methods

There are three methods for smoothing:

● Smoothing by bin means: each value within a bin is replaced by the average of all the values belonging to
the same bin.
● Smoothing by bin medians: each value in a bin is replaced by the median of all the values belonging to the
same bin.
● Smoothing by bin boundaries: the minimum and maximum values in a given bin are identified as the bin
boundaries. Each value in the bin is then replaced by its closest boundary value.

Note
When the value is equal to both sides, it will be replaced by the front boundary value.

Prerequisites

● The input data does not contain null value.

● The data is numeric, not categorical.

BINNING

This function preprocesses the data.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘BINNING’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Binning Model OUTPUT OUT (optional)

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <binning model output table>) with overview;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 425
The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Raw data

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

Name Data Type Description

BINNING_METHOD Integer Binning methods:

● 0: equal widths based on the num­

ber of bins
● 1: equal widths based on the bin
width
● 2: equal number of records per bin
● 3: mean/ standard deviation bin
boundaries

SMOOTH_METHOD Integer Smoothing methods:

● 0: smoothing by bin means

● 1: smoothing by bin medians
● 2: smoothing by bin boundaries

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

BIN_NUMBER Integer 2 Number of needed

bins.

BIN_DISTANCE Integer 10 Specifies the distance Only valid when BIN­

for binning. NING_METHOD is 1.

SAP HANA Predictive Analysis Library (PAL)

426 PUBLIC PAL Functions
 Name Data Type Default Value Description Dependency

SD Integer 1 Specifies the standard Only valid when BIN­

deviation method. NING_METHOD is 3.

Examples: 1 S.D.; 2
S.D.; 3 S.D.

Output Table

Table Column Column Data Type Description Constraint

Result 1st column Integer, bigint, varchar, ID This must be the first
column.
or nvarchar

2nd column Integer Bin index assigned The value is from 1 to

BIN_NUMBER.

3rd column Integer or double Smoothed value

Binning Model (op­ 1st column Integer Binning model ID This must be the first
tional)
column.

2nd column CLOB, varchar, or Binning model saved The table must be a
nvarchar as JSON string column table. The min­
imum length of each
unit (row) is 5000.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_BINNING_DATA_T ;
CREATE TYPE PAL_BINNING_DATA_T AS TABLE("ID" INT, "TEMPERATURE" DOUBLE) ;
DROP TYPE PAL_CONTROL_T ;
CREATE TYPE PAL_CONTROL_T AS TABLE( "NAME" VARCHAR (50),"INTARGS"
INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
DROP TYPE PAL_BINNING_RESULT_T ;
CREATE TYPE PAL_BINNING_RESULT_T AS TABLE("ID" INT, "BIN_NUMBER" INT,
"PRE_RESULT" DOUBLE);
DROP TYPE PAL_BINNING_MODEL_T ;
CREATE TYPE PAL_BINNING_MODEL_T AS TABLE("ID" INT, "MODEL" VARCHAR (5000));
DROP TABLE PAL_BINNING_PDATA_TBL;
CREATE COLUMN TABLE PAL_BINNING_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_BINNING_PDATA_TBL VALUES (1,'DM_PAL', 'PAL_BINNING_DATA_T','IN');
INSERT INTO PAL_BINNING_PDATA_TBL VALUES (2,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_BINNING_PDATA_TBL VALUES (3,'DM_PAL',
'PAL_BINNING_RESULT_T','OUT');

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 427
 INSERT INTO PAL_BINNING_PDATA_TBL VALUES (4,'DM_PAL',
'PAL_BINNING_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'BINNING_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','BINNING', 'DM_PAL',
'BINNING_TEST_PROC',PAL_BINNING_PDATA_TBL);
DROP TABLE PAL_BINNING_DATA_TBL;
CREATE COLUMN TABLE PAL_BINNING_DATA_TBL LIKE PAL_BINNING_DATA_T ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (0, 6.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (1, 12.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (2, 13.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (3, 15.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (4, 10.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (5, 23.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (6, 24.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (7, 30.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (8, 32.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (9, 25.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (10, 38.0) ;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('BINNING_METHOD',1, NULL , NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SMOOTH_METHOD',0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BIN_NUMBER',4, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BIN_DISTANCE',10, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SD',1, NULL, NULL);
DROP TABLE PAL_BINNING_RESULT_TBL;
CREATE COLUMN TABLE PAL_BINNING_RESULT_TBL LIKE PAL_BINNING_RESULT_T ;
DROP TABLE PAL_BINNING_MODEL_TBL;
CREATE COLUMN TABLE PAL_BINNING_MODEL_TBL LIKE PAL_BINNING_MODEL_T ;
CALL DM_PAL.BINNING_TEST_PROC(PAL_BINNING_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_BINNING_RESULT_TBL, PAL_BINNING_MODEL_TBL)WITH OVERVIEW;
SELECT * FROM PAL_BINNING_RESULT_TBL;
SELECT * FROM PAL_BINNING_MODEL_TBL;

Expected Result

PAL_BINNING_RESULT_TBL:

PAL_BINNING_MODEL_TBL:

SAP HANA Predictive Analysis Library (PAL)

428 PUBLIC PAL Functions
3.6.2 Binning Assignment

Binning assignment is used to assign data to the bins previously generated by the Binning algorithm. Therefore
it accepts a binning model as input.

It is assumed that the binning model generated in the previous binning stage includes bin starts (S) and ends
(E) of all bins, and therefore new data (d) can be assigned to bin i directly satisfying Si ≤ d < Ei (for the last
bin, the less than relation should be less than or equal to).

There is some probability that new data locates too far away from all bins. Here the IQR technique is adopted to
justify if a piece of data is an outlier. If new data is lower than both Q1 – 1.5*IQR and the first bin start, or
higher than both Q3 + 1.5*IQR and the last bin end, it is regarded an outlier and assigned to a virtual bin of
index -1 without smoothing.

The new data will not update the binning model.

Note that for the cast of Equal Number Per Bin strategy, the new data assignment may violate its original
binning properties.

Prerequisites

● No missing or null data in the inputs.

● Data types must be identical to those in the binning procedure.
● The data types of the ID columns in the data input table and the result output table must be identical.

BINNINGASSIGNMENT

This function directly assigns data to bins based on the previous binning model, without running binning
procedure thoroughly.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘BINNINGASSIGNMENT’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Binning Model INPUT IN

table type>

3 <schema_name> <PARAMETER table type> IN

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 429
Position Schema Name Table Type Name Parameter Type

4 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <binning model input

table>, <parameter table>, <result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

2nd column Integer or double Raw data

Binning Model 1st column Integer Binning model ID This must be the first
column.

2nd column CLOB, varchar, or Binning model saved The table must be a
nvarchar as JSON string column table. The min­
imum length of each
unit (row) is 5000.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

None.

Output Table

Table Column Column Data Type Description

Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer The assigned bin index

3rd column Integer or double Smoothed data

SAP HANA Predictive Analysis Library (PAL)

430 PUBLIC PAL Functions
Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_BINNING_DATA_T ;
CREATE TYPE PAL_BINNING_DATA_T AS TABLE("ID" INT, "DATA" DOUBLE) ;
DROP TYPE PAL_CONTROL_T ;
CREATE TYPE PAL_CONTROL_T AS TABLE( "NAME" VARCHAR (50),"INTARGS"
INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
DROP TYPE PAL_BINNING_RESULT_T ;
CREATE TYPE PAL_BINNING_RESULT_T AS TABLE("ID" INT, "BIN_NUMBER" INT, "SMOOTH"
DOUBLE);
DROP TYPE PAL_BINNING_MODEL_T ;
CREATE TYPE PAL_BINNING_MODEL_T AS TABLE("JID" INT, "JSMODEL" VARCHAR(5000));
DROP TABLE PAL_BINNING_PDATA_TBL;
CREATE COLUMN TABLE PAL_BINNING_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_BINNING_PDATA_TBL VALUES (1,'DM_PAL', 'PAL_BINNING_DATA_T','IN');
INSERT INTO PAL_BINNING_PDATA_TBL VALUES (2,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_BINNING_PDATA_TBL VALUES (3,'DM_PAL',
'PAL_BINNING_RESULT_T','OUT');
INSERT INTO PAL_BINNING_PDATA_TBL VALUES (4,'DM_PAL',
'PAL_BINNING_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'BINNINGASSIGNMENT_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','BINNING', 'DM_PAL',
'BINNINGASSIGNMENT_PROC',PAL_BINNING_PDATA_TBL);
DROP TABLE PAL_BINNING_DATA_TBL;
CREATE COLUMN TABLE PAL_BINNING_DATA_TBL LIKE PAL_BINNING_DATA_T ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (0, 6.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (1, 12.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (2, 13.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (3, 15.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (4, 10.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (5, 23.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (6, 24.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (7, 30.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (8, 32.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (9, 25.0) ;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (10, 38.0) ;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(50),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('BINNING_METHOD',1, NULL , NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SMOOTH_METHOD',0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BIN_NUMBER',4, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('BIN_DISTANCE',10, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SD',1, NULL, NULL);
DROP TABLE PAL_BINNING_RESULT_TBL;
CREATE COLUMN TABLE PAL_BINNING_RESULT_TBL LIKE PAL_BINNING_RESULT_T ;
DROP TABLE PAL_BINNING_MODEL_TBL;
CREATE COLUMN TABLE PAL_BINNING_MODEL_TBL LIKE PAL_BINNING_MODEL_T ;
CALL DM_PAL.BINNINGASSIGNMENT_PROC(PAL_BINNING_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_BINNING_RESULT_TBL, PAL_BINNING_MODEL_TBL)WITH OVERVIEW;
------ BINNING ASSIGN --------
DROP TYPE PAL_BINNING_ASSIGNED_T;
CREATE TYPE PAL_BINNING_ASSIGNED_T AS TABLE(
"ID" INTEGER,
"BIN_NUMER" INTEGER,
"SMOOTH" DOUBLE
);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 431
 DROP TABLE PAL_BINNINGASSIGNMENT_PDATA_TBL;
CREATE COLUMN TABLE PAL_BINNINGASSIGNMENT_PDATA_TBL("POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE"
VARCHAR(7));
INSERT INTO PAL_BINNINGASSIGNMENT_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_BINNING_DATA_T', 'IN');
INSERT INTO PAL_BINNINGASSIGNMENT_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_BINNING_MODEL_T', 'IN');
INSERT INTO PAL_BINNINGASSIGNMENT_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_BINNINGASSIGNMENT_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_BINNING_ASSIGNED_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL',
'PAL_BINNINGASSIGNMENT_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'BINNINGASSIGNMENT',
'DM_PAL', 'PAL_BINNINGASSIGNMENT_PROC', PAL_BINNINGASSIGNMENT_PDATA_TBL);
DROP TABLE PAL_BINNING_DATA_TBL;
CREATE COLUMN TABLE PAL_BINNING_DATA_TBL LIKE PAL_BINNING_DATA_T;
INSERT INTO PAL_BINNING_DATA_TBL VALUES (0, 6);
INSERT INTO PAL_BINNING_DATA_TBL VALUES (1, 67);
INSERT INTO PAL_BINNING_DATA_TBL VALUES (2, 4);
INSERT INTO PAL_BINNING_DATA_TBL VALUES (3, 12);
INSERT INTO PAL_BINNING_DATA_TBL VALUES (4, -2);
INSERT INTO PAL_BINNING_DATA_TBL VALUES (5, 40);
DROP TABLE PAL_BINNING_ASSIGNED_TBL;
CREATE COLUMN TABLE PAL_BINNING_ASSIGNED_TBL LIKE PAL_BINNING_ASSIGNED_T;
CALL "DM_PAL".PAL_BINNINGASSIGNMENT_PROC(PAL_BINNING_DATA_TBL,
PAL_BINNING_MODEL_TBL, #PAL_CONTROL_TBL, PAL_BINNING_ASSIGNED_TBL) with OVERVIEW;
SELECT * FROM PAL_BINNING_ASSIGNED_TBL;

Expected Result

PAL_BINNING_ASSIGNED_TBL:

Related Information

Binning [page 423]

SAP HANA Predictive Analysis Library (PAL)

432 PUBLIC PAL Functions
3.6.3 Convert Category Type to Binary Vector

This function converts category type to binary vector with numerical columns.

Assume that you have a Gender attribute which has two distinct values: Female and Male. You can convert it
into:

Gender Gender_1 Gender_2

Female 1 0

Male 0 1

Female 1 0

Prerequisites

● The input data must contain an ID column, and the ID column must be the first column.
● The other columns of the input table must be of the integer, varchar, or nvarchar type.
● The input data does not contain any null value.

CONV2BINARYVECTOR

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘CONV2BINARYVECTOR’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records.

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 433
Table Column Column Data Type Description Constraint

Data 1st column Integer, varchar, or ID This must be the first

nvarchar column.

Other columns Integer, varchar, or Attribute data

nvarchar

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

Name Data Type Description

OUT_PUT_COLUMNS Integer Number of output columns.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads.

Output Table

Table Column Column Data Type Description

Result 1st column Integer, varchar, or nvarchar IDs of original tuples

Other columns Integer Binary vectors

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_CONV2BINARY_DATA_T;
CREATE TYPE PAL_CONV2BINARY_DATA_T AS TABLE(
"ID" INTEGER,
"REGION" VARCHAR(50),
"SALESPERIOD" VARCHAR(50),
"REVENUE" INTEGER,
"CLASSLABEL" VARCHAR(50)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TYPE PAL_CONV2BINARY_RESULT_T;
CREATE TYPE PAL_CONV2BINARY_RESULT_T AS TABLE(

SAP HANA Predictive Analysis Library (PAL)

434 PUBLIC PAL Functions
 "ID" INTEGER,
"V0" INTEGER,
"V1" INTEGER,
"V2" INTEGER,
"V3" INTEGER,
"V4" INTEGER,
"V5" INTEGER,
"V6" INTEGER,
"V7" INTEGER,
"V8" INTEGER,
"V9" INTEGER,
"V10" INTEGER,
"V11" INTEGER,
"V12" INTEGER,
"V13" INTEGER
);
DROP TABLE PAL_CONV2BINARY_PDATA_TBL;
CREATE COLUMN TABLE PAL_CONV2BINARY_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_CONV2BINARY_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_CONV2BINARY_DATA_T', 'IN');
INSERT INTO PAL_CONV2BINARY_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T',
'IN');
INSERT INTO PAL_CONV2BINARY_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_CONV2BINARY_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_CONV2BINARY_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CONV2BINARYVECTOR',
'DM_PAL', 'PAL_CONV2BINARY_PROC', PAL_CONV2BINARY_PDATA_TBL);
DROP TABLE PAL_CONV2BINARY_DATA_TBL;
CREATE COLUMN TABLE PAL_CONV2BINARY_DATA_TBL LIKE PAL_CONV2BINARY_DATA_T;
INSERT INTO PAL_CONV2BINARY_DATA_TBL VALUES (1, 'South', 'Winter', 1, 'Good');
INSERT INTO PAL_CONV2BINARY_DATA_TBL VALUES (2, 'North', 'Spring', 2, 'Average');
INSERT INTO PAL_CONV2BINARY_DATA_TBL VALUES (3, 'West', 'Summer', 2, 'Poor');
INSERT INTO PAL_CONV2BINARY_DATA_TBL VALUES (4, 'East', 'Autumn', 3, 'Poor');
INSERT INTO PAL_CONV2BINARY_DATA_TBL VALUES (5, 'West', 'Spring', 3, 'Poor');
INSERT INTO PAL_CONV2BINARY_DATA_TBL VALUES (6, 'East', 'Spring', 1, 'Good');
INSERT INTO PAL_CONV2BINARY_DATA_TBL VALUES (7, 'South', 'Summer', 3, 'Poor');
INSERT INTO PAL_CONV2BINARY_DATA_TBL VALUES (8, 'South', 'Spring', 3, 'Average');
INSERT INTO PAL_CONV2BINARY_DATA_TBL VALUES (9, 'North', 'Winter', 2, 'Average');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('OUT_PUT_COLUMNS', 15, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
DROP TABLE PAL_CONV2BINARY_RESULT_TBL;
CREATE COLUMN TABLE PAL_CONV2BINARY_RESULT_TBL LIKE PAL_CONV2BINARY_RESULT_T;
CALL "DM_PAL".PAL_CONV2BINARY_PROC(PAL_CONV2BINARY_DATA_TBL, #PAL_CONTROL_TBL,
PAL_CONV2BINARY_RESULT_TBL) with OVERVIEW;
SELECT * FROM PAL_CONV2BINARY_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 435
3.6.4 Inter-Quartile Range Test

Given a series of numeric data, the inter-quartile range (IQR) is the difference between the third quartile (Q3)
and the first quartile (Q1) of the data.

IQR = Q3 – Q1

Q1 is equal to 25th percentile and Q3 is equal to 75th percentile.

The p-th percentile of a numeric vector is a number, which is greater than or equal to p% of all the values of this
numeric vector.

IQR Test is a method to test the outliers of a series of numeric data. The algorithm performs the following tasks:

1. Calculates Q1, Q3, and IQR.

2. Set upper and lower bounds as follows:
Upper-bound = Q3 + 1.5 × IQR
Lower-bound = Q1 – 1.5 × IQR
3. Tests all the values of a numeric vector to determine if it is in the range. The value outside the range is
marked as an outlier, meaning it does not pass the IQR test.

Prerequisites

The input data does not contain null value.

IQRTEST

This function performs the inter-quartile range test and outputs the test results.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘IQTEST’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

436 PUBLIC PAL Functions
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <IQR OUTPUT table OUT

type>

4 <schema_name> <Test OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <IQR

output table>, <test output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Data that needs to be tested

Parameter Table

Mandatory Parameters

None.

Optional Parameter

The following parameter isoptional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

MULTIPLIER Double 1.5 The multiplier used in the

IQR test.

Output Tables

Table Column Column Data Type Description

IQR Values 1st column Double Q1 value

2nd column Double Q3 value

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 437
Table Column Column Data Type Description

Test Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer Test result:

● 0: a value is in the range

● 1: a value is out of range

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_IQR_DATA_T;
CREATE TYPE PAL_IQR_DATA_T AS TABLE(
"ID" VARCHAR(10),
"VAL" DOUBLE
);
DROP TYPE PAL_IQR_CONTROL_T;
CREATE TYPE PAL_IQR_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_IQR_QQ_T;
CREATE TYPE PAL_IQR_QQ_T AS TABLE(
"Q1" DOUBLE,
"Q3" DOUBLE
);
DROP TYPE PAL_IQR_RESULT_T;
CREATE TYPE PAL_IQR_RESULT_T AS TABLE(
"ID" VARCHAR(10),
"TEST" INTEGER
);
DROP TABLE PAL_IQR_PDATA_TBL;
CREATE COLUMN TABLE PAL_IQR_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_IQR_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_IQR_DATA_T', 'IN');
INSERT INTO PAL_IQR_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_IQR_CONTROL_T', 'IN');
INSERT INTO PAL_IQR_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_IQR_QQ_T', 'OUT');
INSERT INTO PAL_IQR_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_IQR_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_IQR_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'IQRTEST', 'DM_PAL',
'PAL_IQR_PROC', PAL_IQR_PDATA_TBL);
DROP TABLE PAL_IQR_TESTDT_TBL;
CREATE COLUMN TABLE PAL_IQR_TESTDT_TBL LIKE PAL_IQR_DATA_T;
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P1', 10);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P2', 11);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P3', 10);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P4', 9);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P5', 10);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P6', 24);

SAP HANA Predictive Analysis Library (PAL)

438 PUBLIC PAL Functions
 INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P7', 11);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P8', 12);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P9', 10);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P10', 9);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P11', 1);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P12', 11);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P13', 12);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P14', 13);
INSERT INTO PAL_IQR_TESTDT_TBL VALUES ('P15', 12);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MULTIPLIER', null, 1.5, null);
DROP TABLE PAL_IQR_QQ_TBL;
CREATE COLUMN TABLE PAL_IQR_QQ_TBL LIKE PAL_IQR_QQ_T;
DROP TABLE PAL_IQR_RESULTS_TBL;
CREATE COLUMN TABLE PAL_IQR_RESULTS_TBL LIKE PAL_IQR_RESULT_T;
CALL "DM_PAL".PAL_IQR_PROC(PAL_IQR_TESTDT_TBL, "#PAL_CONTROL_TBL",
PAL_IQR_QQ_TBL, PAL_IQR_RESULTS_TBL) with overview;
SELECT * FROM PAL_IQR_QQ_TBL;
SELECT * FROM PAL_IQR_RESULTS_TBL;

Expected Result

PAL_IQR_TBL:

PAL_IQR_RESULTS_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 439
3.6.5 Partition

The algorithm partitions an input dataset randomly into three disjoints subsets called training, testing, and
validation set. The proportion of each subset is defined as a parameter. Let us remark that the union of these
three subsets might not be the complete initial dataset.

Two different partitions can be obtained:

1. Random Partition, which randomly divides all the data.

2. Stratified Partition, which divides each subpopulation randomly.

In the second case, the dataset needs to have at least one categorical attribute (for example, of type varchar).
The initial dataset will first be subdivided according to the different categorical values of this attribute. Each
mutually exclusive subset will then be randomly split to obtain the training, testing, and validation subsets. This
ensures that all "categorical values" or "strata" will be present in the sampled subset.

Prerequisites

● There is no missing or null data in the column used for stratification.

● The column used for stratification must be categorical (integer, varchar, or nvarchar).

PARTITION

This function reads the input data and generates training, testing, and validation data with the partition
algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘PARTITION’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

SAP HANA Predictive Analysis Library (PAL)

440 PUBLIC PAL Functions
Input Table

Table Column Column Data Type Description Constraint

Input Data 1st column Varchar, nvarchar, or ID Key of the table

integer

Other columns Varchar, nvarchar, inte­ Data columns The column used for
ger, or double stratification must be
categorical (integer,
varchar, or nvarchar).

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

THREAD_NUMBER Integer 1 Number of threads.

PARTITION_METHOD Integer 0 Indicates the partition

method:

● 0: Random parti­
tion
● Not 0: Stratified
partition

RANDOM_SEED Integer 0 Indicates the seed

used to initialize the
random number gen­
erator.

● 0: Uses the sys­

tem time
● Not 0: Uses the
specified seed

STRATIFIED_COLUMN Varchar No default value Indicates which col­ Valid only when PARTI­
umn is used for strati­ TION_METHOD is set
fication. to a non-zero value
(stratified partition).

TRAINING_PERCENT Double 0.8 The percentage of

training data.

Value range: 0 ≤ value

≤1

TESTING_PERCENT Double 0.1 The percentage of

testing data.

Value range: 0 ≤ value

≤1

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 441
Name Data Type Default Value Description Dependency

VALIDATION_PER­ Double 0.1 The percentage of vali­

CENT dation data.

Value range: 0 ≤ value

≤1

TRAINING_SIZE Integer No default value Row size of training If both TRAIN­

data. ING_PERCENT and
TRAINING_SIZE are
Value range: ≥ 0
specified, TRAIN­
ING_PERCENT takes
precedence.

TESTING_SIZE Integer No default value Row size of testing If both TESTING_PER­

data. CENT and TEST­
ING_SIZE are speci­
Value range: ≥ 0
fied, TESTING_PER­
CENT takes prece­
dence.

VALIDATION_SIZE Integer No default value Row size of validation If both VALIDA­

data. TION_PERCENT and
VALIDATION_SIZE are
Value range: ≥ 0
specified, VALIDA­
TION_PERCENT takes
precedence.

Output Table

Table Column Column Data Type Description Constraint

Output Table 1st column Varchar, nvarchar, or ID Key of the table

integer

2nd column Integer Indicates which parti­ ● 1: training data

tion the table belongs ● 2: testing data
to.
● 3: validation data

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_PARTITION_DATA_T;
CREATE TYPE PAL_PARTITION_DATA_T AS TABLE(
"ID" INTEGER,
"HomeOwner" VARCHAR (100),
"MaritalStatus" VARCHAR (100),
"AnnualIncome" DOUBLE,
"DefaultedBorrower" VARCHAR (100)
);
DROP TYPE PAL_CONTROL_T;

SAP HANA Predictive Analysis Library (PAL)

442 PUBLIC PAL Functions
 CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_PARTITION_OUT_T;
CREATE TYPE PAL_PARTITION_OUT_T AS TABLE(
"ID" INTEGER,
"TYPE" INTEGER
);
DROP table PAL_PARTITION_PDATA_TBL;
CREATE column table PAL_PARTITION_PDATA_TBL("POSITION" INT,"SCHEMA_NAME"
NVARCHAR(256),"TYPE_NAME" NVARCHAR (256),"PARAMETER_TYPE" VARCHAR (7));
insert into PAL_PARTITION_PDATA_TBL values
(1,'DM_PAL','PAL_PARTITION_DATA_T','IN');
insert into PAL_PARTITION_PDATA_TBL values (2,'DM_PAL','PAL_CONTROL_T','IN');
insert into PAL_PARTITION_PDATA_TBL values
(3,'DM_PAL','PAL_PARTITION_OUT_T','OUT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_PARTITION_PROC');
call
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','PARTITION','DM_PAL','PAL_PARTITION
_PROC',PAL_PARTITION_PDATA_TBL);
DROP TABLE PAL_PARTITION_DATA_TBL;
CREATE COLUMN TABLE PAL_PARTITION_DATA_TBL LIKE PAL_PARTITION_DATA_T;
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (0, 'YES','Single',125,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (1, 'NO','Married',100,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (2, 'NO','Single',70,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (3, 'YES','Married',120,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (4, 'NO','Divorced',95,'YES');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (5, 'NO','Married',60,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (6, 'YES','Divorced',220,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (7, 'NO','Single',85,'YES');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (8, 'NO','Married',75,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (9, 'NO','Single',90,'YES');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (10, 'YES','Single',125,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (11, 'NO','Married',100,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (12, 'NO','Single',70,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (13, 'YES','Married',120,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (14, 'NO','Divorced',95,'YES');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (15, 'NO','Married',60,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (16, 'YES','Divorced',220,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (17, 'NO','Single',85,'YES');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (18, 'NO','Married',75,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (19, 'NO','Single',90,'YES');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (20, 'YES','Single',125,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (21, 'NO','Married',100,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (22, 'NO','Single',70,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (23, 'YES','Married',120,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (24, 'NO','Divorced',95,'YES');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (25, 'NO','Married',60,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (26, 'YES','Divorced',220,'NO');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (27, 'NO','Single',85,'YES');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (28, 'NO','Married',75,'YES');
INSERT INTO PAL_PARTITION_DATA_TBL VALUES (29, 'NO','Single',90,'YES');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',1,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PARTITION_METHOD',0,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('RANDOM_SEED',23,null,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TRAINING_PERCENT', null,0.6,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TESTING_PERCENT', null,0.2,null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('VALIDATION_PERCENT', null,0.2,null);
DROP TABLE PAL_PARTITION_OUT_TBL;
CREATE COLUMN TABLE PAL_PARTITION_OUT_TBL LIKE PAL_PARTITION_OUT_T;
CALL DM_PAL.PAL_PARTITION_PROC(PAL_PARTITION_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_PARTITION_OUT_TBL) with overview;
select * from PAL_PARTITION_OUT_TBL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 443
Expected Result

3.6.6 Posterior Scaling

Posterior scaling is used to scale data based on the previous scaling model generated by the scaling range
procedure.

It is assumed that new data is from similar distribution and will not update the scaling model.

SAP HANA Predictive Analysis Library (PAL)

444 PUBLIC PAL Functions
Prerequisites

● No missing or null data in the inputs.

● Data types must be identical to those in the scaling range procedure.
● The data types of the ID columns in the data input table and the result output table must be identical.

POSTERIORSCALING

This function directly scales data based on the previous scaling model, without running the scaling range
procedure once more.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘POSTERIORSCALING’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Scaling Model INPUT IN

table type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <scaling model input

table>, <parameter table>, <result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 445
Table Column Column Data Type Description Constraint

Other columns Integer or double Raw data

Scaling Model 1st column Integer Scaling model ID This must be the first
column.

2nd column CLOB, varchar, or Scaling model saved The table must be a
nvarchar as JSON string column table. The min­
imum length of each
unit (row) is 5000.

Parameter Table

Mandatory Parameters

None.

Optional Parameters

None.

Output Table

Table Column Column Data Type Description

Result 1st column Integer, bigint, varchar, or ID

nvarchar

Other columns Integer or double Scaled data

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_SCALING_DATA_T ;
CREATE TYPE PAL_SCALING_DATA_T AS TABLE("ID" INT, "X1" DOUBLE, "X2" DOUBLE) ;
DROP TYPE PAL_CONTROL_T ;
CREATE TYPE PAL_CONTROL_T AS TABLE( "NAME" VARCHAR (100),"INTARGS"
INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
DROP TYPE PAL_SCALING_RESULT_T ;
CREATE TYPE PAL_SCALING_RESULT_T AS TABLE("ID" INT, "PRE_X1" DOUBLE, "PRE_X2"
DOUBLE);
DROP TYPE PAL_SCALING_MODEL_T ;
CREATE TYPE PAL_SCALING_MODEL_T AS TABLE("JID" INT, "JSMODEL" VARCHAR(5000));
DROP TABLE PAL_SCALING_PDATA_TBL;
CREATE COLUMN TABLE PAL_SCALING_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_SCALING_PDATA_TBL VALUES (1,'DM_PAL', 'PAL_SCALING_DATA_T','IN');
INSERT INTO PAL_SCALING_PDATA_TBL VALUES (2,'DM_PAL', 'PAL_CONTROL_T','IN');

SAP HANA Predictive Analysis Library (PAL)

446 PUBLIC PAL Functions
 INSERT INTO PAL_SCALING_PDATA_TBL VALUES (3,'DM_PAL',
'PAL_SCALING_RESULT_T','OUT');
INSERT INTO PAL_SCALING_PDATA_TBL VALUES (4,'DM_PAL',
'PAL_SCALING_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'SCALINGRANGE_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','SCALINGRANGE', 'DM_PAL',
'SCALINGRANGE_TEST_PROC', PAL_SCALING_PDATA_TBL);
DROP TABLE PAL_SCALING_DATA_TBL;
CREATE COLUMN TABLE PAL_SCALING_DATA_TBL LIKE PAL_SCALING_DATA_T ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (0, 6.0, 9.0) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (1, 12.1, 8.3) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (2, 13.5, 15.3) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (3, 15.4, 18.7) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (4, 10.2, 19.8) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (5, 23.3, 20.6) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (6, 24.4,24.3) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (7, 30.6, 25.3) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (8, 32.5, 27.6) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (9, 25.6, 28.5) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (10, 38.7, 29.4) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (11, 38.7, 29.4) ;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(100),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('SCALING_METHOD',1,NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('Z-SCORE_METHOD',0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NEW_MAX', NULL,1.0, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NEW_MIN', NULL,0.0, NULL);
DROP TABLE PAL_SCALING_RESULT_TBL;
CREATE COLUMN TABLE PAL_SCALING_RESULT_TBL LIKE PAL_SCALING_RESULT_T ;
DROP TABLE PAL_SCALING_MODEL_TBL;
CREATE COLUMN TABLE PAL_SCALING_MODEL_TBL LIKE PAL_SCALING_MODEL_T;
CALL DM_PAL.SCALINGRANGE_TEST_PROC(PAL_SCALING_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_SCALING_RESULT_TBL, PAL_SCALING_MODEL_TBL) WITH OVERVIEW;
------ POSTERIOR SCALING --------
DROP TYPE PAL_NEW_SCALING_T;
CREATE TYPE PAL_NEW_SCALING_T AS TABLE(
"ID" INTEGER,
"S_X1" DOUBLE,
"S_X2" DOUBLE
);
DROP TABLE PAL_POSTERIORSCALING_PDATA_TBL;
CREATE COLUMN TABLE PAL_POSTERIORSCALING_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_POSTERIORSCALING_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_SCALING_DATA_T', 'IN');
INSERT INTO PAL_POSTERIORSCALING_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_SCALING_MODEL_T', 'IN');
INSERT INTO PAL_POSTERIORSCALING_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CONTROL_T',
'IN');
INSERT INTO PAL_POSTERIORSCALING_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_NEW_SCALING_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_POSTERIORSCALING_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'POSTERIORSCALING',
'DM_PAL', 'PAL_POSTERIORSCALING_PROC', PAL_POSTERIORSCALING_PDATA_TBL);
DROP TABLE PAL_SCALING_DATA_TBL;
CREATE COLUMN TABLE PAL_SCALING_DATA_TBL LIKE PAL_SCALING_DATA_T;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (0 ,6, 9);
INSERT INTO PAL_SCALING_DATA_TBL VALUES (1 , 6,7);
INSERT INTO PAL_SCALING_DATA_TBL VALUES (2, 4, 4);
INSERT INTO PAL_SCALING_DATA_TBL VALUES (3, 1, 2);
INSERT INTO PAL_SCALING_DATA_TBL VALUES (4, 9,-2);
INSERT INTO PAL_SCALING_DATA_TBL VALUES (5, 4, 5.0);
DROP TABLE PAL_NEW_SCALING_TBL;
CREATE COLUMN TABLE PAL_NEW_SCALING_TBL LIKE PAL_NEW_SCALING_T;
CALL "DM_PAL".PAL_POSTERIORSCALING_PROC(PAL_SCALING_DATA_TBL,
PAL_SCALING_MODEL_TBL, #PAL_CONTROL_TBL, PAL_NEW_SCALING_TBL) with OVERVIEW;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 447
 SELECT * FROM PAL_NEW_SCALING_TBL;

Expected Result

PAL_NEW_SCALING_TBL:

Related Information

Scaling Range [page 470]

3.6.7 Principal Component Analysis (PCA)

Principal component analysis (PCA) aims at reducing the dimensionality of multivariate data while accounting
for as much of the variation in the original data set as possible. This technique is especially useful when the
variables within the data set are highly correlated.

Principal components seek to transform the original variables to a new set of variables that are:

● linear combinations of the variables in the data set;

● uncorrelated with each other;
● ordered according to the amount of variations of the original variables that they explain.

The signs of the columns of the loadings matrix are arbitrary, and may differ between different
implementations for PCA.

Note that if there exists one variable which has constant value across data items, you cannot scale variables
any more.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.

SAP HANA Predictive Analysis Library (PAL)

448 PUBLIC PAL Functions
PCA

This is a principal component analysis function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'PCA', '<schema_name>',

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Loadings OUTPUT table OUT

type>

4 <schema_name> <Loadings information OUT

OUTPUT table type>

5 <schema_name> <Scores OUTPUT table OUT

type>

6 <schema_name> <Scaling information OUT

OUTPUT table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>,

<loadings output table>, <loadings information output table>, <scores output
table>, <Scaling information output table>) WITH OVERVIEW;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or Data item ID

nvarchar

Other columns Double Dimensionality Xn

Parameter Table

Mandatory Parameters

None.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 449
Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads.

SCALING Integer 0 Specifies whether the varia­

bles should be scaled to have
unit variance before the anal­
ysis takes place.

● 0: No
● 1: Yes

SCORES Integer 0 Specifies whether to output

the scores on each principal
component.

● 0: No
● 1: Yes

Output Tables

Table Column Column Data Type Description

Loadings 1st column Varchar or nvarchar Principal component ID

Columns Double Transforming weight

Loadings Information 1st column Varchar or nvarchar Principal component ID

2nd column Double Standard deviations of the

principal components

3rd column Double Variance proportion to the

total variance explained by
each principal component

4th column Double Cumulative variance propor­

tion to the total variance ex­
plained by each principal
component

Scores 1st column Integer, bigint, varchar, or Data item ID

nvarchar

Other columns Double Transformed value based on

principal component

Scaling Information 1st column Integer Variable ID

SAP HANA Predictive Analysis Library (PAL)

450 PUBLIC PAL Functions
 Table Column Column Data Type Description

2nd column Double Mean value of each variable

3rd column Double Scale value of each variable

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA "DM_PAL";

DROP TYPE PAL_PCA_DATA_T;
DROP TYPE PAL_CONTROL_T;
DROP TYPE PAL_PCA_LOADINGS_T;
DROP TYPE PAL_PCA_LOADINGS_INFO_T;
DROP TYPE PAL_PCA_SCORES_T;
DROP TYPE PAL_PCA_SCALING_INFO_T;
DROP TABLE PAL_PCA_PDATA_TBL;
DROP TABLE #PAL_CONTROL_TBL;
DROP TABLE PAL_PCA_DATA_TBL;
DROP TABLE PAL_PCA_LOADINGS_TBL;
DROP TABLE PAL_PCA_LOADINGS_INFO_TBL;
DROP TABLE PAL_PCA_SCORES_TBL;
DROP TABLE PAL_PCA_SCALING_INFO_TBL;
CREATE TYPE PAL_PCA_DATA_T AS TABLE("ID" INTEGER, "X1" DOUBLE, "X2" DOUBLE, "X3"
DOUBLE, "X4" DOUBLE, "X5" DOUBLE, "X6" DOUBLE);
CREATE TYPE PAL_CONTROL_T AS TABLE("NAME" VARCHAR(50), "INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
CREATE TYPE PAL_PCA_LOADINGS_T AS TABLE("PCID" VARCHAR(50), "X1_WEIGHT" DOUBLE,
"X2_WEIGHT" DOUBLE, "X3_WEIGHT" DOUBLE, "X4_WEIGHT" DOUBLE, "X5_WEIGHT" DOUBLE,
"X6_WEIGHT" DOUBLE);
CREATE TYPE PAL_PCA_LOADINGS_INFO_T AS TABLE("PCID" VARCHAR(50),"SDEV" DOUBLE,
"PROPORTION" DOUBLE, "CUM_PROPORTION" DOUBLE);
CREATE TYPE PAL_PCA_SCORES_T AS TABLE("ID" INTEGER, "Comp1" DOUBLE, "Comp2"
DOUBLE, "Comp3" DOUBLE, "Comp4" DOUBLE, "Comp5" DOUBLE, "Comp6" DOUBLE);
CREATE TYPE PAL_PCA_SCALING_INFO_T AS TABLE("ID" INTEGER, "MEAN_VECTOR" DOUBLE,
"SCALE_VECTOR" DOUBLE);
CREATE COLUMN TABLE PAL_PCA_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_PCA_PDATA_TBL VALUES(1, 'DM_PAL', 'PAL_PCA_DATA_T', 'IN');
INSERT INTO PAL_PCA_PDATA_TBL VALUES(2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_PCA_PDATA_TBL VALUES(3, 'DM_PAL', 'PAL_PCA_LOADINGS_T', 'OUT');
INSERT INTO PAL_PCA_PDATA_TBL VALUES(4, 'DM_PAL', 'PAL_PCA_LOADINGS_INFO_T',
'OUT');
INSERT INTO PAL_PCA_PDATA_TBL VALUES(5, 'DM_PAL', 'PAL_PCA_SCORES_T', 'OUT');
INSERT INTO PAL_PCA_PDATA_TBL VALUES(6, 'DM_PAL', 'PAL_PCA_SCALING_INFO_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_PCA_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','PCA','DM_PAL','PAL_PCA_PROC',PAL_P
CA_PDATA_TBL);
CREATE COLUMN TABLE PAL_PCA_DATA_TBL LIKE PAL_PCA_DATA_T;
INSERT INTO PAL_PCA_DATA_TBL VALUES (1, 12, 52, 20, 44, 48, 16);
INSERT INTO PAL_PCA_DATA_TBL VALUES (2, 12, 57, 25, 45, 50, 16);
INSERT INTO PAL_PCA_DATA_TBL VALUES (3, 12, 54, 21, 45, 50, 16);
INSERT INTO PAL_PCA_DATA_TBL VALUES (4, 13, 52, 21, 46, 51, 17);
INSERT INTO PAL_PCA_DATA_TBL VALUES (5, 14, 54, 24, 46, 51, 17);
INSERT INTO PAL_PCA_DATA_TBL VALUES (6, 22, 52, 25, 54, 58, 26);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 451
 INSERT INTO PAL_PCA_DATA_TBL VALUES (7, 22, 56, 26, 55, 58, 27);
INSERT INTO PAL_PCA_DATA_TBL VALUES (8, 17, 52, 21, 45, 52, 17);
INSERT INTO PAL_PCA_DATA_TBL VALUES (9, 15, 53, 24, 45, 53, 18);
INSERT INTO PAL_PCA_DATA_TBL VALUES (10, 23, 54, 23, 53, 57, 24);
INSERT INTO PAL_PCA_DATA_TBL VALUES (11, 25, 54, 23, 55, 58, 25);
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('SCALING', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SCORES', 1, NULL, NULL);
CREATE COLUMN TABLE PAL_PCA_LOADINGS_TBL LIKE PAL_PCA_LOADINGS_T;
CREATE COLUMN TABLE PAL_PCA_LOADINGS_INFO_TBL LIKE PAL_PCA_LOADINGS_INFO_T;
CREATE COLUMN TABLE PAL_PCA_SCORES_TBL LIKE PAL_PCA_SCORES_T;
CREATE COLUMN TABLE PAL_PCA_SCALING_INFO_TBL LIKE PAL_PCA_SCALING_INFO_T;
CALL DM_PAL.PAL_PCA_PROC(PAL_PCA_DATA_TBL,"#PAL_CONTROL_TBL",
PAL_PCA_LOADINGS_TBL, PAL_PCA_LOADINGS_INFO_TBL, PAL_PCA_SCORES_TBL,
PAL_PCA_SCALING_INFO_TBL) WITH OVERVIEW;
SELECT * FROM PAL_PCA_LOADINGS_TBL;
SELECT * FROM PAL_PCA_LOADINGS_INFO_TBL;
SELECT * FROM PAL_PCA_SCORES_TBL;
SELECT * FROM PAL_PCA_SCALING_INFO_TBL;

Expected Result

PAL_PCA_LOADINGS_TBL:

PAL_PCA_LOADINGS_INFO_TBL:

PAL_PCA_SCORES_TBL:

SAP HANA Predictive Analysis Library (PAL)

452 PUBLIC PAL Functions
PAL_PCA_SCALING_INFO_TBL:

PCAPROJECTION

This is a principal component analysis projection function.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'PCAPROJECTION',

'<schema_name>', '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Loadings INPUT table IN

type>

4 <schema_name> <Scaling information IN

table type>

5 <schema_name> <Projected data OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>,

<loadings input table>, <Scaling information table>, <projected data output
table>) WITH OVERVIEW;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 453
Table Column Column Data Type Description Constraint

Data 1st column Integer Data item ID

Other columns Double Dimensionality Xn

Loadings 1st column Integer Principal component This is a full model,

ID which means that it is
a square matrix and
Other columns Double Transformed value the dimension is equal
based on principal to the number of varia­
component bles in input data.

Scaling Information 1st column Integer Variable ID Row number of this ta­
ble should be equal to
2nd column Double Mean value of each the number of varia­
variable bles in input data.

3rd column Double Scale value of each

variable

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads.

SCALING Integer 0 Specifies whether the varia­

bles should be scaled to have
unit variance during the pro­
jection. The value should be
equal to the SCALING pa­
rameter value in the PCA
process.

● 0: No
● 1: Yes

MAX_COMPONENTS Integer Variable number Specifies the number of

components to be retained.

Value range: 0 < MAX_COM­

PONENTS ≤ variable number
of original data

SAP HANA Predictive Analysis Library (PAL)

454 PUBLIC PAL Functions
Output Table

Table Column Column Data Type Description Constraint

Projection 1st column Integer Data item ID Make sure the output
table has enough col­
Columns Double Transformed data item umns to hold the out­
put data. The column
size of output data de­
pends on the
MAX_COMPONENTS
parameter.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.
● Table PAL_PCA_LOADINGS_TBL and table PAL_PCA_SCALING_INFO_TBL are output of PCA in the
previous example.

DROP TYPE PAL_PCAPROJ_DATA_T;

DROP TYPE PAL_PCAPROJ_CONTROL_T;
DROP TYPE PAL_PCAPROJ_SCORES_T;
CREATE TYPE PAL_PCAPROJ_DATA_T AS TABLE("ID" INTEGER, "X1" DOUBLE, "X2" DOUBLE,
"X3" DOUBLE, "X4" DOUBLE, "X5" DOUBLE, "X6" DOUBLE);
CREATE TYPE PAL_PCAPROJ_CONTROL_T AS TABLE("NAME" VARCHAR(50), "INTARGS"
INTEGER, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
CREATE TYPE PAL_PCAPROJ_SCORES_T AS TABLE("ID" INTEGER, "Comp1" DOUBLE, "Comp2"
DOUBLE, "Comp3" DOUBLE, "Comp4" DOUBLE, "Comp5" DOUBLE, "Comp6" DOUBLE);
DROP TABLE PAL_PCAPROJ_DATA_TBL;
DROP TABLE PAL_PCAPROJ_CONTROL_TBL;
DROP TABLE PAL_PCAPROJ_SCORES_TBL;
DROP TABLE PAL_PCAPROJ_PDATA_TBL;
CREATE COLUMN TABLE PAL_PCAPROJ_DATA_TBL LIKE PAL_PCAPROJ_DATA_T;
CREATE COLUMN TABLE PAL_PCAPROJ_CONTROL_TBL LIKE PAL_PCAPROJ_CONTROL_T;
CREATE COLUMN TABLE PAL_PCAPROJ_SCORES_TBL LIKE PAL_PCAPROJ_SCORES_T;
CREATE COLUMN TABLE PAL_PCAPROJ_PDATA_TBL("POSITION" INTEGER, "SCHEMA_NAME"
VARCHAR(100), "TYPE_NAME" VARCHAR(100), "PARAMETER_TYPE" VARCHAR(100));
INSERT INTO PAL_PCAPROJ_PDATA_TBL VALUES(1, 'DM_PAL', 'PAL_PCAPROJ_DATA_T',
'IN');
INSERT INTO PAL_PCAPROJ_PDATA_TBL VALUES(2, 'DM_PAL', 'PAL_PCAPROJ_CONTROL_T',
'IN');
INSERT INTO PAL_PCAPROJ_PDATA_TBL VALUES(3, 'DM_PAL', 'PAL_PCA_LOADINGS_T',
'IN');
INSERT INTO PAL_PCAPROJ_PDATA_TBL VALUES(4, 'DM_PAL', 'PAL_PCA_SCALING_INFO_T',
'IN');
INSERT INTO PAL_PCAPROJ_PDATA_TBL VALUES(5, 'DM_PAL', 'PAL_PCAPROJ_SCORES_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_PCAPROJ_PROC');
CALL
SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','PCAPROJECTION','DM_PAL','PAL_PCAPR
OJ_PROC',PAL_PCAPROJ_PDATA_TBL);
INSERT INTO PAL_PCAPROJ_DATA_TBL VALUES(1,2,32,10,54,38,20);
INSERT INTO PAL_PCAPROJ_DATA_TBL VALUES(2,9,57,20,25,48,19);
INSERT INTO PAL_PCAPROJ_DATA_TBL VALUES(3,12,24,28,35,30,20);
INSERT INTO PAL_PCAPROJ_DATA_TBL VALUES(4,15,42,27,36,61,27);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 455
 INSERT INTO PAL_PCAPROJ_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, NULL, NULL);
INSERT INTO PAL_PCAPROJ_CONTROL_TBL VALUES ('SCALING', 1, NULL, NULL);
INSERT INTO PAL_PCAPROJ_CONTROL_TBL VALUES ('MAX_COMPONENTS', 4, NULL, NULL);
CALL DM_PAL.PAL_PCAPROJ_PROC(PAL_PCAPROJ_DATA_TBL, PAL_PCAPROJ_CONTROL_TBL,
PAL_PCA_LOADINGS_TBL, PAL_PCA_SCALING_INFO_TBL, PAL_PCAPROJ_SCORES_TBL) WITH
OVERVIEW;
SELECT * FROM PAL_PCAPROJ_SCORES_TBL;

Expected Result

PAL_PCAPROJ_SCORES_TBL:

3.6.8 Random Distribution Sampling

Random distribution sampling is a random generation function with a given distribution.

In PAL, this function supports four different distributions. The probability density functions of different
distributions are defined as follows:

● Uniform

● Normal

● Weibull

● Gamma

SAP HANA Predictive Analysis Library (PAL)

456 PUBLIC PAL Functions
DISTRRANDOM

This is a random generation function with a given distribution.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘DISTRRANDOM’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Distribution IN
parameter INPUT table
type>

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<distribution parameter input table>,

<parameter table>, <result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 457
Table Column Column Data Type Description

Distribution Parameter 1st column Varchar or nvarchar Name of distribution param­

eters. The supported distri­
butions and their parameters
are as follows:

● Uniform
○ Min (default: 0) in (-
∞，+∞)
○ Max (default: 1) in (-
∞，+∞)
(Min < Max)
● Normal
○ Mean (default: 0) in
(-∞，+∞)
○ Variance (default: 1)
in (0，+∞)
○ SD (default: 1) in
(0，+∞)
Variance and SD cannot
be used together.
Choose one from them.
● Weibull
○ Shape (default: 1) in
(0，+∞)
○ Scale (default: 1) in
(0，+∞)
● Gamma
○ Shape (default: 1) in
(0，+∞)
○ Scale (default: 1) in
(0，+∞)

2nd column Varchar or nvarchar Value of distribution parame­

ters

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

NUM_RANDOM Integer 100 Specifies the number of ran­

dom data to be generated.

SAP HANA Predictive Analysis Library (PAL)

458 PUBLIC PAL Functions
 Name Data Type Default Value Description

SEED Integer 0 Indicates the seed used to in­

itialize the random number
generator.

● 0: Uses the system time

● Not 0: Uses the speci­
fied seed

THREAD_NUMBER Integer 1 Specifies the number of

threads.

Output Table

Table Column Column Data Type Description

Result 1st column Integer ID

2nd column Double Defined number of random

data to be generated

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_DISTRRANDOM_DISTRPARAM_T;
CREATE TYPE PAL_DISTRRANDOM_DISTRPARAM_T AS TABLE(
"NAME" VARCHAR(100),
"VALUE" VARCHAR(100)
);
DROP TYPE PAL_DISTRRANDOM_RESULT_T;
CREATE TYPE PAL_DISTRRANDOM_RESULT_T AS TABLE(
"ID" INTEGER,
"RANDOM" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_DISTRRANDOM_PDATA_TBL;
CREATE COLUMN TABLE PAL_DISTRRANDOM_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_DISTRRANDOM_PDATA_TBL VALUES
(1,'DM_PAL','PAL_DISTRRANDOM_DISTRPARAM_T', 'IN');
INSERT INTO PAL_DISTRRANDOM_PDATA_TBL VALUES (2,'DM_PAL','PAL_CONTROL_T', 'IN');

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 459
 INSERT INTO PAL_DISTRRANDOM_PDATA_TBL VALUES
(3,'DM_PAL','PAL_DISTRRANDOM_RESULT_T', 'OUT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRRANDOM_PROC');
call SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','DISTRRANDOM',
'DM_PAL','PAL_DISTRRANDOM_PROC', PAL_DISTRRANDOM_PDATA_TBL);
DROP TABLE PAL_DISTRRANDOM_DISTRPARAM_TBL;
CREATE COLUMN TABLE PAL_DISTRRANDOM_DISTRPARAM_TBL LIKE
PAL_DISTRRANDOM_DISTRPARAM_T;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TBL VALUES ('DistributionName',
'UNIFORM');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TBL VALUES ('MIN', '2');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TBL VALUES ('MAX', '2.1');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY TABLE #PAL_CONTROL_TBL LIKE PAL_CONTROL_T;
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NUM_RANDOM', 10000, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SEED', 0, null, null);
DROP TABLE PAL_DISTRRANDOM_RESULT_TBL;
CREATE COLUMN TABLE PAL_DISTRRANDOM_RESULT_TBL LIKE PAL_DISTRRANDOM_RESULT_T;
CALL DM_PAL.PAL_DISTRRANDOM_PROC(PAL_DISTRRANDOM_DISTRPARAM_TBL,
#PAL_CONTROL_TBL, PAL_DISTRRANDOM_RESULT_TBL) with overview;
SELECT * FROM PAL_DISTRRANDOM_RESULT_TBL;

Expected Result

3.6.9 Sampling

In business scenarios the number of records in the database is usually quite large, and it is common to use a
small portion of the records as representatives, so that a rough impression of the dataset can be given by
analyzing sampling.

This release of PAL provides eight sampling methods, including:

● First_N
● Middle_N
● Last_N
● Every_Nth
● SimpleRandom_WithReplacement
● SimpleRandom_WithoutReplacement
● Systematic
● Stratified

SAP HANA Predictive Analysis Library (PAL)

460 PUBLIC PAL Functions
Prerequisites

The input data does not contain null value.

SAMPLING

This function takes samples from a population.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘SAMPLING’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data Columns Integer, double, varchar, or Any data users need

nvarchar

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 461
Name Data Type Description Dependency

SAMPLING_METHOD Integer Sampling method:

● 0: First_N
● 1: Middle_N
● 2: Last_N
● 3: Every_Nth
● 4: SimpleRandom_With­
Replacement
● 5: SimpleRandom_With­
outReplacement
● 6: Systematic
● 7: Stratified_WithRe-
placement
● 8: Stratified_WithoutRe-
placement

Note: For the random meth­

ods (method 4, 5, 6 in the
above list), the system time
is used for the seed.

INTERVAL Integer The interval between two Only required when SAM­
samples. PLING_METHOD is 3. If this
parameter is not specified,
the SAMPLING_SIZE param­
eter will be used.

COLUMN_CHOOSE Integer The column that is used to Only required when SAM­
do the stratified sampling. PLING_METHOD is 7 or 8.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

SAMPLING_SIZE Integer 1 Number of the sam­ Use this parameter

ples. when PERCENTAGE is
not set.

PERCENTAGE Double 0.1 Percentage of the If both SAM­

samples. PLING_SIZE and PER­
CENTAGE are speci­
Use this parameter
fied, PERCENTAGE
when SAMPLING_SIZE
takes precedence.
is not set.

Output Table

SAP HANA Predictive Analysis Library (PAL)

462 PUBLIC PAL Functions
 Table Column Column Data Type Description

Result Columns Integer, double, varchar, or The Output Table has the
nvarchar same structure as defined in
the Input Table.

Examples

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1

SET SCHEMA DM_PAL;

DROP TYPE PAL_SAMPLING_DATA_T;
CREATE TYPE PAL_SAMPLING_DATA_T
AS TABLE
(
"EMPNO" INT,
"GENDER" VARCHAR (50),
"INCOME" DOUBLE
);
DROP TYPE PAL_CONTROL_T ;
CREATE TYPE PAL_CONTROL_T
AS TABLE
(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_SAMPLING_RESULT_T;
CREATE TYPE PAL_SAMPLING_RESULT_T
AS TABLE
(
"RESULT_EMPNO" INT,
"RESULT_GENDER" VARCHAR (50),
"RESULT_INCOME" DOUBLE
);
DROP TABLE PAL_SAMPLING_PDATA_TBL;
CREATE COLUMN TABLE
PAL_SAMPLING_PDATA_TBL
(
"POSITION" INTEGER,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_SAMPLING_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_SAMPLING_DATA_T',
'IN');
INSERT INTO PAL_SAMPLING_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_SAMPLING_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_SAMPLING_RESULT_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'SAMPLING_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'SAMPLING', 'DM_PAL',
'SAMPLING_TEST_PROC', PAL_SAMPLING_PDATA_TBL);
DROP TABLE PAL_SAMPLING_DATA_TBL;
CREATE COLUMN TABLE PAL_SAMPLING_DATA_TBL LIKE PAL_SAMPLING_DATA_T;
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (1, 'male', 4000.5);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 463
 INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (2, 'male', 5000.7);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (3, 'female', 5100.8);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (4, 'male', 5400.9);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (5, 'female', 5500.2);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (6, 'male', 5540.4);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (7, 'male', 4500.9);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (8, 'female', 6000.8);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (9, 'male', 7120.8);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (10, 'female', 8120.9);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (11, 'female', 7453.9);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (12, 'male', 7643.8);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (13, 'male', 6754.3);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (14, 'male', 6759.9);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (15, 'male', 9876.5);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (16, 'female', 9873.2);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (17, 'male', 9889.9);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (18, 'male', 9910.4);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (19, 'male', 7809.3);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (20, 'female', 8705.7);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (21, 'male', 8756.0);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (22, 'female', 7843.2);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (23, 'male', 8576.9);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (24, 'male', 9560.9);
INSERT INTO PAL_SAMPLING_DATA_TBL VALUES (25, 'female', 8794.9);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL
(
"NAME" VARCHAR(50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SAMPLING_METHOD', 0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SAMPLING_SIZE', 8, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INTERVAL', 5, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('COLUMN_CHOOSE', 2, NULL, NULL);
DROP TABLE PAL_SAMPLING_RESULT_TBL;
CREATE COLUMN TABLE PAL_SAMPLING_RESULT_TBL LIKE PAL_SAMPLING_RESULT_T;
CALL DM_PAL.SAMPLING_TEST_PROC(PAL_SAMPLING_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_SAMPLING_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_SAMPLING_RESULT_TBL;

Expected Result

If method is 0 and SAMPLING_SIZE is 8:

SAP HANA Predictive Analysis Library (PAL)

464 PUBLIC PAL Functions
If method is 1 and SAMPLING_SIZE is 8:

If method is 2 and SAMPLING_SIZE is 8:

If method is 3 and INTERVAL is 5:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 465
If method is 4 and SAMPLING_SIZE is 8:

If method is 5 and SAMPLING_SIZE is 8:

If method is 6 and SAMPLING_SIZE is 8:

SAP HANA Predictive Analysis Library (PAL)

466 PUBLIC PAL Functions
If method is 7 and SAMPLING_SIZE is 8:

If method is 0 and PERCENTAGE is 0.1:

Example 2

SET SCHEMA DM_PAL;

DROP TYPE PAL_SAMPLING_DATA_T;
CREATE TYPE PAL_SAMPLING_DATA_T
AS TABLE
(
"EMPNO" INT,
"GENDER" VARCHAR(50),
"DEP" VARCHAR(50),
"LOC" INT,
"INCOME" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T
AS TABLE
(
"NAME" VARCHAR(50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TYPE PAL_SAMPLING_RESULT_T;
CREATE TYPE PAL_SAMPLING_RESULT_T
AS TABLE
(
"RESULT_EMPNO" INT,
"RESULT_GENDER" VARCHAR(50),
"RESULT_DEP" VARCHAR(50),
"RESULT_LOC" INT,
"RESULT_INCOME" DOUBLE
);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 467
 DROP TABLE PAL_SAMPLING_PDATA_TBL;
CREATE COLUMN TABLE
PAL_SAMPLING_PDATA_TBL
(
"POSITION" INTEGER,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);

INSERT INTO PAL_SAMPLING_PDATA_TBL

VALUES
(
1,
'DM_PAL',
'PAL_SAMPLING_DATA_T',
'IN'
);
INSERT INTO PAL_SAMPLING_PDATA_TBL
VALUES
(
2,
'DM_PAL',
'PAL_CONTROL_T',
'IN'
);
INSERT INTO PAL_SAMPLING_PDATA_TBL
VALUES
(
3,
'DM_PAL',
'PAL_SAMPLING_RESULT_T',
'OUT'
);
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP ('DM_PAL', 'SAMPLING_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE ('AFLPAL', 'SAMPLING', 'DM_PAL',
'SAMPLING_TEST_PROC', PAL_SAMPLING_PDATA_TBL);
DROP TABLE PAL_SAMPLING_DATA_TBL;
CREATE COLUMN TABLE PAL_SAMPLING_DATA_TBL
LIKE PAL_SAMPLING_DATA_T;
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (1, 'F', 'DEV', 1, 4000.5);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (2, 'M', 'DEV', 1, 5000.7);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (3, 'F', 'SALES', 1, 5100.8);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (4, 'M', 'SALES', 1, 5400.9);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (5, 'F', 'DEV', 0, 5500.2);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (6, 'M', 'DEV', 0, 5540.4);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (7, 'F', 'SALES', 0, 4500.9);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (8, 'M', 'SALES', 0, 6000.8);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (9, 'F', 'DEV', 1, 7120.8);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (10, 'M', 'DEV', 1, 8120.9);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (11, 'F', 'SALES', 1, 7453.9);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (12, 'M', 'SALES', 1, 7643.8);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (13, 'F', 'DEV', 0, 6754.3);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (14, 'M', 'DEV', 0, 6759.9);

SAP HANA Predictive Analysis Library (PAL)

468 PUBLIC PAL Functions
 INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (15, 'F', 'SALES', 0, 9876.5);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (16, 'M', 'SALES', 0, 9873.2);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (17, 'F', 'DEV', 1, 9889.9);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (18, 'M', 'DEV', 1, 9910.4);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (19, 'F', 'SALES', 1, 7809.3);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (20, 'M', 'SALES', 1, 8705.7);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (21, 'F', 'DEV', 0, 8756.0);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (22, 'M', 'DEV', 0, 7843.2);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (23, 'F', 'SALES', 0, 8576.9);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (24, 'M', 'SALES', 0, 9560.9);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (25, 'F', 'DEV', 1, 8794.9);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (26, 'M', 'DEV', 1, 9873.2);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (27, 'F', 'SALES', 1, 9889.9);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (28, 'M', 'SALES', 1, 9910.4);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (29, 'F', 'DEV', 0, 7809.3);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (30, 'M', 'DEV', 0, 8705.7);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (31, 'F', 'SALES', 0, 8756.0);
INSERT INTO PAL_SAMPLING_DATA_TBL
VALUES (32, 'M', 'SALES', 0, 7843.2);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL
(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);

INSERT INTO "#PAL_CONTROL_TBL"

VALUES ('SAMPLING_METHOD', 7, NULL, NULL);
INSERT INTO "#PAL_CONTROL_TBL"
VALUES ('SAMPLING_SIZE', 8, NULL, NULL);
INSERT INTO "#PAL_CONTROL_TBL"
VALUES ('INTERVAL', 5, NULL, NULL);
INSERT into "#PAL_CONTROL_TBL"
values ('PERCENTAGE', null, 0.5, null);
INSERT INTO "#PAL_CONTROL_TBL"
VALUES ('COLUMN_CHOOSE', 2, NULL, NULL);
INSERT INTO "#PAL_CONTROL_TBL"
VALUES ('COLUMN_CHOOSE', 3, NULL, NULL);
INSERT INTO "#PAL_CONTROL_TBL"
VALUES ('COLUMN_CHOOSE', 4, NULL, NULL);

DROP TABLE PAL_SAMPLING_RESULT_TBL;

CREATE COLUMN TABLE PAL_SAMPLING_RESULT_TBL
LIKE PAL_SAMPLING_RESULT_T;
CALL DM_PAL.SAMPLING_TEST_PROC (PAL_SAMPLING_DATA_TBL, #PAL_CONTROL_TBL,
PAL_SAMPLING_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM "#PAL_CONTROL_TBL";
SELECT * FROM PAL_SAMPLING_DATA_TBL;
SELECT * FROM PAL_SAMPLING_RESULT_TBL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 469
Expected Result

3.6.10 Scaling Range

In real world scenarios the collected continuous attributes are usually distributed within different ranges. It is a
common practice to have the data well scaled so that data mining algorithms like neural networks, nearest
neighbor classification and clustering can give more reliable results.

This release of PAL provides three scaling range methods described below. In the following, Xip and Yip are the
original value and transformed value of the i-th record and p-th attribute, respectively.

1. Min-Max Normalization
Each transformed value is within the range [new_minA, new_maxA], where new_minA and new_maxA are
use-specified parameters. Supposing that minA and maxA are the minimum and maximum values of
attribute A, we get the following calculation formula:
Yip = (Xip ‒ minA) × (new_maxA - new_minA) / (maxA - minA) + new_minA
2. Z-Score Normalization (or zero-mean normalization).
PAL uses three z-score methods.
○ Mean-Standard Deviation
The transformed values have mean 0 and standard deviation 1. The transformation is made as follows:

Where μp and σp are mean and standard deviations of the original values of the p-th attributes.
○ Mean-Mean Absolute Deviation

SAP HANA Predictive Analysis Library (PAL)

470 PUBLIC PAL Functions
 The transformation is made as follows:

○ Median-Median Absolute Deviation

The transformation is made as follows:

3. Normalization by Decimal Scaling

This method transforms the data by moving the decimal point of the values, so that the maximum absolute
value for each attribute is less than or equal to 1. Mathematically, Yip = Xip × 10Kp for each attribute p,
where Kp is selected so that
max(|Y1p|, |Y2p|, ..., |Ynp|) ≤ 1

Prerequisites

● The input data does not contain null value.

● The data is numeric, not categorical.

SCALINGRANGE

This function normalizes the data.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘SCALINGRANGE’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 471
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Scaling model OUTPUT OUT (optional)

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <scaling model output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or ID

nvarchar

Other columns Integer or double Variable Xn

Parameter Table

Mandatory Parameters

The following parameters are mandatory and must be given a value.

Name Data Type Description Dependency

SCALING_METHOD Integer Scaling method:

● 0: Min-max normaliza­
tion
● 1: Z-Score normalization
● 2: Decimal scaling nor­
malization

SAP HANA Predictive Analysis Library (PAL)

472 PUBLIC PAL Functions
 Name Data Type Description Dependency

Z-SCORE_METHOD Integer ● 0: Mean-Standard devi­ Only valid when SCAL­

ation ING_METHOD is 1.
● 1: Mean-Mean absolute
deviation
● 2: Median-Median abso­
lute deviation

NEW_MAX Double or integer The new maximum value of Only valid when SCAL­
the min-max normalization ING_METHOD is 0.
method

NEW_MIN Double or integer The new minimum value of Only valid when SCAL­
min-max normalization ING_METHOD is 0.
method

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

Output Table

Table Column Column Data Type Description Constraint

Result 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer or double Variable Xn

Scaling Model (op­ 1st column Integer Scaling model ID This must be the first
tional)
column.

2nd column CLOB, varchar, or Binning model saved The table must be a
nvarchar as JSON string column table. The min­
imum length of each
unit (row) is 5000.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 473
 DROP TYPE PAL_SCALING_DATA_T ;
CREATE TYPE PAL_SCALING_DATA_T AS TABLE("ID" INT, "X1" DOUBLE, "X2" DOUBLE) ;
DROP TYPE PAL_CONTROL_T ;
CREATE TYPE PAL_CONTROL_T AS TABLE( "NAME" VARCHAR (100),"INTARGS"
INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
DROP TYPE PAL_SCALING_RESULT_T ;
CREATE TYPE PAL_SCALING_RESULT_T AS TABLE("ID" INT, "PRE_X1" DOUBLE, "PRE_X2"
DOUBLE);
DROP TYPE PAL_SCALING_MODEL_T ;
CREATE TYPE PAL_SCALING_MODEL_T AS TABLE("ID" INT, "MODEL" VARCHAR (5000));
DROP TABLE PAL_SCALING_PDATA_TBL;
CREATE COLUMN TABLE PAL_SCALING_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_SCALING_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_SCALING_DATA_T','IN');
INSERT INTO PAL_SCALING_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_SCALING_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_SCALING_RESULT_T','OUT');
INSERT INTO PAL_SCALING_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_SCALING_MODEL_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'SCALINGRANGE_TEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL','SCALINGRANGE', 'DM_PAL',
'SCALINGRANGE_TEST_PROC', PAL_SCALING_PDATA_TBL);
DROP TABLE PAL_SCALING_DATA_TBL;
CREATE COLUMN TABLE PAL_SCALING_DATA_TBL LIKE PAL_SCALING_DATA_T ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (0, 6.0, 9.0) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (1, 12.1, 8.3) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (2, 13.5, 15.3) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (3, 15.4, 18.7) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (4, 10.2, 19.8) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (5, 23.3, 20.6) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (6, 24.4,24.3) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (7, 30.6, 25.3) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (8, 32.5, 27.6) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (9, 25.6, 28.5) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (10, 38.7, 29.4) ;
INSERT INTO PAL_SCALING_DATA_TBL VALUES (11, 38.7, 29.4) ;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL ( "NAME" VARCHAR
(100),"INTARGS" INTEGER,"DOUBLEARGS" DOUBLE,"STRINGARGS" VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('SCALING_METHOD',0,NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('Z-SCORE_METHOD',0, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NEW_MAX', NULL,1.0, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NEW_MIN', NULL,0.0, NULL);
DROP TABLE PAL_SCALING_RESULT_TBL;
CREATE COLUMN TABLE PAL_SCALING_RESULT_TBL LIKE PAL_SCALING_RESULT_T ;
DROP TABLE PAL_SCALING_MODEL_TBL;
CREATE COLUMN TABLE PAL_SCALING_MODEL_TBL LIKE PAL_SCALING_MODEL_T ;
CALL DM_PAL.SCALINGRANGE_TEST_PROC(PAL_SCALING_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_SCALING_RESULT_TBL, PAL_SCALING_MODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_SCALING_RESULT_TBL;
SELECT * FROM PAL_SCALING_MODEL_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

474 PUBLIC PAL Functions
PAL_SCALING_RESULT_TBL:

PAL_SCALING_MODEL_TBL:

3.6.11 Substitute Missing Values

This function is used to replace the missing values with some statistical values. Currently, three methods are
provided. The missing values of a specific attribute are replaced by one of the following values (of the attribute/
column):

● Mode: the value that appears most in the given column.

● Mean: the arithmetic mean of not null values in the given column. The mean value is calculated by the
following, where N is the number of not null values.

● Median: the numerical value separating the higher half of the values from the lower half. The median value
is calculated by:

If N is an odd number: ; otherwise

Note
The Mode can only be used for categorical attributes, whereas the Mean and Median can only be used for
continuous attributes.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 475
Prerequisite

Each column must contain at least one valid value.

SUBSTITUTE_MISSING_VALUES

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’,

‘SUBSTITUTE_MISSING_VALUES’, ‘<schema_name>’, '<procedure_name>',
<signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Statistical table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <statistical table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data Columns Varchar, nvarchar, double, or Attribute data

integer

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

SAP HANA Predictive Analysis Library (PAL)

476 PUBLIC PAL Functions
 Name Data Type Description

<column name> Integer Defines the method for substituting

missing values.

● 100: Mode
● 200: Mean
● 201: Median
● 101: Use specific string value to re­
place missing values
● 202: Use specific integer value to
replace missing values
● 203: Use specific double value to
replace missing values

For methods 101, 202, and 203, use the

below syntax to specify a new value to
replace missing values:

INSERT INTO
#PAL_CONTROL_TBL
VALUES(‘V0’, <METHOD>,
NULL, ‘<NEW VALUE>’);

Where V0 is the column name,

<METHOD> is 101, 202, or 203, and
<NEW VALUE> is the value that you
want to use to replace missing values.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Specifies the number of

threads.

Output Tables

Table Column Column Data Type Description

Result Columns Varchar, nvarchar, integer, or Each column type should

double match the type of the original
input data.

Statistical 1st column Varchar or nvarchar Column name

2nd column Varchar or nvarchar Substitute value

3rd column Integer Hit times

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 477
● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_MISSING_VALUES_DATA_T;
CREATE TYPE PAL_MISSING_VALUES_DATA_T AS TABLE(
"V0" INTEGER,
"V1" DOUBLE,
"V2" VARCHAR(5)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_MISSING_VALUES_RESULT_T;
CREATE TYPE PAL_MISSING_VALUES_RESULT_T AS TABLE(
"V0" INTEGER,
"V1" DOUBLE,
"V2" VARCHAR(5)
);

DROP TYPE PAL_MISSING_VALUES_NULL_MAP_T;

CREATE TYPE PAL_MISSING_VALUES_NULL_MAP_T AS TABLE(
"ATTRIBUTE_NAME" VARCHAR(20),
"ATTRIBUTE_VALUE" VARCHAR(20),
"HIT_TIMES" INTEGER
);
DROP TABLE PAL_MISSING_VALUES_PDATA_TBL;
CREATE COLUMN TABLE PAL_MISSING_VALUES_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_MISSING_VALUES_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_MISSING_VALUES_DATA_T', 'IN');
INSERT INTO PAL_MISSING_VALUES_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T',
'IN');
INSERT INTO PAL_MISSING_VALUES_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_MISSING_VALUES_RESULT_T', 'OUT');
INSERT INTO PAL_MISSING_VALUES_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_MISSING_VALUES_NULL_MAP_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL',
'AFL_PAL_MISSING_VALUES_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL',
'SUBSTITUTE_MISSING_VALUES', 'DM_PAL', 'AFL_PAL_MISSING_VALUES_PROC',
PAL_MISSING_VALUES_PDATA_TBL);
DROP TABLE PAL_MISSING_VALUES_DATA_TBL;
CREATE COLUMN TABLE PAL_MISSING_VALUES_DATA_TBL LIKE PAL_MISSING_VALUES_DATA_T;
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (1 , 0.5, 'A');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (1 , 1.5, 'A');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (2 , 1.5, 'A');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (3 , 0.5, 'A');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (4 , 1.1, 'A');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (5 , 0.5, 'B');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (6 , 1.5, 'B');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (7 , 1.5, 'B');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (8 , null, 'B');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (null , 1.2, null);
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (10, 15.5, 'C');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (11, 16.5, 'C');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (12, 16.5, 'C');

SAP HANA Predictive Analysis Library (PAL)

478 PUBLIC PAL Functions
 INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (13, 15.5, 'C');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (null, 15.6, 'D');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (15, 15.5, null);
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (16, 16.5, 'D');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (17, 16.5, 'D');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (18, 15.5, 'D');
INSERT INTO PAL_MISSING_VALUES_DATA_TBL VALUES (19, 15.7, 'A');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('V0', 100, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('V1', 201, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('V2', 100, null, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, null, null);
DROP TABLE PAL_MISSING_VALUES_RESULT_TBL;
CREATE COLUMN TABLE PAL_MISSING_VALUES_RESULT_TBL LIKE
PAL_MISSING_VALUES_RESULT_T;

DROP TABLE PAL_MISSING_VALUES_NULL_MAP_TBL;

CREATE COLUMN TABLE PAL_MISSING_VALUES_NULL_MAP_TBL LIKE
PAL_MISSING_VALUES_NULL_MAP_T;
CALL "DM_PAL".AFL_PAL_MISSING_VALUES_PROC(PAL_MISSING_VALUES_DATA_TBL,
#PAL_CONTROL_TBL, PAL_MISSING_VALUES_RESULT_TBL,
PAL_MISSING_VALUES_NULL_MAP_TBL) with OVERVIEW;
SELECT * FROM PAL_MISSING_VALUES_RESULT_TBL;
SELECT * FROM PAL_MISSING_VALUES_NULL_MAP_TBL;

Expected Result

PAL_MISSING_VALUES_RESULT_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 479
PAL_MISSING_VALUES_NULL_MAP_TBL:

3.6.12 Variance Test

Variance Test is a method to identify the outliers of n number of numeric data {xi} where 0 < i < n+1, using the
mean {μ} and the standard deviation of {σ} of n number of numeric data {xi}.

Below is the algorithm for Variance Test:

1. Calculate the mean (μ) and the standard deviation (σ):

2. Set the upper and lower bounds as follows:

Upper-bound = µ + multiplier * ϭ
Lower-bound = µ – multiplier * ϭ
Where the multiplier is a double type coefficient provided by the user to test whether all the values of a
numeric vector are in the range.
If a value is outside the range, it means it doesn't pass the Variance Test. The value is marked as an outlier.

Prerequisites

● No missing or null data in the inputs.

● The data is numeric, not categorical.

VARIANCETEST

This is a variance test function.

SAP HANA Predictive Analysis Library (PAL)

480 PUBLIC PAL Functions
Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘VARIANCETEST’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Test OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>, <test output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Integer or double Raw data

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

Name Data Type Description

SIGMA_NUM Double Multiplier for sigma

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 481
Output Tables

Table Column Column Data Type Description Constraint

Result 1st column Double Mean value

2nd column Double Standard deviation

Test 1st column Integer, bigint, varchar, ID

or nvarchar

2nd column Integer Result output ● 0: in bounds

● 1: out of bounds

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_VT_DATA_T;
CREATE TYPE PAL_VT_DATA_T AS TABLE (
"ID" INTEGER,
"X" DOUBLE
);
DROP TYPE PAL_VT_RESULT_T;
CREATE TYPE PAL_VT_RESULT_T AS TABLE(
"MEAN" DOUBLE,
"SD" DOUBLE
);
DROP TYPE PAL_VT_TEST_T;
CREATE TYPE PAL_VT_TEST_T AS TABLE(
"ID" INTEGER,
"Test" INTEGER
);
DROP TYPE PAL_VT_CONTROL_T;
CREATE TYPE PAL_VT_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP table PAL_VT_PDATA_TBL;
CREATE COLUMN TABLE PAL_VT_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_VT_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_VT_DATA_T', 'IN');
INSERT INTO PAL_VT_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_VT_CONTROL_T', 'IN');
INSERT INTO PAL_VT_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_VT_RESULT_T', 'OUT');
INSERT INTO PAL_VT_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_VT_TEST_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_VARIANCE_TEST_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'VARIANCETEST', 'DM_PAL',
'PAL_VARIANCE_TEST_PROC', PAL_VT_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,

SAP HANA Predictive Analysis Library (PAL)

482 PUBLIC PAL Functions
 "DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SIGMA_NUM', null, 3.0, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 8, null, null);
DROP TABLE PAL_VT_DATA_TBL;
CREATE COLUMN TABLE PAL_VT_DATA_TBL LIKE PAL_VT_DATA_T;
INSERT INTO PAL_VT_DATA_TBL VALUES (0,25);
INSERT INTO PAL_VT_DATA_TBL VALUES (1,20);
INSERT INTO PAL_VT_DATA_TBL VALUES (2,23);
INSERT INTO PAL_VT_DATA_TBL VALUES (3,29);
INSERT INTO PAL_VT_DATA_TBL VALUES (4,26);
INSERT INTO PAL_VT_DATA_TBL VALUES (5,23);
INSERT INTO PAL_VT_DATA_TBL VALUES (6,22);
INSERT INTO PAL_VT_DATA_TBL VALUES (7,21);
INSERT INTO PAL_VT_DATA_TBL VALUES (8,22);
INSERT INTO PAL_VT_DATA_TBL VALUES (9,25);
INSERT INTO PAL_VT_DATA_TBL VALUES (10,26);
INSERT INTO PAL_VT_DATA_TBL VALUES (11,28);
INSERT INTO PAL_VT_DATA_TBL VALUES (12,29);
INSERT INTO PAL_VT_DATA_TBL VALUES (13,27);
INSERT INTO PAL_VT_DATA_TBL VALUES (14,26);
INSERT INTO PAL_VT_DATA_TBL VALUES (15,23);
INSERT INTO PAL_VT_DATA_TBL VALUES (16,22);
INSERT INTO PAL_VT_DATA_TBL VALUES (17,23);
INSERT INTO PAL_VT_DATA_TBL VALUES (18,25);
INSERT INTO PAL_VT_DATA_TBL VALUES (19,103);
DROP TABLE PAL_VT_RESULT_TBL;
CREATE COLUMN TABLE PAL_VT_RESULT_TBL LIKE PAL_VT_RESULT_T;
DROP TABLE PAL_VT_TEST_TBL;
CREATE COLUMN TABLE PAL_VT_TEST_TBL LIKE PAL_VT_TEST_T;
CALL "DM_PAL".PAL_VARIANCE_TEST_PROC(PAL_VT_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_VT_RESULT_TBL, PAL_VT_TEST_TBL) with overview;
SELECT * FROM PAL_VT_RESULT_TBL;
SELECT * FROM PAL_VT_TEST_TBL;

Expected Result

PAL_VT_RESULT_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 483
PAL_VT_TEST_TBL:

3.7 Statistics Algorithms

This section describes the statistics functions that are provided by the Predictive Analysis Library.

3.7.1 Chi-Squared Test for Goodness of Fit

The chi-squared test for goodness of fit tells whether or not an observed distribution differs from an expected
chi-squared distribution.

The chi-squared value is defined as:

where Oi is an observed frequency and Ei is an expected frequency.

The chi-squared value X2 will be used to calculate a p-value by comparing the value of chi-squared to a chi-
squared distribution. The degree of freedom is set to n-p where p is the reduction in degrees of freedom.

SAP HANA Predictive Analysis Library (PAL)

484 PUBLIC PAL Functions
Prerequisites

● The input data has three columns. The first column is ID column with integer, varchar, or nvarchar type; the
second column is the observed data with integer or double type; the third column is the expected
frequency.
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

CHISQTESTFIT

This function does the Pearson’s chi-squared test for goodness of fit according to the user’s input.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘CHISQTESTFIT’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <Result OUTPUT table OUT

type>

3 <schema_name> <StatValue OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name> (<input table>, <result output table>,

<statvalue output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, result, and statvalue tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

2nd column Integer or double Observed data

3rd column Double Expected frequency P The sum of expected

frequency must be 1.

Output Tables

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 485
Table Column Column Data Type Description

Result 1st column Integer, bigint, varchar, or ID

nvarchar

2nd column Double Observed data

3rd column Double Expected data

4th column Double The residual

Stat Value 1st column Varchar or nvarchar Name of statistics

2nd column Double Value of statistics

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_CHISQTESTFIT_DATA_T;
CREATE TYPE PAL_CHISQTESTFIT_DATA_T AS TABLE(
"ID" INTEGER,
"OBSERVED" DOUBLE,
"P" DOUBLE
);

DROP TYPE PAL_CHISQTESTFIT_RESULT_T;

CREATE TYPE PAL_CHISQTESTFIT_RESULT_T AS TABLE(
"ID" INTEGER,
"OBSERVED" DOUBLE,
"EXPECTED" DOUBLE,
"RESIDUAL" DOUBLE
);
DROP TYPE PAL_CHISQTESTFIT_STATVALUE_T;
CREATE TYPE PAL_CHISQTESTFIT_STATVALUE_T AS TABLE(
"NAME" VARCHAR(100),
"VALUE" DOUBLE
);
DROP TABLE PAL_CHISQTESTFIT_PDATA_TBL;
CREATE COLUMN TABLE PAL_CHISQTESTFIT_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_CHISQTESTFIT_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_CHISQTESTFIT_DATA_T','IN');
INSERT INTO PAL_CHISQTESTFIT_PDATA_TBL VALUES (2,'DM_PAL',
'PAL_CHISQTESTFIT_RESULT_T','OUT');
INSERT INTO PAL_CHISQTESTFIT_PDATA_TBL VALUES (3,'DM_PAL',
'PAL_CHISQTESTFIT_STATVALUE_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_CHISQTESTFIT_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CHISQTESTFIT', 'DM_PAL',
'PAL_CHISQTESTFIT_PROC', PAL_CHISQTESTFIT_PDATA_TBL);
DROP TABLE PAL_CHISQTESTFIT_DATA_TBL;
CREATE COLUMN TABLE PAL_CHISQTESTFIT_DATA_TBL LIKE PAL_CHISQTESTFIT_DATA_T;
INSERT INTO PAL_CHISQTESTFIT_DATA_TBL VALUES (0,519,0.3);
INSERT INTO PAL_CHISQTESTFIT_DATA_TBL VALUES (1,364,0.2);
INSERT INTO PAL_CHISQTESTFIT_DATA_TBL VALUES (2,363,0.2);
INSERT INTO PAL_CHISQTESTFIT_DATA_TBL VALUES (3,200,0.1);
INSERT INTO PAL_CHISQTESTFIT_DATA_TBL VALUES (4,212,0.1);
INSERT INTO PAL_CHISQTESTFIT_DATA_TBL VALUES (5,193,0.1);
DROP TABLE PAL_CHISQTESTFIT_RESULT_TBL;

SAP HANA Predictive Analysis Library (PAL)

486 PUBLIC PAL Functions
 CREATE COLUMN TABLE PAL_CHISQTESTFIT_RESULT_TBL LIKE PAL_CHISQTESTFIT_RESULT_T;
DROP TABLE PAL_CHISQTESTFIT_STATVALUE_TBL;
CREATE COLUMN TABLE PAL_CHISQTESTFIT_STATVALUE_TBL LIKE
PAL_CHISQTESTFIT_STATVALUE_T;
CALL DM_PAL.PAL_CHISQTESTFIT_PROC(PAL_CHISQTESTFIT_DATA_TBL,
PAL_CHISQTESTFIT_RESULT_TBL, PAL_CHISQTESTFIT_STATVALUE_TBL) WITH OVERVIEW;
SELECT * FROM PAL_CHISQTESTFIT_RESULT_TBL;
SELECT * FROM PAL_CHISQTESTFIT_STATVALUE_TBL;

Expected Result

PAL_CHISQTESTFIT_RESULT_TBL:

PAL_CHISQTESTFIT_STATVALUE_TBL:

3.7.2 Chi-Squared Test for Independent

The chi-squared test for independent tells whether observations of two variables are independent from each
other.

The chi-squared value is defined as:

where Oi,j is an observed frequency and Ei,j is an expected frequency. Then X2 will be used to calculate a p-value
by comparing the value of chi-squared to a chi-squared distribution. The degree of freedom is set to
(r-1)*(c-1).

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 487
Prerequisites

● The input data contains an ID column in the first column with the type of integer, varchar, or nvarchar and
the other columns are of integer or double data type.
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

CHISQTESTIND

This function does the Pearson’s chi-squared test for independent according to the user’s input.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘CHISQTESTIND’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <ExpectedResult OUTPUT OUT

table type>

4 <schema_name> <StatValue OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name> (<input table>, <parameter table>,

<expectedresult output table>, <statvalue output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, result, and statvalue tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

Other columns Integer or double Observed data

Parameter Table

Mandatory Parameters

None.

Optional Parameter

SAP HANA Predictive Analysis Library (PAL)

488 PUBLIC PAL Functions
The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

CORRECTION_TYPE Integer 0 Controls whether to perform

the Yates’s correction for
continuity.

● 0: Does not perform the

Yates’s correction
● 1: Performs the Yates’s
correction

Output Tables

Table Column Column Data Type Description

Expected Result 1st column Integer, bigint, varchar, or ID

nvarchar

Other columns Double Expected data

Stat Value 1st column Varchar or nvarchar Name of statistics

2nd column Double Value of statistics

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_CHISQTESTIND_DATA_T;
CREATE TYPE PAL_CHISQTESTIND_DATA_T AS TABLE(
"ID" VARCHAR(100),
"X1" INTEGER,
"X2" DOUBLE,
"X3" INTEGER,
"X4" DOUBLE
);

DROP TYPE PAL_CONTROL_T;

CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_CHISQTESTIND_EXPECTEDRESULT_T;
CREATE TYPE PAL_CHISQTESTIND_EXPECTEDRESULT_T AS TABLE(
"ID" VARCHAR(100),
"X1" DOUBLE,
"X2" DOUBLE,
"X3" DOUBLE,
"X4" DOUBLE
);
DROP TYPE PAL_CHISQTESTIND_STATVALUE_T;
CREATE TYPE PAL_CHISQTESTIND_STATVALUE_T AS TABLE(
"NAME" VARCHAR(100),

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 489
 "VALUE" DOUBLE
);
DROP TABLE PAL_CHISQTESTIND_PDATA_TBL;
CREATE COLUMN TABLE PAL_CHISQTESTIND_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_CHISQTESTIND_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_CHISQTESTIND_DATA_T','IN');
INSERT INTO PAL_CHISQTESTIND_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_CONTROL_T','IN');
INSERT INTO PAL_CHISQTESTIND_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_CHISQTESTIND_EXPECTEDRESULT_T','OUT');
INSERT INTO PAL_CHISQTESTIND_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_CHISQTESTIND_STATVALUE_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_CHISQTESTIND_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CHISQTESTIND', 'DM_PAL',
'PAL_CHISQTESTIND_PROC', PAL_CHISQTESTIND_PDATA_TBL);
DROP TABLE PAL_CHISQTESTIND_DATA_TBL;
CREATE COLUMN TABLE PAL_CHISQTESTIND_DATA_TBL LIKE PAL_CHISQTESTIND_DATA_T;
INSERT INTO PAL_CHISQTESTIND_DATA_TBL VALUES ('male',25,23,11,14);
INSERT INTO PAL_CHISQTESTIND_DATA_TBL VALUES ('female',41,20,18,6);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('CORRECTION_TYPE',0,null,null); //default
value is 0, it can be {0,1}
DROP TABLE PAL_CHISQTESTIND_EXPECTEDRESULT_TBL;
CREATE COLUMN TABLE PAL_CHISQTESTIND_EXPECTEDRESULT_TBL LIKE
PAL_CHISQTESTIND_EXPECTEDRESULT_T;
DROP TABLE PAL_CHISQTESTIND_STATVALUE_TBL;
CREATE COLUMN TABLE PAL_CHISQTESTIND_STATVALUE_TBL LIKE
PAL_CHISQTESTIND_STATVALUE_T;
CALL DM_PAL.PAL_CHISQTESTIND_PROC(PAL_CHISQTESTIND_DATA_TBL, #PAL_CONTROL_TBL,
PAL_CHISQTESTIND_EXPECTEDRESULT_TBL, PAL_CHISQTESTIND_STATVALUE_TBL) WITH
OVERVIEW;
SELECT * FROM PAL_CHISQTESTIND_EXPECTEDRESULT_TBL;
SELECT * FROM PAL_CHISQTESTIND_STATVALUE_TBL;

Expected Result

PAL_CHISQTESTIND_EXPECTEDRESULT_TBL:

PAL_CHISQTESTIND_STATVALUE_TBL:

SAP HANA Predictive Analysis Library (PAL)

490 PUBLIC PAL Functions
3.7.3 Cumulative Distribution Function

This algorithm evaluates the probability of a variable x from the cumulative distribution function (CDF) or
complementary cumulative distribution function (CCDF) for a given probability distribution.

CDF

CDF describes the lower tail probability of a probability distribution. It is the probability that a random variable
X with a given probability distribution takes a value less than or equal to x. The CDF F(x) of a real-valued
random variable X is given by:

F(x)=P[X≤x]

CCDF

CCDF describes the upper tail probability of a probability distribution. It is the probability that a random
variable X with a given probability distribution takes a value greater than x. The CCDF of a real-valued
random variable X is given by:

=P[X>x]=1-F(x)

Prerequisites

● The input data is numeric, not categorical.

● The input data and distribution parameters do not contain null data. The algorithm will issue errors when
encountering null values.

DISTRPROB

This function calculates the value of CDF or CCDF (depending on the parameter given by user) for a given
distribution.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘DISTRPROB’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Distribution IN
parameter INPUT table
type>

3 <schema_name> <PARAMETER table type> IN

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 491
Position Schema Name Table Type Name Parameter Type

4 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <distribution parameter

input table>, <parameter table>, <result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Data 1st column Double Input data

Distribution Parameter 1st column Varchar or nvarchar Names of the distribution pa­
rameters. See Distribution
Parameters Definition table
for details.

2nd column Varchar or nvarchar Values of distribution param­

eters. See Distribution Pa­
rameters Definition table for
details.

Distribution Parameters Definition Table

The following parameters are mandatory and must be given a value.

Distribution Parameter Name Parameter Value Constraint

Uniform "DistributionName" "Uniform"

"Min" "0.0" Min < Max

"Max" "1.0"

Normal "DistributionName" "Normal"

"Mean" "0.0"

"Variance" "1.0" Variance > 0

Weibull "DistributionName" "Weibull"

"Shape" "1.0" Shape > 0

"Scale" "1.0" Scale > 0

Gamma "DistributionName" "Gamma"

"Shape" "1.0" Shape > 0

"Scale" "1.0" Scale > 0

SAP HANA Predictive Analysis Library (PAL)

492 PUBLIC PAL Functions
 Note
The names and values of the distribution parameters are not case sensitive.

Parameter Table

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

LOWER_UPPER Integer 0 ● 0: Calculates the value

of CDF
● 1: Calculates the value of
CCDF

Output Table

Table Column Column Data Type Description

Result 1st column Double Input data

2nd column Double Probabilities

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_DISTRPROB_DATA_T;
CREATE TYPE PAL_DISTRPROB_DATA_T AS TABLE("DATACOL" DOUBLE);
DROP TYPE PAL_DISTRPROB_DISTRPARAM_T;
CREATE TYPE PAL_DISTRPROB_DISTRPARAM_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" VARCHAR(50)
);
DROP TYPE PAL_DISTRPROB_RESULT_T;
CREATE TYPE PAL_DISTRPROB_RESULT_T AS TABLE(
"INPUTDATA" DOUBLE,
"PROBABILITY" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_DISTRPROB_PDATA_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 493
 INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRPROB_DATA_T',
'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (2,'DM_PAL',
'PAL_DISTRPROB_DISTRPARAM_T', 'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (3, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (4,
'DM_PAL','PAL_DISTRPROB_RESULT_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRPROB_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL',
'DISTRPROB','DM_PAL','PAL_DISTRPROB_PROC', PAL_DISTRPROB_PDATA_TBL);
DROP TABLE PAL_DISTRPROB_DATA_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_DATA_TBL LIKE PAL_DISTRPROB_DATA_T;
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (37.4);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (277.9);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (463.2);
DROP TABLE PAL_DISTRPROB_DISTRPARAM_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_DISTRPARAM_TBL LIKE PAL_DISTRPROB_DISTRPARAM_T;
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('DistributionName', 'Weibull');
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('Shape', '2.11995');
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('Scale', '277.698');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LOWER_UPPER',0,null,null);
DROP TABLE PAL_DISTRPROB_RESULT_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_RESULT_TBL LIKE PAL_DISTRPROB_RESULT_T;
CALL DM_PAL.PAL_DISTRPROB_PROC(PAL_DISTRPROB_DATA_TBL,
PAL_DISTRPROB_DISTRPARAM_TBL, #PAL_CONTROL_TBL, PAL_DISTRPROB_RESULT_TBL) WITH
OVERVIEW;
SELECT * FROM PAL_DISTRPROB_RESULT_TBL;

Expected Result

3.7.4 Distribution Fitting

This algorithm aims to fit a probability distribution for a variable according to a series of measurements to the
variable. There are many probability distributions of which some can be fitted more closely to the observed
variable than others.

In PAL, you can choose one probability distribution type from a supporting list (Normal, Gamma, Weibull, and
Uniform) and then PAL will calculate the optimized parameters of this distribution which fit the observed
variable best.

PAL supports two distribution fitting interfaces: DISTRFIT and DISTRFITCENSORED. DISTRFIT fits un-censored
data while DISTRFITCENSORED fits censored data.

Maximum likelihood and median rank are two estimation methods for finding the optimized parameters. In
PAL, the maximum likelihood method supports all distribution types in the supporting list for un-censored data
and supports Weibull distribution fitting for a mixture of left, right, and interval censored data. The median rank

SAP HANA Predictive Analysis Library (PAL)

494 PUBLIC PAL Functions
method supports the Weibull distribution fitting for both right-censored and un-censored data but it does not
support other distribution types.

Prerequisites

● The input data is numeric, not categorical.

● For DISTRFIT, the input data does not contain null data. The algorithm will issue errors when encountering
null values.

DISTRFIT

This is a distribution fitting function with un-censored data.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘DISTRFIT’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

4 <schema_name> <Statistics OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <parameter table>,

<result output table>, <statistics output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 495
Table Column Column Data Type Description

Data 1st column Double Input data

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

Name Data Type Description

DISTRIBUTIONNAME Varchar Distribution name:

● Normal
● Gamma
● Weibull
● Uniform

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

OPTIMAL_METHOD Integer 1 (for Weibull distribution) Estimation method:

0 (for other distributions) ● 0: Maximum likelihood

● 1: Median rank (only for
Weibull distribution)

Note
For Gamma or Weibull distribution, you can specify the start values of parameters for optimization. If the
start values are not specified, the algorithm will calculate them automatically.

Output Tables

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Name of distribution param­

eters

2nd column Varchar or nvarchar Value of distribution parame­

ters

Statistics 1st column Varchar or nvarchar Name of statistics

2nd column Double Value of statistics

Example

SAP HANA Predictive Analysis Library (PAL)

496 PUBLIC PAL Functions
Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_DISTRFIT_DATA_T;
CREATE TYPE PAL_DISTRFIT_DATA_T AS TABLE("DATACOL" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_DISTRFIT_ESTIMATION_T;
CREATE TYPE PAL_DISTRFIT_ESTIMATION_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" VARCHAR(50)
);
DROP TYPE PAL_DISTRFIT_STATISTICS_T;
CREATE TYPE PAL_DISTRFIT_STATISTICS_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" DOUBLE
);
DROP TABLE PDATA_TBL;
CREATE COLUMN TABLE PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRFIT_DATA_T', 'IN');
INSERT INTO PDATA_TBL VALUES (2, 'DM_PAL','PAL_CONTROL_T','IN');
INSERT INTO PDATA_TBL VALUES (3, 'DM_PAL','PAL_DISTRFIT_ESTIMATION_T', 'OUT');
INSERT INTO PDATA_TBL VALUES (4, 'DM_PAL','PAL_DISTRFIT_STATISTICS_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRFIT_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'DISTRFIT',
'DM_PAL','PAL_DISTRFIT_PROC', PDATA_TBL);
DROP TABLE PAL_DISTRFIT_DATA_TBL;
CREATE COLUMN TABLE PAL_DISTRFIT_DATA_TBL LIKE PAL_DISTRFIT_DATA_T;
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (71);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (83);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (92);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (104);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (120);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (134);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (138);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (146);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (181);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (191);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (206);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (226);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (276);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (283);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (291);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (332);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (351);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (401);
INSERT INTO PAL_DISTRFIT_DATA_TBL VALUES (466);
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 497
 "DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO PAL_CONTROL_TBL VALUES ('DISTRIBUTIONNAME', NULL, NULL, 'WEIBULL');
INSERT INTO PAL_CONTROL_TBL VALUES ('OPTIMAL_METHOD', 0, NULL, NULL);
DROP TABLE PAL_DISTRFIT_ESTIMATION_TBL;
CREATE COLUMN TABLE PAL_DISTRFIT_ESTIMATION_TBL LIKE PAL_DISTRFIT_ESTIMATION_T;
DROP TABLE PAL_DISTRFIT_STATISTICS_TBL;
CREATE COLUMN TABLE PAL_DISTRFIT_STATISTICS_TBL LIKE PAL_DISTRFIT_STATISTICS_T;
CALL DM_PAL.PAL_DISTRFIT_PROC(PAL_DISTRFIT_DATA_TBL, PAL_CONTROL_TBL,
PAL_DISTRFIT_ESTIMATION_TBL, PAL_DISTRFIT_STATISTICS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_DISTRFIT_ESTIMATION_TBL;
SELECT * FROM PAL_DISTRFIT_STATISTICS_TBL;

Expected Result

PAL_DISTRFIT_ESTIMATION_TBL:

PAL_DISTRFIT_STATISTICS_TBL:

DISTRFITCENSORED

This is a Weibull distribution fitting function with censored data. This release of PAL only supports the
maximum likelihood estimation method on a mixture of left, right, and interval censored data and the median
rank estimation method on right censored data.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘DISTRFITCENSORED’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

SAP HANA Predictive Analysis Library (PAL)

498 PUBLIC PAL Functions
 Position Schema Name Table Type Name Parameter Type

4 <schema_name> <Statistics OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name> (<data input table>, <parameter table>,

<result output table>, <statistics output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Double ● For un-censored data,

both 1st column and 2nd
column should be ob­
served data.
Example: (17, 17)
● For right censored data,
1st column should be
lower bound and 2nd
column should be NULL.
Example: (19, NULL)
● For left censored data,
1st column should be
NULL and 2nd column
should be upper bound.
Example: (NULL, 21)
● For interval censored
data, 1st column should
be lower bound and 2nd
column should be upper
bound.
Example: (23, 50)

Note: The current release of

PAL supports the following:

● Using the maximum

likelihood method on
un-censored data to es­
timate all distribution
types in the supporting
list;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 499
Table Column Column Data Type Description

2nd column Double ● Using the maximum

likelihood method on a
mixture of left, right, and
interval censored data
to estimate weibull dis­
tribution;
● Using the media rank
estimation method to
estimate Weibull distri­
bution on uncensored
and right censored data.

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

Name Data Type Description

DISTRIBUTIONNAME Varchar Distribution name:

● Weibull

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

OPTIMAL_METHOD Integer 0 Estimation method:

● 0: Maximum likelihood
● 1: Median rank (only for
weibull distribution)

Output Tables

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Name of distribution param­

eters

2nd column Varchar or nvarchar Value of distribution parame­

ters

Statistics 1st column Varchar or nvarchar Name of statistics

SAP HANA Predictive Analysis Library (PAL)

500 PUBLIC PAL Functions
 Table Column Column Data Type Description

2nd column Double Value of statistics

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Example 1: Median Rank Estimation Method

SET SCHEMA DM_PAL;

DROP TYPE PAL_DISTRFITCENSORED_DATA_T;
CREATE TYPE PAL_DISTRFITCENSORED_DATA_T AS TABLE(
"LEFT" DOUBLE,
"RIGHT" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_DISTRFITCENSORED_ESTIMATION_T;
CREATE TYPE PAL_DISTRFITCENSORED_ESTIMATION_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" VARCHAR(50)
);
DROP TYPE PAL_DISTRFITCENSORED_STATISTICS_T;
CREATE TYPE PAL_DISTRFITCENSORED_STATISTICS_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" DOUBLE
);
DROP TABLE PDATA_TBL;
CREATE COLUMN TABLE PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRFITCENSORED_DATA_T', 'IN');
INSERT INTO PDATA_TBL VALUES (2, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PDATA_TBL VALUES (3, 'DM_PAL','PAL_DISTRFITCENSORED_ESTIMATION_T',
'OUT');
INSERT INTO PDATA_TBL VALUES (4, 'DM_PAL','PAL_DISTRFITCENSORED_STATISTICS_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRFITCENSORED_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL',
'DISTRFITCENSORED','DM_PAL','PAL_DISTRFITCENSORED_PROC',PDATA_TBL);
DROP TABLE PAL_DISTRFITCENSORED_DATA_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_DATA_TBL LIKE
PAL_DISTRFITCENSORED_DATA_T;
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (17,NULL);--right censored data.
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (55, NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (55, NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (71,71);--uncensored data
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (83,83);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (85, NULL);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 501
 INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (92,92);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (104,104);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (115, NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (120,120);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (125, NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (134,134);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (138,138);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (146,146);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (163, NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (171, NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (181,181);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (191,191);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (195, NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (206,206);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (226,226);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (260, NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (276,276);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (283,283);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (291,291);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (332,332);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (351,351);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (384, NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (401,401);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (466,466);
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO PAL_CONTROL_TBL VALUES ('DISTRIBUTIONNAME', NULL, NULL,'WEIBULL');
INSERT INTO PAL_CONTROL_TBL VALUES ('OPTIMAL_METHOD',1, NULL, NULL);
DROP TABLE PAL_DISTRFITCENSORED_ESTIMATION_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_ESTIMATION_TBL LIKE
PAL_DISTRFITCENSORED_ESTIMATION_T;
DROP TABLE PAL_DISTRFITCENSORED_STATISTICS_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_STATISTICS_TBL LIKE
PAL_DISTRFITCENSORED_STATISTICS_T;
CALL DM_PAL.PAL_DISTRFITCENSORED_PROC(PAL_DISTRFITCENSORED_DATA_TBL,
PAL_CONTROL_TBL, PAL_DISTRFITCENSORED_ESTIMATION_TBL,
PAL_DISTRFITCENSORED_STATISTICS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_DISTRFITCENSORED_ESTIMATION_TBL;
SELECT * FROM PAL_DISTRFITCENSORED_STATISTICS_TBL;

Expected Result

PAL_DISTRFITCENSORED_ESTIMATION_TBL:

PAL_DISTRFITCENSORED_STATISTICS_TBL:

Note: The median rank estimation method only supports Weibull distribution, and this example does not have
statistics output.

SAP HANA Predictive Analysis Library (PAL)

502 PUBLIC PAL Functions
Example 2: Maximum Likelihood Estimation Method

SET SCHEMA DM_PAL;

DROP TYPE PAL_DISTRFITCENSORED_DATA_T;
CREATE TYPE PAL_DISTRFITCENSORED_DATA_T AS TABLE(
"LEFT" DOUBLE,
"RIGHT" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_DISTRFITCENSORED_ESTIMATION_T;
CREATE TYPE PAL_DISTRFITCENSORED_ESTIMATION_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" VARCHAR(50)
);
DROP TYPE PAL_DISTRFITCENSORED_STATISTICS_T;
CREATE TYPE PAL_DISTRFITCENSORED_STATISTICS_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" DOUBLE
);
DROP TABLE PDATA_TBL;
CREATE COLUMN TABLE PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRFITCENSORED_DATA_T', 'IN');
INSERT INTO PDATA_TBL VALUES (2, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PDATA_TBL VALUES (3, 'DM_PAL','PAL_DISTRFITCENSORED_ESTIMATION_T',
'OUT');
INSERT INTO PDATA_TBL VALUES (4, 'DM_PAL','PAL_DISTRFITCENSORED_STATISTICS_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRFITCENSORED_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL',
'DISTRFITCENSORED','DM_PAL','PAL_DISTRFITCENSORED_PROC',PDATA_TBL);
DROP TABLE PAL_DISTRFITCENSORED_DATA_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_DATA_TBL LIKE
PAL_DISTRFITCENSORED_DATA_T;
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (NULL,0.04);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (100,100);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (0.04,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (15,30);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (0.04,0.04);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (100,100);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (1,1);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (1,1);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (0.04,0.04);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (1,NULL);
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO PAL_CONTROL_TBL VALUES ('DISTRIBUTIONNAME', NULL, NULL,'WEIBULL');
INSERT INTO PAL_CONTROL_TBL VALUES ('OPTIMAL_METHOD',0, NULL, NULL);
DROP TABLE PAL_DISTRFITCENSORED_ESTIMATION_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_ESTIMATION_TBL LIKE
PAL_DISTRFITCENSORED_ESTIMATION_T;
DROP TABLE PAL_DISTRFITCENSORED_STATISTICS_TBL;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 503
 CREATE COLUMN TABLE PAL_DISTRFITCENSORED_STATISTICS_TBL LIKE
PAL_DISTRFITCENSORED_STATISTICS_T;
CALL DM_PAL.PAL_DISTRFITCENSORED_PROC(PAL_DISTRFITCENSORED_DATA_TBL,
PAL_CONTROL_TBL, PAL_DISTRFITCENSORED_ESTIMATION_TBL,
PAL_DISTRFITCENSORED_STATISTICS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_DISTRFITCENSORED_ESTIMATION_TBL;
SELECT * FROM PAL_DISTRFITCENSORED_STATISTICS_TBL;

Expected Result

PAL_DISTRFITCENSORED_ESTIMATION_TBL:

PAL_DISTRFITCENSORED_STATISTICS_TBL:

3.7.5 Grubbs' Test

Grubbs’ test is used to detect outliers from a given univariate data set Y={Y1,Y2,...,Yn}. The algorithm
assumes that Y comes from Gaussian distribution.

The basic steps of the algorithm are as follows:

1. Define the hypothesis.

H0: There are no outliers in the data set Y.
H1: There is at least one outlier in data set Y.
2. Calculate Grubbs’ test statistic.

Here
3. Given the significance level α, if

SAP HANA Predictive Analysis Library (PAL)

504 PUBLIC PAL Functions
 The algorithm will reject the hypothesis at the significance level α, which means that the data set contains

outlier. Here denotes the quantile value of t-distribution with n-2 degrees and a significance level

The above is called two-sided test. There is another version called one-sided test for minimum value or
maximum value.

● For minimum value:

● For maximum value:

Note that you must replace with for one-sided test.

Suppose Ymax is an outlier from Grubbs’ test, you can calculate the statistic value U as shown below:

1. Remove Ymax from original data and get Z={Z1,Z2,...,Zn-1.

2. Calculate

PAL also supports the repeat version of two-sided test. The steps are as follows:

1. Perform two-sided test for data Y.

2. If there is outlier in Y, remove it from Y and go to Step 1; Otherwise go to Step 3.
3. Return all the outliers.

Prerequisites

● The length of the input data must not be less than 5.

● The input data does not contain null value.

GRUBBSTEST

This function performs Grubbs’ test for identifying outliers from input data.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘GRUBBSTEST’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 505
The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Outlier OUTPUT table OUT

type>

4 <schema_name> <Statistics OUTPUT OUT

table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <output table>, <outlier

output table>, <statistics output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description Constraint

Data 1st column Integer, bigint, varchar, ID This must be the first
or nvarchar column.

2nd column Integer or double Value data

Parameter Table

Mandatory Parameter

None.

Optional Parameter

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

METHOD Integer 1 ● 1: Two-sided test

● 2: One-sided test for
minimum value
● 3: One-sided test for
maximum value
● 4: Repeat two-sided test

ALPHA Double 0.05 Significance level

Output Table

SAP HANA Predictive Analysis Library (PAL)

506 PUBLIC PAL Functions
 Table Column Column Data Type Description

Outlier 1st column Integer ID

2nd column Integer, bigint, varchar, or The ID of the original input

nvarchar data. This must be of the
same data type as the input
data.

3rd column Integer or double The value of the original in­

put data. This must be of the
same data type as the input
data.

Statistics 1st column Integer ID

2nd column Varchar or nvarchar Statistic name

3rd column Double Statistic value

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_GRUBBS_DATA_T;
CREATE TYPE PAL_GRUBBS_DATA_T AS TABLE(
"ID" INTEGER,
"VAL" DOUBLE
);
DROP TYPE PAL_GRUBBS_CONTROL_T;
CREATE TYPE PAL_GRUBBS_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_GRUBBS_OUTLIERS_T;
CREATE TYPE PAL_GRUBBS_OUTLIERS_T AS TABLE(
"ID" INTEGER,
"SOURCE_ID" INTEGER,
"VALUE" DOUBLE
);
DROP TYPE PAL_GRUBBS_STATISTICS_T;
CREATE TYPE PAL_GRUBBS_STATISTICS_T AS TABLE(
"ID" INTEGER,
"NAME" VARCHAR(50),
"VALUE" DOUBLE
);
DROP TABLE PAL_GRUBBS_PDATA_TBL;
CREATE COLUMN TABLE PAL_GRUBBS_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 507
 );
INSERT INTO PAL_GRUBBS_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_GRUBBS_DATA_T', 'IN');
INSERT INTO PAL_GRUBBS_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_GRUBBS_CONTROL_T',
'IN');
INSERT INTO PAL_GRUBBS_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_GRUBBS_OUTLIERS_T',
'OUT');
INSERT INTO PAL_GRUBBS_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_GRUBBS_STATISTICS_T',
'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_GRUBBS_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'GRUBBSTEST', 'DM_PAL',
'PAL_GRUBBS_PROC', PAL_GRUBBS_PDATA_TBL);
DROP TABLE PAL_GRUBBS_DATA_TBL;
CREATE COLUMN TABLE PAL_GRUBBS_DATA_TBL LIKE PAL_GRUBBS_DATA_T;
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (100, 4.254843);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (200, 0.135000);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (300, 11.072257);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (400, 14.797838);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (500, 12.125133);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (600, 14.265839);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (700, 7.731352);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (800, 6.856739);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (900, 15.094403);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (101, 8.149382);
INSERT INTO PAL_GRUBBS_DATA_TBL VALUES (201, 9.160144);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('ALPHA', null, 0.2, null);
INSERT INTO #PAL_CONTROL_TBL VALUES ('METHOD', 2, null, null);
DROP TABLE PAL_GRUBBS_OUTLIERS_TBL;
CREATE COLUMN TABLE PAL_GRUBBS_OUTLIERS_TBL LIKE PAL_GRUBBS_OUTLIERS_T;
DROP TABLE PAL_GRUBBS_STATISTICS_TBL;
CREATE COLUMN TABLE PAL_GRUBBS_STATISTICS_TBL LIKE PAL_GRUBBS_STATISTICS_T;
CALL "DM_PAL".PAL_GRUBBS_PROC(PAL_GRUBBS_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_GRUBBS_OUTLIERS_TBL, PAL_GRUBBS_STATISTICS_TBL) with overview;
SELECT * FROM PAL_GRUBBS_OUTLIERS_TBL;
SELECT * FROM PAL_GRUBBS_STATISTICS_TBL;

Expected Result

PAL_GRUBBS_OUTLIERS_TBL:

PAL_GRUBBS_STATISTICS_TBL:

SAP HANA Predictive Analysis Library (PAL)

508 PUBLIC PAL Functions
3.7.6 Kaplan-Meier Survival Analysis

The Kaplan-Meier estimator is a non-parametric statistic used to estimate the survival function from lifetime
data. It is often used to measure the time-to-death of patients after treatment or time-to-failure of machine
parts.

Sometimes subjects under study are refused to remain in the study or some of the subjects may not
experience the event before the end of the study, or you lose touch with them midway in the study. These
situations are labeled as censored observations.

The Kaplan-Meier estimator of survival function is calculated as:

Where ni is the number of subjects at risk and di is the number of subjects who fail, both at time ti.

The Kaplan-Meier estimator can be regarded as a point estimate of the survival function S(t) at any time
t. We can construct 95% confidence intervals around each of these estimates. To compute the confidence
intervals, Greenwood’s Formula gives an asymptotic estimate of the variance of for large groups:

So the Greenwood’s confidence interval is:

Where Zα/2 is the α/2–th quantile of the normal distribution.

However the endpoints of Greenwood’s confidence interval can be negative or greater than one. Here we use
another confidence interval based on the large sample normal distribution of log(-log( )) with:

So we get:

Transform endpoints (ci_lower, ci_upper) back to obtain confidence interval:

(exp(-exp(ci_lower)), exp(-exp(ci_upper)))

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 509
Equality comparison of two or more Kaplan-Meier survival functions can be done using a statistical hypothesis
test called the log rank test by weighting all time points the same. It is used to test the null hypothesis where
there is no difference between the population survival functions.

For i=1, 2, ... , g and j=1, 2, … , k, where g is number of groups and k is number of distinct failure
times.

nij = number at risk in ith group at jth ordered failure time

oij = observed number of failures in ith group at jth ordered failure time

eij = expected number of failures in ith group at jth ordered failure time =

The, the log rank statistics is given by the matrix product formula:

Which has approximately a chi-squared distribution with g-1 degrees of freedom under the null hypothesis
that all g groups have a common survival function.

Comparison of two Kaplan-Meier survival functions can be simplified as:

Where

Prerequisite

No missing or null data in the inputs.

SAP HANA Predictive Analysis Library (PAL)

510 PUBLIC PAL Functions
KMSURV

This function estimates the probability of surviving time t (t is an event time) using Kaplan-Meier estimator
and compares several groups of survival functions using log rank test. This function does log rank test if the
lifetime data comes from multiple groups, otherwise it skips doing it.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘KMSURV’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Input data table IN

type>

2 <schema_name> <Parameter table type> IN

3 <schema_name> <Survival estimates OUT

OUTPUT table type>

4 <schema_name> <Log rank test OUT

statistics_1 OUTPUT
table type>

5 <schema_name> <Log rank test OUT

statistics_2 OUTPUT
table type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input data tables>, <parameter table>,

<survival estimates output table>, <log rank test statistics details output
table>, <log rank test statistics output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer or double Follow-up time

2nd column Integer Status indicator

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 511
Table Column Column Data Type Description

3rd column Integer Occurrence number of

events or censoring at the
follow-up time. It also allows
for multiple rows for one fol­
low-up time.

4th column Integer or varchar Group

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description

EVENT_INDICATOR Integer 1 Specifies one value to indi­

cate an event has occurred.

CONF_LEVEL Double 0.95 Specifies confidence level for

a two-sided confidence inter­
val on the survival estimate.

Output Tables

Table Column Column Data Type Description Constraint

Survival Estimates 1st column Integer or varchar Group

2nd column Integer or double Event occurrence time Survival estimates at

all event times are out­
put.

3rd column Integer Number at risk (total

number of survivors at
the beginning of each
period)

4th column Integer Number of event oc­

currences

SAP HANA Predictive Analysis Library (PAL)

512 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

5th column Double Probability of surviving

beyond event occur­
rence time

6th column Double Standard error for the

survivor estimate

7th column Double Lower of confidence

interval

8th column Double Upper of confidence

interval

Log Rank Test Statis­ 1st column Integer or varchar Group

tics_1
2nd column Integer All individuals in the
lifetime study

3rd column Integer Observed event num­

ber

4th column Double Expected event num­

ber

5th column Double Log rank test statistics

( )

Log Rank Test Statis­ 1st column Varchar Name

tics_2
Examples: Chisq, df, p-
value

2nd column Double Value

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_KMSURV_DATA_T;
CREATE TYPE PAL_KMSURV_DATA_T AS TABLE ("TIME" INTEGER,
"STATUS" INTEGER,
"OCCURENCES" INTEGER,
"GROUP" INTEGER);

DROP TYPE PAL_KMSURV_ESTIMATES_T;

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 513
 CREATE TYPE PAL_KMSURV_ESTIMATES_T AS TABLE("GROUP" INTEGER, "TIME" INTEGER,
"RISKNUM" INTEGER, "EVENTSNUM" INTEGER,
"PROB" DOUBLE, "STDERR" DOUBLE,
"LOWERLIMIT" DOUBLE, "UPPERLIMIT" DOUBLE);
DROP TYPE PAL_KMSURV_LOGRANK_STAT1_T;
CREATE TYPE PAL_KMSURV_LOGRANK_STAT1_T AS TABLE("GROUP" INTEGER, "TOTALRISK"
INTEGER, "OBSERVED" INTEGER, "EXPECTED" DOUBLE, "LOGRANKSTAT" DOUBLE);
DROP TYPE PAL_KMSURV_LOGRANK_STAT2_T;
CREATE TYPE PAL_KMSURV_LOGRANK_STAT2_T AS TABLE("STATISTICS" VARCHAR(20),
"VALUE" DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE( "NAME" VARCHAR(100), "INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TABLE PAL_KMSURV_PDATA_TBL;
CREATE COLUMN TABLE PAL_KMSURV_PDATA_TBL( "POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_KMSURV_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_KMSURV_DATA_T',
'in');
INSERT INTO PAL_KMSURV_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'in');
INSERT INTO PAL_KMSURV_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_KMSURV_ESTIMATES_T',
'out');
INSERT INTO PAL_KMSURV_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_KMSURV_LOGRANK_STAT1_T', 'out');
INSERT INTO PAL_KMSURV_PDATA_TBL VALUES (5, 'DM_PAL',
'PAL_KMSURV_LOGRANK_STAT2_T', 'out');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_KMSURV_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'KMSURV',
'DM_PAL','PAL_KMSURV_PROC', PAL_KMSURV_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL( "NAME" VARCHAR (100),
"INTARGS" INTEGER, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR (100));
DROP TABLE PAL_KMSURV_DATA_TBL;
CREATE COLUMN TABLE PAL_KMSURV_DATA_TBL LIKE PAL_KMSURV_DATA_T;
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(9, 1, 1, 2);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(10, 1, 1, 1 );
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(1, 1, 2, 0 );
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(31, 0, 1, 1 );
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(2, 1, 1, 0 );
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(25, 1, 3, 1);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(255, 0, 1, 0);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(90, 1, 1, 0);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(22, 1, 1, 1);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(100, 0, 1, 1);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(28, 0, 1, 0);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(5, 1, 1, 1);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(7, 1, 1, 1);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(11, 0, 1, 0);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(20, 0, 1, 0);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(30, 1, 2, 2);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(101, 0, 1, 2);
INSERT INTO PAL_KMSURV_DATA_TBL VALUES(8, 0, 1, 1);
DROP TABLE PAL_KMSURV_ESTIMATES_TBL;
CREATE COLUMN TABLE PAL_KMSURV_ESTIMATES_TBL LIKE PAL_KMSURV_ESTIMATES_T;
DROP TABLE PAL_KMSURV_LOGRANK_STAT1_TBL;
CREATE COLUMN TABLE PAL_KMSURV_LOGRANK_STAT1_TBL LIKE PAL_KMSURV_LOGRANK_STAT1_T;
DROP TABLE PAL_KMSURV_LOGRANK_STAT2_TBL;
CREATE COLUMN TABLE PAL_KMSURV_LOGRANK_STAT2_TBL LIKE PAL_KMSURV_LOGRANK_STAT2_T;
CALL "DM_PAL".PAL_KMSURV_PROC(PAL_KMSURV_DATA_TBL, #PAL_CONTROL_TBL,
PAL_KMSURV_ESTIMATES_TBL, PAL_KMSURV_LOGRANK_STAT1_TBL,
PAL_KMSURV_LOGRANK_STAT2_TBL) with OVERVIEW;
SELECT * FROM PAL_KMSURV_ESTIMATES_TBL;
SELECT * FROM PAL_KMSURV_LOGRANK_STAT1_TBL;
SELECT * FROM PAL_KMSURV_LOGRANK_STAT2_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

514 PUBLIC PAL Functions
PAL_KMSURV_ESTIMATES_TBL:

PAL_KMSURV_LOGRANK_STAT1_TBL:

PAL_KMSURV_LOGRANK_STAT2_TBL:

3.7.7 Multivariate Statistics

This function calculates several basic multivariate statistics including covariance matrix and Pearson’s
correlation coefficient matrix. The function treats each column as a data sample.

Covariance Matrix

The covariance between two data samples (random variables) x and y is:

Suppose that each column represents a data sample (random variable), the covariance matrix Σ is defined as
the covariance between any two random variables:

where X=[X1,X2,...,Xn].

Pearson’s Correlation Coefficient Matrix

The Pearson’s correlation coefficient between two data samples (random variables) X and Y is the covariance
of X and Y divided by the product of standard deviation of X and the standard deviation Y:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 515
Similar to the covariance matrix, the Pearson’s correlation coefficient matrix Σ is:

where X=[X1,X2,...,Xn].

Prerequisites

● The input data columns are of integer or double data type.

● The input data does not contain null value. The algorithm will issue errors when encountering null values.

MULTIVARSTAT

This function reads input data and calculates the basic multivariate statistics values for each column, including
covariance matrix and Pearson’s correlation coefficient matrix.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘MULTIVARSTAT’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name> (<input table>, <parameter table>, <result

output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data All columns Integer or double Attribute data

Parameter Table

Mandatory Parameters

SAP HANA Predictive Analysis Library (PAL)

516 PUBLIC PAL Functions
None.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

RESULT_TYPE Integer 0 Definition of result matrix.

● 0: Covariance matrix
● 1: Pearson’s correlation
coefficient matrix

Output Table

Table Column Column Data Type Description

Result 1st column Integer Row name of output matrix

to keep the row order cor­
rectly

Other columns Double Value of covariance or Pear­

son’s correlation coefficient
matrix

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_MULTIVARSTAT_DATA_T;
CREATE TYPE PAL_MULTIVARSTAT_DATA_T AS TABLE(
"X" INTEGER,
"Y" DOUBLE
);

DROP TYPE PAL_CONTROL_T;

CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_MULTIVARSTAT_RESULT_T;
CREATE TYPE PAL_MULTIVARSTAT_RESULT_T AS TABLE(
"ID" VARCHAR(100),
"X" DOUBLE,
"Y" DOUBLE
);
DROP TABLE PAL_MULTIVARSTAT_PDATA_TBL;
CREATE COLUMN TABLE PAL_MULTIVARSTAT_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_MULTIVARSTAT_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_MULTIVARSTAT_DATA_T','IN');
INSERT INTO PAL_MULTIVARSTAT_PDATA_TBL VALUES (2,'DM_PAL', 'PAL_CONTROL_T','IN');

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 517
 INSERT INTO PAL_MULTIVARSTAT_PDATA_TBL VALUES (3,'DM_PAL',
'PAL_MULTIVARSTAT_RESULT_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_MULTIVARIATESTAT_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'MULTIVARSTAT', 'DM_PAL',
'PAL_MULTIVARIATESTAT_PROC', PAL_MULTIVARSTAT_PDATA_TBL);
DROP TABLE PAL_MULTIVARSTAT_DATA_TBL;
CREATE COLUMN TABLE PAL_MULTIVARSTAT_DATA_TBL LIKE PAL_MULTIVARSTAT_DATA_T;
INSERT INTO PAL_MULTIVARSTAT_DATA_TBL VALUES (1,2.4);
INSERT INTO PAL_MULTIVARSTAT_DATA_TBL VALUES (5,3.5);
INSERT INTO PAL_MULTIVARSTAT_DATA_TBL VALUES (3,8.9);
INSERT INTO PAL_MULTIVARSTAT_DATA_TBL VALUES (10,-1.4);
INSERT INTO PAL_MULTIVARSTAT_DATA_TBL VALUES (-4,-3.5);
INSERT INTO PAL_MULTIVARSTAT_DATA_TBL VALUES (11,32.8);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('RESULT_TYPE',0,null,null); //default value
is 0, it can be {0,1}
DROP TABLE PAL_MULTIVARSTAT_RESULT_TBL;
CREATE COLUMN TABLE PAL_MULTIVARSTAT_RESULT_TBL LIKE PAL_MULTIVARSTAT_RESULT_T;
CALL DM_PAL.PAL_MULTIVARIATESTAT_PROC(PAL_MULTIVARSTAT_DATA_TBL,
#PAL_CONTROL_TBL, PAL_MULTIVARSTAT_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_MULTIVARSTAT_RESULT_TBL;

Expected Result

3.7.8 Quantile Function

This algorithm evaluates the inverse of the cumulative distribution function (CDF) or the inverse
of the complementary cumulative distribution function (CCDF) for a given probability p and probability
distribution.

The CDF F(x) of a real-valued random variable X is given by

F(x)=P[X≤x]

The CCDF of a real-valued random variable X is given by

=P[X>x]=1-F(x)

Prerequisites

● The input data is numeric, not categorical.

SAP HANA Predictive Analysis Library (PAL)

518 PUBLIC PAL Functions
 ● The input data and distribution parameters do not contain null data. The algorithm will issue errors when
encountering null values.

DISTRQUANTILE

This function calculates quantiles for a given distribution.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘DISTRQUANTILE’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Distribution IN
parameter INPUT table
type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <distribution parameter

input table>, <parameter table>, <result output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Data 1st column Double Probabilities. Must be in the

open interval (0.0, 1.0).

Distribution Parameter 1st column Varchar or nvarchar Names of the distribution pa­
rameters. See Distribution
Parameters Definition table
for details.

2nd column Varchar or nvarchar Values of the distribution pa­

rameters. See Distribution
Parameters Definition table
for details.

Distribution Parameters Definition

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 519
The following parameters are mandatory and must be given a value.

Distribution Parameter Name Parameter Value Constraint

Uniform "DistributionName" "Uniform"

"Min" "0.0" Min < Max

"Max" "1.0"

Normal "DistributionName" "Normal"

"Mean" "0.0"

"Variance" "1.0" Variance > 0

Weibull "DistributionName" "Weibull"

"Shape" "1.0" Shape > 0

"Scale" "1.0" Scale > 0

Gamma "DistributionName" "Gamma"

"Shape" "1.0" Shape > 0

"Scale" "1.0" Scale > 0

Note
The names and values of the distribution parameters are not case sensitive.

Parameter Table

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

LOWER_UPPER Integer 0 ● 0: Calculates the inverse

of CDF
● 1: Calculates the inverse
of CCDF

Output Table

Table Column Column Data Type Description

Result 1st column Double Input probabilities

2nd column Double Quantiles

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

SAP HANA Predictive Analysis Library (PAL)

520 PUBLIC PAL Functions
 DROP TYPE PAL_DISTRQUANTILE_DATA_T;
CREATE TYPE PAL_DISTRQUANTILE_DATA_T AS TABLE("DATACOL" DOUBLE);
DROP TYPE PAL_DISTRQUANTILE_DISTRPARAM_T;
CREATE TYPE PAL_DISTRQUANTILE_DISTRPARAM_T AS TABLE("NAME" VARCHAR(50), "VALUE"
VARCHAR(50));
DROP TYPE PAL_DISTRQUANTILE_RESULT_T;
CREATE TYPE PAL_DISTRQUANTILE_RESULT_T AS TABLE("INPUTDATA" DOUBLE, "QUANTILE"
DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_DISTRQUANTILE_PDATA_TBL;
CREATE COLUMN TABLE PAL_DISTRQUANTILE_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_DISTRQUANTILE_PDATA_TBL VALUES (1,
'DM_PAL','PAL_DISTRQUANTILE_DATA_T', 'IN');
INSERT INTO PAL_DISTRQUANTILE_PDATA_TBL VALUES (2,
'DM_PAL','PAL_DISTRQUANTILE_DISTRPARAM_T', 'IN');
INSERT INTO PAL_DISTRQUANTILE_PDATA_TBL VALUES (3, 'DM_PAL','PAL_CONTROL_T',
'IN');
INSERT INTO PAL_DISTRQUANTILE_PDATA_TBL VALUES (4,
'DM_PAL','PAL_DISTRQUANTILE_RESULT_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRQUANTILE_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'DISTRQUANTILE',
'DM_PAL','PAL_DISTRQUANTILE_PROC',PAL_DISTRQUANTILE_PDATA_TBL);
DROP TABLE PAL_DISTRQUANTILE_DATA_TBL;
CREATE COLUMN TABLE PAL_DISTRQUANTILE_DATA_TBL LIKE PAL_DISTRQUANTILE_DATA_T;
INSERT INTO PAL_DISTRQUANTILE_DATA_TBL VALUES (0.3);
INSERT INTO PAL_DISTRQUANTILE_DATA_TBL VALUES (0.5);
INSERT INTO PAL_DISTRQUANTILE_DATA_TBL VALUES (0.632);
INSERT INTO PAL_DISTRQUANTILE_DATA_TBL VALUES (0.8);
DROP TABLE PAL_DISTRQUANTILE_DISTRPARAM_TBL;
CREATE COLUMN TABLE PAL_DISTRQUANTILE_DISTRPARAM_TBL LIKE
PAL_DISTRQUANTILE_DISTRPARAM_T;
INSERT INTO PAL_DISTRQUANTILE_DISTRPARAM_TBL VALUES ('DistributionName',
'Weibull');
INSERT INTO PAL_DISTRQUANTILE_DISTRPARAM_TBL VALUES ('Shape', '2.11995');
INSERT INTO PAL_DISTRQUANTILE_DISTRPARAM_TBL VALUES ('Scale', '277.698');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LOWER_UPPER',0,null,null);
DROP TABLE PAL_DISTRQUANTILE_RESULT_TBL;
CREATE COLUMN TABLE PAL_DISTRQUANTILE_RESULT_TBL LIKE PAL_DISTRQUANTILE_RESULT_T;
CALL DM_PAL.PAL_DISTRQUANTILE_PROC(PAL_DISTRQUANTILE_DATA_TBL,
PAL_DISTRQUANTILE_DISTRPARAM_TBL, #PAL_CONTROL_TBL,
PAL_DISTRQUANTILE_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_DISTRQUANTILE_RESULT_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 521
3.7.9 Univariate Statistics

This function calculates several basic univariate statistics including mean, median, variance, standard
deviation, skewness and kurtosis. The function treats each column as one dataset and calculates the statistics
respectively.

Mean

where Xi is the i-th element of the dataset and n is the size of the dataset.

Median

The median is defined as the numerical value separating the higher half of a dataset from the lower half. If there
is an even number of observations, the median is defined to be the mean of the two middle elements.

Lower Quartile and Upper Quartile

Use the median to divide the elements of the dataset into two halves. Do not include the median in either half.
The lower quartile value is the median of the lower half of the data. The upper quartile value is the median of
the upper half of the data.

Variance (population)

where n is the size of the dataset and is the mean of x.

Variance (sample)

where n is the size of the dataset and is the mean of x.

Standard Deviation (population)

SAP HANA Predictive Analysis Library (PAL)

522 PUBLIC PAL Functions
Standard Deviation (sample)

Skewness

Skewness is a measure of the degree of asymmetry. Suppose that

where x' = x - and n is the size of the dataset. There are three definitions of skewness:

Definition 1 y

Definition 2

Definition 3

Kurtosis

Kurtosis is a measure of the peakedness or flatness compared to a normal distribution. Suppose that

where x' = x - and n is the number of elements. There are three definitions of kurtosis:

Definition 1 r-3

Definition 2

Definition 3

Prerequisites

● The input data columns are of integer or double data type.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 523
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

UNIVARSTAT

This function reads input data and calculates the basic univariate statistics values for each column, including
mean, median, variance, standard deviation, skewness, and kurtosis.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘UNIVARSTAT’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name> (<input table>, <parameter table>, <result

output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and result tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data All columns Integer or double Attribute data

Parameter Table

Mandatory Parameters

None.

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

524 PUBLIC PAL Functions
 Name Data Type Default Value Description

SKEWNESS_TYPE Integer 1 Calculation type for skew­

ness.

● 0: Definition 1
● 1: Definition 2
● 2: Definition 3

KRUTOSIS_TYPE Integer 1 Calculation type for kurtosis.

● 0: Definition 1
● 1: Definition 2
● 2: Definition 3

DATASET_TYPE Integer 0 Type of the input dataset.

● 0: Sample dataset
● 1: Population dataset

Output Table

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar Name of univariate statistics

Other columns Double Value for different statistics.

The column number and or­
der must be the same as
those of the input table.

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_UNIVARSTAT_DATA_T;
CREATE TYPE PAL_UNIVARSTAT_DATA_T AS TABLE("X" INTEGER, "Y" DOUBLE);

DROP TYPE PAL_CONTROL_T;

CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_UNIVARSTAT_RESULT_T;
CREATE TYPE PAL_UNIVARSTAT_RESULT_T AS TABLE(
"STATISTICSNAME" VARCHAR(100),
"VALUEX" DOUBLE,
"VALUEY" DOUBLE
);
DROP TABLE PAL_UNIVARSTAT_PDATA_TBL;
CREATE COLUMN TABLE PAL_UNIVARSTAT_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_UNIVARSTAT_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_UNIVARSTAT_DATA_T','IN');

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 525
 INSERT INTO PAL_UNIVARSTAT_PDATA_TBL VALUES (2,'DM_PAL', 'PAL_CONTROL_T','IN');
INSERT INTO PAL_UNIVARSTAT_PDATA_TBL VALUES (3,'DM_PAL',
'PAL_UNIVARSTAT_RESULT_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_UNIVARIATESTAT_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'UNIVARSTAT', 'DM_PAL',
'PAL_UNIVARIATESTAT_PROC', PAL_UNIVARSTAT_PDATA_TBL);
DROP TABLE PAL_UNIVARSTAT_DATA_TBL;
CREATE COLUMN TABLE PAL_UNIVARSTAT_DATA_TBL LIKE PAL_UNIVARSTAT_DATA_T;
INSERT INTO PAL_UNIVARSTAT_DATA_TBL VALUES (1,2.4);
INSERT INTO PAL_UNIVARSTAT_DATA_TBL VALUES (5,3.5);
INSERT INTO PAL_UNIVARSTAT_DATA_TBL VALUES (3,8.9);
INSERT INTO PAL_UNIVARSTAT_DATA_TBL VALUES (10,-1.4);
INSERT INTO PAL_UNIVARSTAT_DATA_TBL VALUES (-4,-3.5);
INSERT INTO PAL_UNIVARSTAT_DATA_TBL VALUES (11,32.8);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('SKEWNESS_TYPE',2,null,null); --default
value is 1, it can be {0,1,2}
INSERT INTO #PAL_CONTROL_TBL VALUES ('KURTOSIS_TYPE',2,null,null); --default
value is 1, it can be {0,1,2}
INSERT INTO #PAL_CONTROL_TBL VALUES ('DATASET_TYPE',0,null,null); --default
value is 0, it can be {0,1}
DROP TABLE PAL_UNIVARSTAT_RESULT_TBL;
CREATE COLUMN TABLE PAL_UNIVARSTAT_RESULT_TBL LIKE PAL_UNIVARSTAT_RESULT_T;
CALL DM_PAL.PAL_UNIVARIATESTAT_PROC(PAL_UNIVARSTAT_DATA_TBL, #PAL_CONTROL_TBL,
PAL_UNIVARSTAT_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_UNIVARSTAT_RESULT_TBL;

Expected Result

3.7.10 Variance Equal Test

This function is used to test the equality of two random variances using F-test. The null hypothesis is that two
independent normal variances are equal. The observed sums of some selected squares are then examined to
see whether their ratio is significantly incompatible with this null hypothesis.

Let x1, x2, ..., xn and y1, y2, ..., yn be independent and identically distributed samples from two
populations.

SAP HANA Predictive Analysis Library (PAL)

526 PUBLIC PAL Functions
Let the sample mean of x and y be:

Therefore, the sample variance of x and y are:

Then the test statistics is:

The F value will be used to calculate a p-value by comparing the value of F to an F-distribution. The degree of
freedom is set to (n-1) and (m-1).

Prerequisites

● The input data has two tables and each table has only one column with the type of integer or double.
● The input data does not contain null value. The algorithm will issue errors when encountering null values.

VAREQUALTEST

This function tests the equality of variances between two input data.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘VAREQUALTEST’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <input1 INPUT table IN

type>

2 <schema_name> <input2 INPUT table IN

type>

3 <schema_name> <PARAMETER table type> IN

4 <schema_name> <StatValue OUTPUT OUT

table type>

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 527
Procedure Calling

CALL <schema_name>.<procedure_name> (<input1 table>, <input2 table>, <parameter

table>, <statvalue output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input1, input2, parameter, and statvalue tables must be of the types specified in the signature table.

Signature

Input Tables

Table Column Column Data Type Description

Input1 1st column Integer or double Attribute data

Input2 1st column Integer or double Attribute data

Parameter Table

Mandatory Parameters

None.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

TEST_TYPE Integer 0 The alternative hypothesis

type.

● 0: Two sides
● 1: Less
● 2: Greater

Output Table

Table Column Column Data Type Description

Stat Value 1st column Varchar or nvarchar Name of statistics

2nd column Double Value of statistics

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_VAREQUALTEST_DATA1_T;
CREATE TYPE PAL_VAREQUALTEST_DATA1_T AS TABLE("X" INTEGER);
DROP TYPE PAL_VAREQUALTEST_DATA2_T;
CREATE TYPE PAL_VAREQUALTEST_DATA2_T AS TABLE("Y" DOUBLE);

SAP HANA Predictive Analysis Library (PAL)

528 PUBLIC PAL Functions
 DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_VAREQUALTEST_STATVALUE_T;
CREATE TYPE PAL_VAREQUALTEST_STATVALUE_T AS TABLE("NAME" VARCHAR(100), "VALUE"
DOUBLE);
DROP TABLE PAL_VAREQUALTEST_PDATA_TBL;
CREATE COLUMN TABLE PAL_VAREQUALTEST_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_VAREQUALTEST_PDATA_TBL VALUES (1,'DM_PAL',
'PAL_VAREQUALTEST_DATA1_T', 'IN');
INSERT INTO PAL_VAREQUALTEST_PDATA_TBL VALUES (2,'DM_PAL',
'PAL_VAREQUALTEST_DATA2_T', 'IN');
INSERT INTO PAL_VAREQUALTEST_PDATA_TBL VALUES (3,'DM_PAL', 'PAL_CONTROL_T',
'IN');
INSERT INTO PAL_VAREQUALTEST_PDATA_TBL VALUES (4,'DM_PAL',
'PAL_VAREQUALTEST_STATVALUE_T','OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_VAREQUALTEST_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'VAREQUALTEST', 'DM_PAL',
'PAL_VAREQUALTEST_PROC', PAL_VAREQUALTEST_PDATA_TBL);
DROP TABLE PAL_VAREQUALTEST_DATA1_TBL;
CREATE COLUMN TABLE PAL_VAREQUALTEST_DATA1_TBL LIKE PAL_VAREQUALTEST_DATA1_T;
INSERT INTO PAL_VAREQUALTEST_DATA1_TBL VALUES (1);
INSERT INTO PAL_VAREQUALTEST_DATA1_TBL VALUES (2);
INSERT INTO PAL_VAREQUALTEST_DATA1_TBL VALUES (4);
INSERT INTO PAL_VAREQUALTEST_DATA1_TBL VALUES (7);
INSERT INTO PAL_VAREQUALTEST_DATA1_TBL VALUES (3);
DROP TABLE PAL_VAREQUALTEST_DATA2_TBL;
CREATE COLUMN TABLE PAL_VAREQUALTEST_DATA2_TBL LIKE PAL_VAREQUALTEST_DATA2_T;
INSERT INTO PAL_VAREQUALTEST_DATA2_TBL VALUES (10);
INSERT INTO PAL_VAREQUALTEST_DATA2_TBL VALUES (15);
INSERT INTO PAL_VAREQUALTEST_DATA2_TBL VALUES (12);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('TEST_TYPE',0,null,null); //default value
is 0, it can be {0,1,2}
DROP TABLE PAL_VAREQUALTEST_STATVALUE_TBL;
CREATE COLUMN TABLE PAL_VAREQUALTEST_STATVALUE_TBL LIKE
PAL_VAREQUALTEST_STATVALUE_T;
CALL DM_PAL.PAL_VAREQUALTEST_PROC(PAL_VAREQUALTEST_DATA1_TBL,
PAL_VAREQUALTEST_DATA2_TBL, #PAL_CONTROL_TBL, PAL_VAREQUALTEST_STATVALUE_TBL)
WITH OVERVIEW;
SELECT * FROM PAL_VAREQUALTEST_STATVALUE_TBL;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 529
3.8 Social Network Analysis Algorithms

This section describes the algorithms provided by the PAL that are mainly used for social network analysis.

3.8.1 Link Prediction

Predicting missing links is a common task in social network analysis. The Link Prediction algorithm in PAL
provides four methods to compute the distance of any two nodes using existing links in a social network, and
make prediction on the missing links based on these distances.

Let x and y be two nodes in a social network, and be the set containing the neighbor nodes of x, the four
methods to compute the distance of x and y are briefly described as follows.

Common Neighbors

The quantity is computed as the number of common neighbors of x and y:

Then, it is normalized by the total number of nodes.

Jaccard's Coefficient

The quantity is just a slight modification of the common neighbors:

Adamic/Adar

The quantity is computed as the sum of inverse log degree over all the common neighbors:

Katzβ

The quantity is computed as a weighted sum of the number of paths of length l connecting x and y:

Where is the user-specified parameter, and is the number of paths with length l
which starts from node x and ends at node y.

SAP HANA Predictive Analysis Library (PAL)

530 PUBLIC PAL Functions
Prerequisites

The input data does not contain any null value.

LINKPREDICTION

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LINKPREDICTION’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <Result OUTPUT table OUT

type>

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <result

output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, varchar, or nvarchar Node 1 in existing edge

(Node1 – Node2)

2nd column Integer, varchar, or nvarchar Node 2 in existing edge

(Node1 – Node2)

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 531
Name Data Type Description

METHOD Integer Prediction method:

● 1: Common Neighbors
● 2: Jaccard's Coefficient
● 3: Adamic/Adar
● 4: Katz

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

Name Data Type Default Value Description Dependency

THREAD_NUMBER Integer 1 Number of threads

BETA Double 0.005 Parameter for the Katz Only valid when
method. METHOD is 4.

BETA should be be­

tween 0 and 1. A
smaller BETA is prefer­
red.

MIN_SCORE Double 0 The links whose scores

are lower than this
threshold will be fil-
tered out from the re­
sult table.

Output Table

Table Column Column Data Type Description

Result 1st column Integer Node 1 in missing edge

(Node1 – Node2)

2nd column Integer Node 2 in missing edge

(Node1 – Node2)

3rd column Double Prediction score

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_LINK_PREDICTION_DATA_T;
CREATE TYPE PAL_LINK_PREDICTION_DATA_T AS TABLE(
"NODE1" INTEGER,
"NODE2" INTEGER
);
DROP TYPE PAL_CONTROL_T;

SAP HANA Predictive Analysis Library (PAL)

532 PUBLIC PAL Functions
 CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
DROP TYPE PAL_LINK_PREDICTION_RESULT_T;
CREATE TYPE PAL_LINK_PREDICTION_RESULT_T AS TABLE(
"NODE1" INTEGER,
"NODE2" INTEGER,
"SCORE" DOUBLE
);
DROP TABLE PAL_LINK_PREDICTION_PDATA_TBL;
CREATE COLUMN TABLE PAL_LINK_PREDICTION_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_LINK_PREDICTION_PDATA_TBL VALUES (1, 'DM_PAL',
'PAL_LINK_PREDICTION_DATA_T', 'in');
INSERT INTO PAL_LINK_PREDICTION_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T',
'in');
INSERT INTO PAL_LINK_PREDICTION_PDATA_TBL VALUES (3, 'DM_PAL',
'PAL_LINK_PREDICTION_RESULT_T', 'out');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_LINK_PREDICTION_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'LINKPREDICTION', 'DM_PAL',
'PAL_LINK_PREDICTION_PROC', PAL_LINK_PREDICTION_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('METHOD', 1, NULL, NULL);
DROP TABLE PAL_LINK_PREDICTION_DATA_TBL;
CREATE COLUMN TABLE PAL_LINK_PREDICTION_DATA_TBL LIKE PAL_LINK_PREDICTION_DATA_T;
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('1','2');
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('1','4');
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('2','3');
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('3','4');
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('5','1');
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('6','2');
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('7','4');
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('7','5');
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('6','7');
INSERT INTO PAL_LINK_PREDICTION_DATA_TBL VALUES ('5','4');
DROP TABLE PAL_LINK_PREDICTION_RESULT_TBL;
CREATE COLUMN TABLE PAL_LINK_PREDICTION_RESULT_TBL LIKE
PAL_LINK_PREDICTION_RESULT_T;
CALL DM_PAL.PAL_LINK_PREDICTION_PROC(PAL_LINK_PREDICTION_DATA_TBL,
#PAL_CONTROL_TBL, PAL_LINK_PREDICTION_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_LINK_PREDICTION_RESULT_TBL ORDER BY NODE1, NODE2;

Expected Result

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 533
3.9 Miscellaneous

This section describes the ABC Analysis and Weighted Score Table algorithms that are provided by the
Predictive Analysis Library.

3.9.1 ABC Analysis

This algorithm is used to classify objects (such as customers, employees, or products) based on a particular
measure (such as revenue or profit). It suggests that inventories of an organization are not of equal value, thus
can be grouped into three categories (A, B, and C) by their estimated importance. “A” items are very important
for an organization. “B” items are of medium importance, that is, less important than “A” items and more
important than “C” items. “C” items are of the least importance.

An example of ABC classification is as follows:

● “A” items – 20% of the items (customers) accounts for 70% of the revenue.
● “B” items – 30% of the items (customers) accounts for 20% of the revenue.
● “C” items – 50% of the items (customers) accounts for 10% of the revenue.

Prerequisites

● Input data cannot contain null value.

● The item names in the input table must be of varchar or nvarchar data type and be unique.

SAP HANA Predictive Analysis Library (PAL)

534 PUBLIC PAL Functions
ABC

This function performs the ABC analysis algorithm.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘ABC’, ‘<schema_name>’,

'<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <INPUT table type> IN

2 <schema_name> <PARAMETER table type> IN

3 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<input table>, <parameter table>, <output

table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Table

Table Column Column Data Type Description

Data 1st column Integer, bigint, varchar, or Item name

nvarchar

2nd column Double Value

Parameter Table

Mandatory Parameter

The following parameter is mandatory and must be given a value.

Name Data Type Description

PERCENT_A Double Interval for A class

PERCENT_B Double Interval for B class

PERCENT_C Double Interval for C class

Optional Parameters

The following parameters are optional. If a parameter is not specified, PAL will use its default value.

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 535
Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

Output Table

Table Column Column Data Type Description

Result 1st column Varchar or nvarchar ABC class

2nd column Integer, bigint, varchar, or Items

nvarchar

Example

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_ABC_DATA_T;
CREATE TYPE PAL_ABC_DATA_T AS TABLE(
"ITEM" VARCHAR(100),
"VALUE" DOUBLE
);
DROP TYPE PAL_ABC_CONTROL_T;
CREATE TYPE PAL_ABC_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_ABC_RESULT_T;
CREATE TYPE PAL_ABC_RESULT_T AS TABLE(
"ABC" VARCHAR(10),
"ITEM" VARCHAR(100)
);
DROP TABLE PAL_ABC_PDATA_TBL;
CREATE COLUMN TABLE PAL_ABC_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_ABC_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_ABC_DATA_T', 'IN');
INSERT INTO PAL_ABC_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_ABC_CONTROL_T', 'IN');
INSERT INTO PAL_ABC_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_ABC_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_ABC_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'ABC', 'DM_PAL',
'PAL_ABC_PROC', PAL_ABC_PDATA_TBL);
DROP TABLE #PAL_ABC_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_ABC_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_ABC_CONTROL_TBL VALUES ('THREAD_NUMBER',1,null,null);
INSERT INTO #PAL_ABC_CONTROL_TBL VALUES ('PERCENT_A',null,0.7,null);

SAP HANA Predictive Analysis Library (PAL)

536 PUBLIC PAL Functions
 INSERT INTO #PAL_ABC_CONTROL_TBL VALUES ('PERCENT_B',null,0.2,null);
INSERT INTO #PAL_ABC_CONTROL_TBL VALUES ('PERCENT_C',null,0.1,null);
DROP TABLE PAL_ABC_DATA_TBL;
CREATE COLUMN TABLE PAL_ABC_DATA_TBL LIKE PAL_ABC_DATA_T;
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item1', 15.4);
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item2', 200.4);
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item3', 280.4);
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item4', 100.9);
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item5', 40.4);
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item6', 25.6);
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item7', 18.4);
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item8', 10.5);
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item9', 96.15);
INSERT INTO PAL_ABC_DATA_TBL VALUES ('item10', 9.4);
DROP TABLE PAL_ABC_RESULT_TBL;
CREATE COLUMN TABLE PAL_ABC_RESULT_TBL LIKE PAL_ABC_RESULT_T;
CALL "DM_PAL".PAL_ABC_PROC(PAL_ABC_DATA_TBL, "#PAL_ABC_CONTROL_TBL",
PAL_ABC_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_ABC_RESULT_TBL;

Expected Result

PAL_ABC_RESULT_TBL:

3.9.2 Weighted Score Table

A weighted score table is a method of evaluating alternatives when the importance of each criterion differs. In a
weighted score table, each alternative is given a score for each criterion. These scores are then weighted by the
importance of each criterion. All of an alternative's weighted scores are then added together to calculate its
total weighted score. The alternative with the highest total score should be the best alternative.

You can use weighted score tables to make predictions about future customer behavior. You first create a
model based on historical data in the data mining application, and then apply the model to new data to make
the prediction. The prediction, that is, the output of the model, is called a score. You can create a single score
for your customers by taking into account different dimensions.

A function defined by weighted score tables is a linear combination of functions of a variable.

f(x1,…,xn) = w1 × f1(x1) + … + wn × fn(xn)

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 537
Prerequisites

● The input data does not contain null value.

● The column of the Map Function table is sorted by the attribute order of the Input Data table.

WEIGHTEDTABLE

This function performs weighted table calculation. It is similar to the Volume Driver function in the Business
Function Library (BFL). Volume Driver calculates only one column, but weightedTable calculates multiple
columns at the same time.

Procedure Generation

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘WEIGHTEDTABLE’,

‘<schema_name>’, '<procedure_name>', <signature_table>);

The signature table should contain the following records:

Position Schema Name Table Type Name Parameter Type

1 <schema_name> <Data INPUT table IN

type>

2 <schema_name> <Map INPUT table type> IN

3 <schema_name> <Weights INPUT table IN

type>

4 <schema_name> <PARAMETER table type> IN

5 <schema_name> <OUTPUT table type> OUT

Procedure Calling

CALL <schema_name>.<procedure_name>(<data input table>, <map input table>,

<weights input table>, <parameter table>, <output table>) with overview;

The procedure name is the same as specified in the procedure generation.

The input, parameter, and output tables must be of the types specified in the signature table.

Signature

Input Tables

SAP HANA Predictive Analysis Library (PAL)

538 PUBLIC PAL Functions
 Table Column Column Data Type Description Constraint

Target/ Input Data Columns Varchar, nvarchar, inte­ Specifies which will be Discrete value: integer,
ger, or double used to calculate the varchar, nvarchar, dou­
scores ble

Continuous value: inte­

ger, double

An ID column is man­
datory. Its data type
should be integer.

Map Function Columns Varchar, nvarchar, inte­ Creates the map func­ Every attribute (except
ger, or double tion ID) in the Input Data
table maps to two col­
umns in the Map Func­
tion table: Key column
and Value column. The
Value column must be
of double type.

Weights Columns Integer or double This table has three

columns.

When the Input Data

table has n attributes
(except ID), the Weight
Table will have n rows.

Parameter Table

Mandatory Parameters

None.

Optional Parameter

The following parameter is optional. If it is not specified, PAL will use its default value.

Name Data Type Default Value Description

THREAD_NUMBER Integer 1 Number of threads

Output Table

Table Column Column Data Type Description

Result 1st column Integer ID

2nd column Double Result value

Example

Assume that:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 539
● DM_PAL is a schema belonging to USER1; and
● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SET SCHEMA DM_PAL;

DROP TYPE PAL_DATA_T;
CREATE TYPE PAL_DATA_T AS TABLE(
"ID" INTEGER,
"GENDER" VARCHAR(10),
"INCOME" INTEGER,
"HEIGHT" DOUBLE
);
DROP TYPE PAL_MAP_FUN_T;
CREATE TYPE PAL_MAP_FUN_T AS TABLE(
"GENDER" VARCHAR(10),
"VAL1" DOUBLE,
"INCOME" INTEGER,
"VAL2" DOUBLE,
"HEIGHT" DOUBLE,
"VAL3" DOUBLE
);
DROP TYPE PAL_PARA_T;
CREATE TYPE PAL_PARA_T AS TABLE(
"WEIGHT" DOUBLE,
"ISDIS" INTEGER,
"ROWNUM" INTEGER
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_RESULT_T;
CREATE TYPE PAL_RESULT_T AS TABLE(
"ID" INTEGER,
"RESULT" DOUBLE
);
-- create procedure
DROP TABLE PAL_WS_PDATA_TBL;
CREATE COLUMN TABLE PAL_WS_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_WS_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_DATA_T', 'IN');
INSERT INTO PAL_WS_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_MAP_FUN_T', 'IN');
INSERT INTO PAL_WS_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_PARA_T', 'IN');
INSERT INTO PAL_WS_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_WS_PDATA_TBL VALUES (5, 'DM_PAL', 'PAL_RESULT_T', 'OUT');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_WEIGHTEDTABLE_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'WEIGHTEDTABLE', 'DM_PAL',
'PAL_WEIGHTEDTABLE_PROC', PAL_WS_PDATA_TBL);
DROP TABLE PAL_DATA_TBL;
CREATE COLUMN TABLE PAL_DATA_TBL LIKE PAL_DATA_T;
INSERT INTO PAL_DATA_TBL VALUES (0,'male',5000,1.73);
INSERT INTO PAL_DATA_TBL VALUES (1,'male',9000,1.80);
INSERT INTO PAL_DATA_TBL VALUES (2,'female',6000,1.55);
INSERT INTO PAL_DATA_TBL VALUES (3,'male',15000,1.65);
INSERT INTO PAL_DATA_TBL VALUES (4,'female',2000,1.70);
INSERT INTO PAL_DATA_TBL VALUES (5,'female',12000,1.65);
INSERT INTO PAL_DATA_TBL VALUES (6,'male',1000,1.65);
INSERT INTO PAL_DATA_TBL VALUES (7,'male',8000,1.60);

SAP HANA Predictive Analysis Library (PAL)

540 PUBLIC PAL Functions
 INSERT INTO PAL_DATA_TBL VALUES (8,'female',5500,1.85);
INSERT INTO PAL_DATA_TBL VALUES (9,'female',9500,1.85);
DROP TABLE PAL_MAP_FUN_TBL;
CREATE COLUMN TABLE PAL_MAP_FUN_TBL LIKE PAL_MAP_FUN_T;
INSERT INTO PAL_MAP_FUN_TBL VALUES ('male',2.0, 0,0.0, 1.5,0.0);
INSERT INTO PAL_MAP_FUN_TBL VALUES ('female',1.5, 5500,1.0, 1.6,1.0);
INSERT INTO PAL_MAP_FUN_TBL VALUES (null,0.0, 9000,2.0, 1.71,2.0);
INSERT INTO PAL_MAP_FUN_TBL VALUES (null,0.0, 12000,3.0, 1.80,3.0);
DROP TABLE PAL_PARA_TBL;
CREATE COLUMN TABLE PAL_PARA_TBL LIKE PAL_PARA_T;
INSERT INTO PAL_PARA_TBL VALUES (0.5,1,2);
INSERT INTO PAL_PARA_TBL VALUES (2.0,-1,4);
INSERT INTO PAL_PARA_TBL VALUES (1.0,-1,4);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL (
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER',2,null,null);
DROP TABLE PAL_RESULT_TBL;
CREATE COLUMN TABLE PAL_RESULT_TBL LIKE PAL_RESULT_T;
CALL "DM_PAL".PAL_WEIGHTEDTABLE_PROC(PAL_DATA_TBL, PAL_MAP_FUN_TBL,
PAL_PARA_TBL, #PAL_CONTROL_TBL, PAL_RESULT_TBL) with overview;
SELECT * FROM PAL_RESULT_TBL;

Expected Result

PAL_WT_RESULT_TBL:

SAP HANA Predictive Analysis Library (PAL)

PAL Functions PUBLIC 541
4 End-to-End Scenarios

This section provides end-to-end scenarios of predictive analysis with PAL algorithms.

4.1 Scenario: Predict Segmentation of New Customers for

a Supermarket

We wish to predict segmentation/clustering of new customers for a supermarket. First use the K-means
function in PAL to perform segmentation/clustering for existing customers in the supermarket. The output can
then be used as the training data for the C4.5 Decision Tree function to predict new customers’ segmentation/
clustering.

Technology Background

● K-means clustering is a method of cluster analysis whereby the algorithm partitions N observations or
records into K clusters, in which each observation belongs to the cluster with the nearest center. It is one of
the most commonly used algorithms in clustering method.
● Decision trees are powerful and popular tools for classification and prediction. Decision tree learning, used
in statistics, data mining, and machine learning uses a decision tree as a predictive model which maps the
observations about an item to the conclusions about the item's target value.

Implementation Steps

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Step 1

Input customer data and use the K-means function to partition the data set into K clusters. In this example,
nine rows of data will be input. K equals 3, which means the customers will be partitioned into three levels.

SET SCHEMA DM_PAL;

DROP TYPE PAL_KMEANS_RESASSIGN_T;
CREATE TYPE PAL_KMEANS_RESASSIGN_T AS TABLE(
"ID" INT,
"CENTER_ASSIGN" INT,

SAP HANA Predictive Analysis Library (PAL)

542 PUBLIC End-to-End Scenarios
 "DISTANCE" DOUBLE
);
DROP TYPE PAL_KMEANS_DATA_T;
CREATE TYPE PAL_KMEANS_DATA_T AS TABLE(
"ID" INT,
"AGE" DOUBLE,
"INCOME" DOUBLE,
PRIMARY KEY("ID")
);
DROP TYPE PAL_KMEANS_CENTERS_T;
CREATE TYPE PAL_KMEANS_CENTERS_T AS TABLE(
"CENTER_ID" INT,
"V000" DOUBLE,
"V001" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
-- create kmeans procedure
DROP TABLE PAL_KMEANS_PDATA_TBL;
CREATE COLUMN TABLE PAL_KMEANS_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_KMEANS_DATA_T', 'IN');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_KMEANS_RESASSIGN_T',
'OUT');
INSERT INTO PAL_KMEANS_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_KMEANS_CENTERS_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_KMEANS_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'KMEANS', 'DM_PAL',
'PAL_KMEANS_PROC', PAL_KMEANS_PDATA_TBL);
DROP TABLE PAL_KMEANS_DATA_TBL;
CREATE COLUMN TABLE PAL_KMEANS_DATA_TBL LIKE PAL_KMEANS_DATA_T;
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (0 , 20, 100000);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (1 , 21, 101000);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (2 , 22, 102000);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (3 , 30, 200000);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (4 , 31, 201000);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (5 , 32, 202000);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (6 , 40, 400000);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (7 , 41, 401000);
INSERT INTO PAL_KMEANS_DATA_TBL VALUES (8 , 42, 402000);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('GROUP_NUMBER', 3, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('INIT_TYPE', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('DISTANCE_LEVEL', 2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('MAX_ITERATION', 100, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('EXIT_THRESHOLD', NULL, 0.000001, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('NORMALIZATION', 0, NULL, NULL);
--clean kmeans result
DROP TABLE PAL_KMEANS_RESASSIGN_TBL;
CREATE COLUMN TABLE PAL_KMEANS_RESASSIGN_TBL LIKE PAL_KMEANS_RESASSIGN_T;
DROP TABLE PAL_KMEANS_CENTERS_TBL;

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 543
 CREATE COLUMN TABLE PAL_KMEANS_CENTERS_TBL LIKE PAL_KMEANS_CENTERS_T;
CALL DM_PAL.PAL_KMEANS_PROC(PAL_KMEANS_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_KMEANS_RESASSIGN_TBL, PAL_KMEANS_CENTERS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_KMEANS_CENTERS_TBL;
SELECT * FROM PAL_KMEANS_RESASSIGN_TBL;
DROP TABLE PAL_KMEANS_RESULT_TBL;
CREATE COLUMN TABLE PAL_KMEANS_RESULT_TBL(
"AGE" DOUBLE,
"INCOME" DOUBLE,
"LEVEL" INT
);
TRUNCATE TABLE PAL_KMEANS_RESULT_TBL;
INSERT INTO PAL_KMEANS_RESULT_TBL(
SELECT PAL_KMEANS_DATA_TBL.AGE, PAL_KMEANS_DATA_TBL.INCOME,
PAL_KMEANS_RESASSIGN_TBL.CENTER_ASSIGN
FROM PAL_KMEANS_RESASSIGN_TBL
INNER JOIN PAL_KMEANS_DATA_TBL
ON PAL_KMEANS_RESASSIGN_TBL.ID = PAL_KMEANS_DATA_TBL.ID
);
SELECT * FROM PAL_KMEANS_RESULT_TBL;

The result should show the following in PAL_KMEANS_RESULT_TBL:

Step 2

Use the above output as the training data of C4.5 Decision Tree. The C4.5 Decision Tree function will generate a
tree model which maps the observations about an item to the conclusions about the item's target value.

SET SCHEMA DM_PAL;

DROP TYPE PAL_CDT_DATA_T;
CREATE TYPE PAL_CDT_DATA_T AS TABLE(
"AGE" DOUBLE,
"INCOME" DOUBLE,
"LEVEL" INT
);
DROP TYPE PAL_CDT_JSONMODEL_T;
CREATE TYPE PAL_CDT_JSONMODEL_T AS TABLE(
"ID" INT,
"JSONMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CDT_PMMLMODEL_T;
CREATE TYPE PAL_CDT_PMMLMODEL_T AS TABLE(
"ID" INT,
"PMMLMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,

SAP HANA Predictive Analysis Library (PAL)

544 PUBLIC End-to-End Scenarios
 "STRINGARGS" VARCHAR(100)
);
--create procedure
DROP TABLE PAL_CDT_PDATA_TBL;
CREATE COLUMN TABLE PAL_CDT_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_CDT_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_CDT_DATA_T', 'IN');
INSERT INTO PAL_CDT_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_CDT_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_CDT_JSONMODEL_T', 'OUT');
INSERT INTO PAL_CDT_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_CDT_PMMLMODEL_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_CREATEDT_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'CREATEDT', 'DM_PAL',
'PAL_CREATEDT_PROC', PAL_CDT_PDATA_TBL);
DROP TABLE PAL_CDT_TRAINING_TBL;
CREATE COLUMN TABLE PAL_CDT_TRAINING_TBL(
"REGION" VARCHAR(50),
"SALESPERIOD" VARCHAR(50),
"REVENUE" Double,
"CLASSLABEL" VARCHAR(50)
);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR(100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR(100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PERCENTAGE', NULL, 1.0, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('IS_SPLIT_MODEL', 1, NULL, NULL);
INSERT INTO #PAL_CONTROL_TBL VALUES ('PMML_EXPORT', 2, NULL, NULL);
DROP TABLE PAL_CDT_JSONMODEL_TBL;
CREATE COLUMN TABLE PAL_CDT_JSONMODEL_TBL LIKE PAL_CDT_JSONMODEL_T;
DROP TABLE PAL_CDT_PMMLMODEL_TBL;
CREATE COLUMN TABLE PAL_CDT_PMMLMODEL_TBL LIKE PAL_CDT_PMMLMODEL_T;
CALL DM_PAL.PAL_CREATEDT_PROC(PAL_KMEANS_RESULT_TBL, "#PAL_CONTROL_TBL",
PAL_CDT_JSONMODEL_TBL, PAL_CDT_PMMLMODEL_TBL) WITH OVERVIEW;
SELECT * FROM PAL_CDT_JSONMODEL_TBL;
SELECT * FROM PAL_CDT_PMMLMODEL_TBL;

Step 3

Use the above tree model to map each new customer to the corresponding level he or she belongs to.

SET SCHEMA DM_PAL;

DROP TYPE PAL_PCDT_DATA_T;
CREATE TYPE PAL_PCDT_DATA_T AS TABLE(
"ID" INT,
"AGE" DOUBLE,
"INCOME" DOUBLE
);
DROP TYPE PAL_PCDT_JSONMODEL_T;
CREATE TYPE PAL_PCDT_JSONMODEL_T AS TABLE(
"ID" INT,
"JSONMODEL" VARCHAR(5000)
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 545
 DROP TYPE PAL_PCDT_RESULT_T;
CREATE TYPE PAL_PCDT_RESULT_T AS TABLE(
"ID" INT,
"CLASSLABEL" VARCHAR(50)
);
-- create procedure
DROP TABLE PAL_PCDT_PDATA_TBL;
CREATE COLUMN TABLE PAL_PCDT_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_PCDT_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_PCDT_DATA_T', 'IN');
INSERT INTO PAL_PCDT_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'IN');
INSERT INTO PAL_PCDT_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_PCDT_JSONMODEL_T',
'IN');
INSERT INTO PAL_PCDT_PDATA_TBL VALUES (4, 'DM_PAL', 'PAL_PCDT_RESULT_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_PREDICTWITHDT_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'PREDICTWITHDT', 'DM_PAL',
'PAL_PREDICTWITHDT_PROC', PAL_PCDT_PDATA_TBL);
DROP TABLE PAL_PCDT_DATA_TBL;
CREATE COLUMN TABLE PAL_PCDT_DATA_TBL LIKE PAL_PCDT_DATA_T;
INSERT INTO PAL_PCDT_DATA_TBL VALUES (10, 20, 100003);
INSERT INTO PAL_PCDT_DATA_TBL VALUES (11, 30, 200003);
INSERT INTO PAL_PCDT_DATA_TBL VALUES (12, 40, 400003);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (100),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('THREAD_NUMBER', 2, NULL, NULL);
DROP TABLE PAL_PCDT_RESULT_TBL;
CREATE COLUMN TABLE PAL_PCDT_RESULT_TBL LIKE PAL_PCDT_RESULT_T;
CALL DM_PAL.PAL_PREDICTWITHDT_PROC(PAL_PCDT_DATA_TBL, "#PAL_CONTROL_TBL",
PAL_CDT_JSONMODEL_TBL, PAL_PCDT_RESULT_TBL) WITH OVERVIEW;
SELECT * FROM PAL_PCDT_RESULT_TBL;

The expected prediction result is as follows:

4.2 Scenario: Analyze the Cash Flow of an Investment on a

New Product

We wish to do an analysis of the cash flow of an investment required to create a new product. Projected
estimates are given for the product revenue, product costs, overheads, and capital investment for each year of
the analysis, from which the cash flow can be calculated. For capital investment appraisal the cash flows are
summed for each year and discounted for future values, in other words the net present value of the cash flow is
derived as a single value measuring the benefit of the investment.

SAP HANA Predictive Analysis Library (PAL)

546 PUBLIC End-to-End Scenarios
The projected estimates are single point estimates of each data point and the analysis provides a single point
value of project net present value (NPV). This is referred to as deterministic modeling, which is in contrast to
probabilistic modeling whereby we examine the probability of outcomes, for example, what is the probability of
a NPV greater than zero. Probabilistic modeling is also called Monte Carlo Simulation.

Monte Carlo Simulation is used in our example to estimate the net present value (NPV) of the investment. The
equations used in the simulation are:

For each year i=0, 1, ..., k

Product margin(i) = product revenue(i) – product cost(i)

Total profit(i) = product margin(i) – overhead(i)

Cash flow(i) = total profit(i) – capital investment(i)

Suppose the simulation covers k years’ time periods and the discount rate is r, the net present value of the
investment is defined as:

Technology Background

Monte Carlo Simulation is a computational algorithm that repeatedly generates random samples to compute
numerical results based on a formula or model in order to obtain the unknown probability distribution of an
event or outcome.

In PAL, the Random Distribution Sampling, Distribution Fitting, and Cumulative Distribution algorithms may be
used for Monte Carlo Simulation.

Implementation Steps

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Step 1

Input the given estimates (single point deterministic values) for product revenue, product costs, overheads,
and capital investment. In this example, the time periods are 5 (from year 1 to year 5).

The probability distribution for each variable is assumed as follows:

● Product Revenue:
Normal distribution and the mean and standard deviation are listed in the following table.
● Product Costs:
Normal distribution and the mean and standard deviation are listed in the following table.

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 547
● Overheads:
Uniform distribution and min and max values are listed in the following table.
● Capital Investment (for year 1 and year 2)
Gamma distribution and shape and scale values are listed in the following table.

Year 1 Year 2 Year 3 Year 4 Year 5

Product Revenue

Mean £0 £3,000 £8,000 £18,000 £30,000

Standard Devia­ 0 300 800 1800 3000

tion

Product Costs

Mean £1,000 £1,000 £2,500 £7,000 £10,000

Standard Devia­ 75 75 187.5 525 750

tion

Overheads

Min £1,400 £1,800 £2,200 £2,600 £3,000

Max £1,500 £2,200 £2,800 £3,400 £4,000

Capital Investment

Mean £10,000 £2,000

Standard Devia­ 500 100

tion

Run the Random Distribution Sampling algorithm for each variable and generate 1,000 sample sets. The
number of sample sets is a choice for the analysis. The larger the value then the more smooth the output
distribution and the closer it will be to a normal distribution.

SET SCHEMA DM_PAL;

-----------------------------------------
---Random sampling process---------------
-----------------------------------------
DROP TYPE PAL_DISTRRANDOM_DISTRPARAM_T;
CREATE TYPE PAL_DISTRRANDOM_DISTRPARAM_T AS TABLE( NAME VARCHAR(50), VAL
VARCHAR(50));
DROP TYPE PAL_DISTRRANDOM_RESULT_T;
CREATE TYPE PAL_DISTRRANDOM_RESULT_T AS TABLE(ID INTEGER, RANDOM DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(NAME VARCHAR (50), INTARGS INTEGER,
DOUBLEARGS DOUBLE, STRINGARGS VARCHAR (100));
DROP TYPE PAL_CASHFLOW_T;
CREATE TYPE PAL_CASHFLOW_T AS TABLE(ID INTEGER, CASH DOUBLE);
DROP TABLE PDATA;
CREATE COLUMN TABLE PDATA("POSITION" INT, "SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PDATA VALUES (1, 'DM_PAL','PAL_DISTRRANDOM_DISTRPARAM_T', 'IN');
INSERT INTO PDATA VALUES (2, 'DM_PAL','PAL_CONTROL_T', 'IN');

SAP HANA Predictive Analysis Library (PAL)

548 PUBLIC End-to-End Scenarios
 INSERT INTO PDATA VALUES (3, 'DM_PAL','PAL_DISTRRANDOM_RESULT_T', 'OUT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRRANDOM');
call SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'DISTRRANDOM',
'DM_PAL','PAL_DISTRRANDOM', PDATA);
---------------------------
----------YEAR 1 -----------
-----Product revenue------
DROP TABLE PAL_DISTRRANDOM_DISTRPARAM_TAB;
CREATE COLUMN TABLE PAL_DISTRRANDOM_DISTRPARAM_TAB LIKE
PAL_DISTRRANDOM_DISTRPARAM_T;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '0');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '0.0001');
DROP TABLE PAL_CONTROL_TAB;
CREATE COLUMN TABLE PAL_CONTROL_TAB LIKE PAL_CONTROL_T;
INSERT INTO PAL_CONTROL_TAB VALUES ('NUM_RANDOM',5000,null,null);
INSERT INTO PAL_CONTROL_TAB VALUES ('SEED', 0, null, null);
INSERT INTO PAL_CONTROL_TAB VALUES ('THREAD_NUMBER', 8, null, null);
DROP TABLE PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
CREATE COLUMN TABLE PAL_DISTRRANDOM_RESULT_TAB_REVENUE LIKE
PAL_DISTRRANDOM_RESULT_T;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
---------Product Costs---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '1000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '5625');
DROP TABLE PAL_DISTRRANDOM_RESULT_TAB_COSTS;
CREATE COLUMN TABLE PAL_DISTRRANDOM_RESULT_TAB_COSTS LIKE
PAL_DISTRRANDOM_RESULT_T;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_COSTS) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_COSTS;
--------OVERHEADS---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME',
'UNIFORM');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MIN', '1400');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MAX', '1500');
DROP TABLE PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;
CREATE COLUMN TABLE PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS LIKE
PAL_DISTRRANDOM_RESULT_T;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS) with overview;
-- SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;
-------INVESTMENT---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '10000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '250000');
DROP TABLE PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT;
CREATE COLUMN TABLE PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT LIKE
PAL_DISTRRANDOM_RESULT_T;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT;
--------calculate cash flow -------
DROP TABLE PAL_CASHFLOW_YEAR1;
CREATE COLUMN TABLE PAL_CASHFLOW_YEAR1(ID INTEGER,CASH DOUBLE);
INSERT INTO PAL_CASHFLOW_YEAR1 SELECT PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.RANDOM
- PAL_DISTRRANDOM_RESULT_TAB_COSTS.RANDOM -
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.RANDOM -
PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT.RANDOM
FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE left
join PAL_DISTRRANDOM_RESULT_TAB_COSTS on

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 549
 PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_COSTS.ID left
join
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.ID
left join
PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT.ID;
--SELECT * from PAL_CASHFLOW_YEAR1;
---------------------------------
------------YEAR 2 --------------
--product revenue----
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '3000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '90000');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
----Product Costs---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '1000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '5625');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_COSTS;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_COSTS) with overview;
SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_COSTS;
----OVERHEADS---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME',
'UNIFORM');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MIN', '1800');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MAX', '2200');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS) with overview;
SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;
----INVESTMENT---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '2000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '10000');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT;
-- calculate cash flow ----
DROP TABLE PAL_CASHFLOW_YEAR2;
CREATE COLUMN TABLE PAL_CASHFLOW_YEAR2(ID INTEGER,CASH DOUBLE);
INSERT INTO PAL_CASHFLOW_YEAR2 SELECT PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.RANDOM
- PAL_DISTRRANDOM_RESULT_TAB_COSTS.RANDOM -
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.RANDOM -
PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT.RANDOM
FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE left
join PAL_DISTRRANDOM_RESULT_TAB_COSTS on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_COSTS.ID left
join
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.ID
left join
PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_INVESTMENT.ID;
--SELECT * from PAL_CASHFLOW_YEAR2;
-----------------------------
----------YEAR 3 ------------
----product revenue----

SAP HANA Predictive Analysis Library (PAL)

550 PUBLIC End-to-End Scenarios
 DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '8000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '640000');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
----Product Costs---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '2500');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '35156.25');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_COSTS;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_COSTS) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_COSTS;
----OVERHEADS---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME',
'UNIFORM');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MIN', '2200');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MAX', '2800');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;
-- calculate cash flow ----
DROP TABLE PAL_CASHFLOW_YEAR3;
CREATE COLUMN TABLE PAL_CASHFLOW_YEAR3(ID INTEGER,CASH DOUBLE);
INSERT INTO PAL_CASHFLOW_YEAR3 SELECT PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.RANDOM
- PAL_DISTRRANDOM_RESULT_TAB_COSTS.RANDOM -
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.RANDOM
FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE left
join PAL_DISTRRANDOM_RESULT_TAB_COSTS on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_COSTS.ID left
join
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.ID;
--SELECT * from PAL_CASHFLOW_YEAR3;
-----------------------------
--------YEAR 4 --------------
--Product revenue---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '18000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '3240000');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
----Product Costs---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '7000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '275625');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_COSTS;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_COSTS) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_COSTS;
----OVERHEADS---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME',
'UNIFORM');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MIN', '2600');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MAX', '3400');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 551
 CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;
-- calculate cash flow ----
DROP TABLE PAL_CASHFLOW_YEAR4;
CREATE COLUMN TABLE PAL_CASHFLOW_YEAR4(ID INTEGER,CASH DOUBLE);
INSERT INTO PAL_CASHFLOW_YEAR4 SELECT PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.RANDOM
- PAL_DISTRRANDOM_RESULT_TAB_COSTS.RANDOM -
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.RANDOM
FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE left
join PAL_DISTRRANDOM_RESULT_TAB_COSTS on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_COSTS.ID left
join
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.ID;
--SELECT * from PAL_CASHFLOW_YEAR4;
----------------------------
-------YEAR 5 --------------
--Product revenue----
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '30000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '9000000');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE;
----Product Costs---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME', 'NORMAL');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MEAN', '10000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('VARIANCE', '562500');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_COSTS;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_COSTS) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_COSTS;
----OVERHEADS---------
DELETE FROM PAL_DISTRRANDOM_DISTRPARAM_TAB;
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('DISTRIBUTIONNAME',
'UNIFORM');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MIN', '3000');
INSERT INTO PAL_DISTRRANDOM_DISTRPARAM_TAB VALUES ('MAX', '4000');
DELETE FROM PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;
CALL DM_PAL.PAL_DISTRRANDOM(PAL_DISTRRANDOM_DISTRPARAM_TAB, PAL_CONTROL_TAB,
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS) with overview;
--SELECT * FROM PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS;
-- calculate cash flow ----
DROP TABLE PAL_CASHFLOW_YEAR5;
CREATE COLUMN TABLE PAL_CASHFLOW_YEAR5(ID INTEGER,CASH DOUBLE);
INSERT INTO PAL_CASHFLOW_YEAR5 SELECT PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID,
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.RANDOM
- PAL_DISTRRANDOM_RESULT_TAB_COSTS.RANDOM -
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.RANDOM
FROM PAL_DISTRRANDOM_RESULT_TAB_REVENUE left
join PAL_DISTRRANDOM_RESULT_TAB_COSTS on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_COSTS.ID left
join
PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS on
PAL_DISTRRANDOM_RESULT_TAB_REVENUE.ID=PAL_DISTRRANDOM_RESULT_TAB_OVERHEADS.ID;
--SELECT * from PAL_CASHFLOW_YEAR5;

Step 2

Calculate the net present value of the investment by the following equation for each sampling.

SAP HANA Predictive Analysis Library (PAL)

552 PUBLIC End-to-End Scenarios
 ---- calculate net present value of investment ----
DROP TABLE NPV;
CREATE COLUMN TABLE NPV(NPVALUE DOUBLE);
INSERT INTO NPV SELECT PAL_CASHFLOW_YEAR1.CASH +
PAL_CASHFLOW_YEAR2.CASH/1.05 +
PAL_CASHFLOW_YEAR3.CASH/POWER(1.05,2) +
PAL_CASHFLOW_YEAR4.CASH/POWER(1.05,3) +
PAL_CASHFLOW_YEAR5.CASH/POWER(1.05,4)
FROM PAL_CASHFLOW_YEAR1 left join
PAL_CASHFLOW_YEAR2 on PAL_CASHFLOW_YEAR1.ID =
PAL_CASHFLOW_YEAR2.ID
left join PAL_CASHFLOW_YEAR3 on PAL_CASHFLOW_YEAR1.ID
= PAL_CASHFLOW_YEAR3.ID
left join PAL_CASHFLOW_YEAR4 on PAL_CASHFLOW_YEAR1.ID
= PAL_CASHFLOW_YEAR4.ID
left join PAL_CASHFLOW_YEAR5 on PAL_CASHFLOW_YEAR1.ID
= PAL_CASHFLOW_YEAR5.ID;
SELECT * FROM NPV;

The expected result is as follows:

Step 3

Plot the distribution of the net present value of the investment and run Distribution Fitting to fit a normal
distribution to the NPV of the investment as. (The Central Limit theorem states that the output distribution will
be a normal distribution.)

---------------------------------------
------- distribution fit process ---
---------------------------------------
DROP TYPE PAL_DISTRFIT_DATA_T;
CREATE TYPE PAL_DISTRFIT_DATA_T AS TABLE(NPVALUE DOUBLE);
DROP TYPE PAL_DISTRFIT_ESTIMATION_T;
CREATE TYPE PAL_DISTRFIT_ESTIMATION_T AS TABLE(NAME VARCHAR(50),VAL VARCHAR(50));
DROP TYPE PAL_DISTRFIT_STATISTICS_T;
CREATE TYPE PAL_DISTRFIT_STATISTICS_T AS TABLE(NAME VARCHAR(50),VAL DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(NAME VARCHAR (50),INTARGS INTEGER,DOUBLEARGS
DOUBLE,STRINGARGS VARCHAR (100));
DROP TABLE PDATA_TBL;
CREATE COLUMN TABLE PDATA_TBL("POSITION" INT, "SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRFIT_DATA_T', 'IN');
INSERT INTO PDATA_TBL VALUES (2, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PDATA_TBL VALUES (3, 'DM_PAL','PAL_DISTRFIT_ESTIMATION_T', 'OUT');
INSERT INTO PDATA_TBL VALUES (4, 'DM_PAL','PAL_DISTRFIT_STATISTICS_T', 'OUT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRFIT');
call SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'DISTRFIT',
'DM_PAL','PAL_DISTRFIT', PDATA_TBL);
DROP TABLE PAL_CONTROL_TBL;

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 553
 CREATE COLUMN TABLE PAL_CONTROL_TBL(NAME VARCHAR (50),INTARGS INTEGER,DOUBLEARGS
DOUBLE,STRINGARGS VARCHAR (100));
INSERT INTO PAL_CONTROL_TBL VALUES ('DISTRIBUTIONNAME', null, null, 'NORMAL');
INSERT INTO PAL_CONTROL_TBL VALUES ('OPTIMAL_METHOD', 0, null, null);
DROP TABLE PAL_DISTRFIT_ESTIMATION_TBL;
CREATE COLUMN TABLE PAL_DISTRFIT_ESTIMATION_TBL(NAME VARCHAR(50),VAL
VARCHAR(50));
DROP TABLE PAL_DISTRFIT_STATISTICS_TBL;
CREATE COLUMN TABLE PAL_DISTRFIT_STATISTICS_TBL(NAME VARCHAR(50),VAL DOUBLE);
CALL DM_PAL.PAL_DISTRFIT(NPV, PAL_CONTROL_TBL, PAL_DISTRFIT_ESTIMATION_TBL,
PAL_DISTRFIT_STATISTICS_TBL) with overview;
SELECT * FROM PAL_DISTRFIT_ESTIMATION_TBL;

The expected result is as follows:

Step 4

According to the fitted model, run the Cumulative Distribution function to obtain the probability of having an
NPV of investment smaller than or equal to a given NPV of the investment.

---------------------------------------
----distribution probability process --
---------------------------------------
DROP TYPE PAL_DISTRPROB_DATA_T;
CREATE TYPE PAL_DISTRPROB_DATA_T AS TABLE(DATACOL DOUBLE);
DROP TYPE PAL_DISTRPROB_DISTRPARAM_T;
CREATE TYPE PAL_DISTRPROB_DISTRPARAM_T AS TABLE(NAME VARCHAR(50),VALUEE
VARCHAR(50));
DROP TYPE PAL_DISTRPROB_RESULT_T;
CREATE TYPE PAL_DISTRPROB_RESULT_T AS TABLE(INPUTDATA DOUBLE,PROBABILITY DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(NAME VARCHAR (50),INTARGS INTEGER,DOUBLEARGS
DOUBLE,STRINGARGS VARCHAR (100));
DROP TABLE PAL_DISTRPROB_PDATA_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_PDATA_TBL("POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRPROB_DATA_T',
'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (2, 'DM_PAL',
'PAL_DISTRPROB_DISTRPARAM_T', 'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (3, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (4,
'DM_PAL','PAL_DISTRPROB_RESULT_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRPROB_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'DISTRPROB',
'DM_PAL','PAL_DISTRPROB_PROC', PAL_DISTRPROB_PDATA_TBL);
DROP TABLE PAL_DISTRPROB_DATA_TBL;
CREATE TABLE PAL_DISTRPROB_DATA_TBL LIKE PAL_DISTRPROB_DATA_T;
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (7000);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (8000);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (9000);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (10000);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (11000);
DROP TABLE PAL_DISTRPROB_DISTRPARAM_TBL;
CREATE TABLE PAL_DISTRPROB_DISTRPARAM_TBL LIKE PAL_DISTRPROB_DISTRPARAM_T;
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('DISTRIBUTIONNAME', 'Normal');
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('MEAN', '100');
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('VARIANCE', '1');

SAP HANA Predictive Analysis Library (PAL)

554 PUBLIC End-to-End Scenarios
 UPDATE PAL_DISTRPROB_DISTRPARAM_TBL SET VALUEE = (SELECT VAL FROM
PAL_DISTRFIT_ESTIMATION_TBL WHERE NAME = 'MEAN') WHERE NAME = 'MEAN';
UPDATE PAL_DISTRPROB_DISTRPARAM_TBL SET VALUEE = (SELECT VAL*VAL FROM
PAL_DISTRFIT_ESTIMATION_TBL WHERE NAME = 'SD') WHERE NAME = 'VARIANCE';
SELECT * FROM PAL_DISTRPROB_DISTRPARAM_TBL;
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(NAME VARCHAR (50),INTARGS
INTEGER,DOUBLEARGS DOUBLE,STRINGARGS VARCHAR (100));
INSERT INTO #PAL_CONTROL_TBL VALUES ('LOWER_UPPER',0,null,null);
DROP TABLE PAL_DISTRPROB_RESULT_TBL;
CREATE TABLE PAL_DISTRPROB_RESULT_TBL LIKE PAL_DISTRPROB_RESULT_T;
CALL DM_PAL.PAL_DISTRPROB_PROC(PAL_DISTRPROB_DATA_TBL,
PAL_DISTRPROB_DISTRPARAM_TBL, #PAL_CONTROL_TBL, PAL_DISTRPROB_RESULT_TBL) WITH
OVERVIEW;
SELECT * FROM PAL_DISTRPROB_RESULT_TBL;

The expected result is as follows:

4.3 Scenario: Survival Analysis

In clinical trials or community trials, the effect of an intervention is assessed by measuring the number of
subjects who have survived or are saved after that intervention over a period of time. We wish to measure the
survival probability of Dukes’C colorectal cancer patients after treatment and evaluate statistically whether the
patients who accept treatment can survive longer than those who are only controlled conservatively.

Option 1: Kaplan-Meier Estimate

Technology Background

Kaplan-Meier estimate is one of the simplest way to measure the fraction of subjects living for a certain
amount of time after treatment. The time starting from a defined point to the occurrence of a given event, for
example death, is called as survival time.

This scenarios describes a clinical trial of 49 patients for the treatment of Dukes’C colorectal cancer. The
following data shows the survival time in 49 patients with Dukes’C colorectal cancer who are randomly
assigned to either linoleic acid or control treatment.

Treatment Survival Time (months)

Linoleic acid (n = 25) 1+, 5+, 6, 6, 9+, 10, 10, 10+, 12, 12, 12, 12, 12+, 13+, 15+, 16+,
20+, 24, 24+, 27+, 32, 34+, 36+, 36+, 44+

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 555
Treatment Survival Time (months)

Control (n = 24) 3+, 6, 6, 6, 6, 8, 8, 12, 12, 12+, 15+, 16+, 18+, 18+, 20, 22+, 24,
28+, 28+, 28+, 30, 30+, 33+, 42

The + sign indicates censored data. Until 6 months after treatment, there are no deaths. The effect of the
censoring is to remove from the alive group those that are censored. At time 6 months two subjects have been
censored so the number alive just before 6 months is 23. There are two deaths at 6 months. Thus,

We now reduce the number alive (“at risk”) by two. The censored event at 9 months reduces the “at risk” set to
20. At 10 months there are two deaths. So the proportion surviving is 18/20 = 0.9, and the cumulative
proportion surviving is 0.913*0.90 = 0.8217.

The data can then be loaded into table as follows:

SAP HANA Predictive Analysis Library (PAL)

556 PUBLIC End-to-End Scenarios
Then we get the survival estimates as follows:

To compare survival estimates produced from two groups, we use log-rank test. It is a hypothesis test to
compare the survival distribution of two groups (some of the observations may be censored) and is used to
test the null hypothesis that there is no difference between the populations (treatment group and control
group) in the probability of an event (here a death) at any time point. The methods are nonparametric in that
they do not make assumptions about the distributions of survival estimates. The analysis is based on the times
of events (here deaths). For each such time we calculate the observed number of deaths in each group and the
number expected if there were in reality no difference between the groups. It is widely used in clinical trials to
establish the efficacy of a new treatment in comparison with a control treatment when the measurement is the
time to event (such as the time from initial treatment to death).

Because the log-rank test is purely a test of significance, it cannot provide an estimate of the size of the
difference between the groups.

Implementation Step

Assume that:

● DM_PAL is a schema belonging to USER1; and

● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 557
Input customer data and use the Kaplan-Meier function to get the survival estimates and log-rank test
statistics.

SET SCHEMA DM_PAL;

DROP TYPE PAL_TRIAL_DATA_T;
CREATE TYPE PAL_TRIAL_DATA_T AS TABLE ("TIME" INTEGER,
"STATUS" INTEGER,
"OCCURENCES" INTEGER,
"GROUP" VARCHAR(50));

DROP TYPE PAL_TRIAL_ESTIMATES_T;

CREATE TYPE PAL_TRIAL_ESTIMATES_T AS TABLE("GROUP" VARCHAR(50), "TIME" INTEGER,
"RISKNUM" INTEGER, "EVENTSNUM" INTEGER,
"PROB" DOUBLE, "STDERR" DOUBLE,
"LOWERLIMIT" DOUBLE, "UPPERLIMIT" DOUBLE);
DROP TYPE PAL_TRIAL_LOGRANK_STAT1_T;
CREATE TYPE PAL_TRIAL_LOGRANK_STAT1_T AS TABLE("GROUP" VARCHAR(50), "TOTALRISK"
INTEGER, "OBSERVED" INTEGER, "EXPECTED" DOUBLE, "LOGRANKSTAT" DOUBLE);
DROP TYPE PAL_TRIAL_LOGRANK_STAT2_T;
CREATE TYPE PAL_TRIAL_LOGRANK_STAT2_T AS TABLE("STATISTICS" VARCHAR(20), "VALUE"
DOUBLE);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE( "NAME" VARCHAR(100), "INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR(100));
DROP TABLE PAL_TRIAL_PDATA_TBL;
CREATE COLUMN TABLE PAL_TRIAL_PDATA_TBL( "POSITION" INT, "SCHEMA_NAME"
NVARCHAR(256), "TYPE_NAME" NVARCHAR(256), "PARAMETER_TYPE" VARCHAR(7));
INSERT INTO PAL_TRIAL_PDATA_TBL VALUES (1, 'DM_PAL', 'PAL_TRIAL_DATA_T', 'in');
INSERT INTO PAL_TRIAL_PDATA_TBL VALUES (2, 'DM_PAL', 'PAL_CONTROL_T', 'in');
INSERT INTO PAL_TRIAL_PDATA_TBL VALUES (3, 'DM_PAL', 'PAL_TRIAL_ESTIMATES_T',
'out');
INSERT INTO PAL_TRIAL_PDATA_TBL VALUES (4, 'DM_PAL',
'PAL_TRIAL_LOGRANK_STAT1_T', 'out');
INSERT INTO PAL_TRIAL_PDATA_TBL VALUES (5, 'DM_PAL',
'PAL_TRIAL_LOGRANK_STAT2_T', 'out');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL', 'PAL_KMSURV_PROC');
CALL "SYS".AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL', 'KMSURV',
'DM_PAL','PAL_KMSURV_PROC', PAL_TRIAL_PDATA_TBL);
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL( "NAME" VARCHAR (100),
"INTARGS" INTEGER, "DOUBLEARGS" DOUBLE, "STRINGARGS" VARCHAR (100));
DROP TABLE PAL_TRIAL_DATA_TBL;
CREATE COLUMN TABLE PAL_TRIAL_DATA_TBL LIKE PAL_TRIAL_DATA_T;
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(1, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(5, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(6, 1, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(6, 1, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(9, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(10, 1, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(10, 1, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(10, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(12, 1, 4, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(12, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(13, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(15, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(16, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(20, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(24, 1, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(24, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(27, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(32, 1, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(34, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(36, 0, 2, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(44, 0, 1, 'linoleic acid');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(3, 0, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(6, 1, 4, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(8, 1, 2, 'control');

SAP HANA Predictive Analysis Library (PAL)

558 PUBLIC End-to-End Scenarios
 INSERT INTO PAL_TRIAL_DATA_TBL VALUES(12, 1, 2, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(12, 0, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(15, 0, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(16, 0, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(18, 0, 2, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(20, 1, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(22, 0, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(24, 1, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(28, 0, 3, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(30, 0, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(30, 1, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(33, 0, 1, 'control');
INSERT INTO PAL_TRIAL_DATA_TBL VALUES(42, 1, 1, 'control');
DROP TABLE PAL_TRIAL_ESTIMATES_TBL;
CREATE COLUMN TABLE PAL_TRIAL_ESTIMATES_TBL LIKE PAL_TRIAL_ESTIMATES_T;
DROP TABLE PAL_TRIAL_LOGRANK_STAT1_TBL;
CREATE COLUMN TABLE PAL_TRIAL_LOGRANK_STAT1_TBL LIKE PAL_TRIAL_LOGRANK_STAT1_T;
DROP TABLE PAL_TRIAL_LOGRANK_STAT2_TBL;
CREATE COLUMN TABLE PAL_TRIAL_LOGRANK_STAT2_TBL LIKE PAL_TRIAL_LOGRANK_STAT2_T;
CALL "DM_PAL".PAL_KMSURV_PROC(PAL_TRIAL_DATA_TBL, #PAL_CONTROL_TBL,
PAL_TRIAL_ESTIMATES_TBL, PAL_TRIAL_LOGRANK_STAT1_TBL,
PAL_TRIAL_LOGRANK_STAT2_TBL) with OVERVIEW;
SELECT * FROM PAL_TRIAL_ESTIMATES_TBL;
SELECT * FROM PAL_TRIAL_LOGRANK_STAT1_TBL;
SELECT * FROM PAL_TRIAL_LOGRANK_STAT2_TBL;

Option 2: Weibull Distribution

Technology Background

Weibull distribution is often used for reliability and survival analysis. It is defined by 3 parameters: shape, scale,
and location. Scale works as key to magnify or shrink the curve. Shape is the crucial factor to define how the
curve looks like, as described below:

● Shape = 1: The failure rate is constant over time, indicating random failure.
● Shape < 1: The failure rate decreases over time.
● Shape > 1: The failure rate increases over time.

For the same raw data as in the above Kaplan-Meier option, also shown below:

Treatment Survival Time (months)

Linoleic acid (n = 25) 1+, 5+, 6, 6, 9+, 10, 10, 10+, 12, 12, 12, 12, 12+, 13+, 15+, 16+,
20+, 24, 24+, 27+, 32, 34+, 36+, 36+, 44+

Control (n = 24) 3+, 6, 6, 6, 6, 8, 8, 12, 12, 12+, 15+, 16+, 18+, 18+, 20, 22+, 24,
28+, 28+, 28+, 30, 30+, 33+, 42

The DISTRFITCENSORED function is used to fit the Weibull distribution on the censored data. For the two types
of treatment, linoleic acid and control, two separate calls of DISTRFITCENSORED are performed to get two
Weibull distributions.

Implementation Steps

Assume that:

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 559
● DM_PAL is a schema belonging to USER1; and
● USER1 has been assigned the AFLPM_CREATOR_ERASER_EXECUTE role; and
● USER1 has been assigned the AFL__SYS_AFL_AFLPAL_EXECUTE or
AFL__SYS_AFL_AFLPAL_EXECUTE_WITH_GRANT_OPTION role.

Step 1

Get Weibull distribution and statistics from the linoleic acid treatment data:

SET SCHEMA DM_PAL;

DROP TYPE PAL_DISTRFITCENSORED_DATA_T;
CREATE TYPE PAL_DISTRFITCENSORED_DATA_T AS TABLE(
"LEFT" DOUBLE,
"RIGHT" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_DISTRFITCENSORED_ESTIMATION_T;
CREATE TYPE PAL_DISTRFITCENSORED_ESTIMATION_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" VARCHAR(50)
);
DROP TYPE PAL_DISTRFITCENSORED_STATISTICS_T;
CREATE TYPE PAL_DISTRFITCENSORED_STATISTICS_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" DOUBLE
);
DROP TABLE PDATA_TBL;
CREATE COLUMN TABLE PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRFITCENSORED_DATA_T', 'IN');
INSERT INTO PDATA_TBL VALUES (2, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PDATA_TBL VALUES (3, 'DM_PAL','PAL_DISTRFITCENSORED_ESTIMATION_T',
'OUT');
INSERT INTO PDATA_TBL VALUES (4, 'DM_PAL','PAL_DISTRFITCENSORED_STATISTICS_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRFITCENSORED_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL',
'DISTRFITCENSORED','DM_PAL','PAL_DISTRFITCENSORED_PROC',PDATA_TBL);
DROP TABLE PAL_DISTRFITCENSORED_DATA_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_DATA_TBL LIKE
PAL_DISTRFITCENSORED_DATA_T;
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (1,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (5,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (6,6);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (6,6);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (9,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (10,10);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (10,10);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (10,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (12,12);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (12,12);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (12,12);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (12,12);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (12,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (13,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (15,NULL);

SAP HANA Predictive Analysis Library (PAL)

560 PUBLIC End-to-End Scenarios
 INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (16,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (20,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (24,24);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (24,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (27,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (32,32);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (34,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (36,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (36,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (44,NULL);
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO PAL_CONTROL_TBL VALUES ('DISTRIBUTIONNAME', NULL, NULL,'WEIBULL');
INSERT INTO PAL_CONTROL_TBL VALUES ('OPTIMAL_METHOD',0, NULL, NULL);
DROP TABLE PAL_DISTRFITCENSORED_ESTIMATION_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_ESTIMATION_TBL LIKE
PAL_DISTRFITCENSORED_ESTIMATION_T;
DROP TABLE PAL_DISTRFITCENSORED_STATISTICS_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_STATISTICS_TBL LIKE
PAL_DISTRFITCENSORED_STATISTICS_T;
CALL DM_PAL.PAL_DISTRFITCENSORED_PROC(PAL_DISTRFITCENSORED_DATA_TBL,
PAL_CONTROL_TBL, PAL_DISTRFITCENSORED_ESTIMATION_TBL,
PAL_DISTRFITCENSORED_STATISTICS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_DISTRFITCENSORED_ESTIMATION_TBL;
SELECT * FROM PAL_DISTRFITCENSORED_STATISTICS_TBL;

The expected results are as follows:

Step 2

Get Weibull distribution and statistics from the control treatment data:

SET SCHEMA DM_PAL;

DROP TYPE PAL_DISTRFITCENSORED_DATA_T;
CREATE TYPE PAL_DISTRFITCENSORED_DATA_T AS TABLE(
"LEFT" DOUBLE,
"RIGHT" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TYPE PAL_DISTRFITCENSORED_ESTIMATION_T;
CREATE TYPE PAL_DISTRFITCENSORED_ESTIMATION_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" VARCHAR(50)
);

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 561
 DROP TYPE PAL_DISTRFITCENSORED_STATISTICS_T;
CREATE TYPE PAL_DISTRFITCENSORED_STATISTICS_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" DOUBLE
);
DROP TABLE PDATA_TBL;
CREATE COLUMN TABLE PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRFITCENSORED_DATA_T', 'IN');
INSERT INTO PDATA_TBL VALUES (2, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PDATA_TBL VALUES (3, 'DM_PAL','PAL_DISTRFITCENSORED_ESTIMATION_T',
'OUT');
INSERT INTO PDATA_TBL VALUES (4, 'DM_PAL','PAL_DISTRFITCENSORED_STATISTICS_T',
'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRFITCENSORED_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL',
'DISTRFITCENSORED','DM_PAL','PAL_DISTRFITCENSORED_PROC',PDATA_TBL);
DROP TABLE PAL_DISTRFITCENSORED_DATA_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_DATA_TBL LIKE
PAL_DISTRFITCENSORED_DATA_T;
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (3,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (6,6);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (6,6);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (6,6);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (6,6);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (8,8);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (8,8);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (12,12);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (12,12);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (12,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (15,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (16,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (18,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (18,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (20,20);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (22,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (24,24);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (28,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (28,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (28,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (30,30);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (30,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (33,NULL);
INSERT INTO PAL_DISTRFITCENSORED_DATA_TBL VALUES (42,42);
DROP TABLE PAL_CONTROL_TBL;
CREATE COLUMN TABLE PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO PAL_CONTROL_TBL VALUES ('DISTRIBUTIONNAME', NULL, NULL,'WEIBULL');
INSERT INTO PAL_CONTROL_TBL VALUES ('OPTIMAL_METHOD',0, NULL, NULL);
DROP TABLE PAL_DISTRFITCENSORED_ESTIMATION_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_ESTIMATION_TBL LIKE
PAL_DISTRFITCENSORED_ESTIMATION_T;
DROP TABLE PAL_DISTRFITCENSORED_STATISTICS_TBL;
CREATE COLUMN TABLE PAL_DISTRFITCENSORED_STATISTICS_TBL LIKE
PAL_DISTRFITCENSORED_STATISTICS_T;
CALL DM_PAL.PAL_DISTRFITCENSORED_PROC(PAL_DISTRFITCENSORED_DATA_TBL,
PAL_CONTROL_TBL, PAL_DISTRFITCENSORED_ESTIMATION_TBL,
PAL_DISTRFITCENSORED_STATISTICS_TBL) WITH OVERVIEW;
SELECT * FROM PAL_DISTRFITCENSORED_ESTIMATION_TBL;
SELECT * FROM PAL_DISTRFITCENSORED_STATISTICS_TBL;

SAP HANA Predictive Analysis Library (PAL)

562 PUBLIC End-to-End Scenarios
The expected results are as follows:

The results show that the shape values for both treatments are greater than 1, indicating the failure rate
increases over time.

Step 3

Get the CDF (cumulative distribution function) of Weibull distribution for the linoleic acid treatment data:

SET SCHEMA DM_PAL;

DROP TYPE PAL_DISTRPROB_DATA_T;
CREATE TYPE PAL_DISTRPROB_DATA_T AS TABLE("DATACOL" DOUBLE);
DROP TYPE PAL_DISTRPROB_DISTRPARAM_T;
CREATE TYPE PAL_DISTRPROB_DISTRPARAM_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" VARCHAR(50)
);
DROP TYPE PAL_DISTRPROB_RESULT_T;
CREATE TYPE PAL_DISTRPROB_RESULT_T AS TABLE(
"INPUTDATA" DOUBLE,
"PROBABILITY" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_DISTRPROB_PDATA_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)
);
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRPROB_DATA_T',
'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (2,'DM_PAL',
'PAL_DISTRPROB_DISTRPARAM_T', 'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (3, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (4,
'DM_PAL','PAL_DISTRPROB_RESULT_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRPROB_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL',
'DISTRPROB','DM_PAL','PAL_DISTRPROB_PROC', PAL_DISTRPROB_PDATA_TBL);
DROP TABLE PAL_DISTRPROB_DATA_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_DATA_TBL LIKE PAL_DISTRPROB_DATA_T;
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (6);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (8);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (12);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (20);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (24);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (30);

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End-to-End Scenarios PUBLIC 563
 INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (42);
DROP TABLE PAL_DISTRPROB_DISTRPARAM_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_DISTRPARAM_TBL LIKE PAL_DISTRPROB_DISTRPARAM_T;
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('DistributionName', 'Weibull');
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('Shape', '1.40528');
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('Scale', '36.3069');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LOWER_UPPER',0,null,null);
DROP TABLE PAL_DISTRPROB_RESULT_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_RESULT_TBL LIKE PAL_DISTRPROB_RESULT_T;
CALL DM_PAL.PAL_DISTRPROB_PROC(PAL_DISTRPROB_DATA_TBL,
PAL_DISTRPROB_DISTRPARAM_TBL, #PAL_CONTROL_TBL, PAL_DISTRPROB_RESULT_TBL) WITH
OVERVIEW;
SELECT * FROM PAL_DISTRPROB_RESULT_TBL;

The expected result is as follows:

Step 4

Get the CDF (cumulative distribution function) of Weibull distribution for the control treatment data:

SET SCHEMA DM_PAL;

DROP TYPE PAL_DISTRPROB_DATA_T;
CREATE TYPE PAL_DISTRPROB_DATA_T AS TABLE("DATACOL" DOUBLE);
DROP TYPE PAL_DISTRPROB_DISTRPARAM_T;
CREATE TYPE PAL_DISTRPROB_DISTRPARAM_T AS TABLE(
"NAME" VARCHAR(50),
"VALUE" VARCHAR(50)
);
DROP TYPE PAL_DISTRPROB_RESULT_T;
CREATE TYPE PAL_DISTRPROB_RESULT_T AS TABLE(
"INPUTDATA" DOUBLE,
"PROBABILITY" DOUBLE
);
DROP TYPE PAL_CONTROL_T;
CREATE TYPE PAL_CONTROL_T AS TABLE(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
DROP TABLE PAL_DISTRPROB_PDATA_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_PDATA_TBL(
"POSITION" INT,
"SCHEMA_NAME" NVARCHAR(256),
"TYPE_NAME" NVARCHAR(256),
"PARAMETER_TYPE" VARCHAR(7)

SAP HANA Predictive Analysis Library (PAL)

564 PUBLIC End-to-End Scenarios
 );
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (1, 'DM_PAL','PAL_DISTRPROB_DATA_T',
'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (2,'DM_PAL',
'PAL_DISTRPROB_DISTRPARAM_T', 'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (3, 'DM_PAL','PAL_CONTROL_T', 'IN');
INSERT INTO PAL_DISTRPROB_PDATA_TBL VALUES (4,
'DM_PAL','PAL_DISTRPROB_RESULT_T', 'OUT');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_DROP('DM_PAL','PAL_DISTRPROB_PROC');
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE('AFLPAL',
'DISTRPROB','DM_PAL','PAL_DISTRPROB_PROC', PAL_DISTRPROB_PDATA_TBL);
DROP TABLE PAL_DISTRPROB_DATA_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_DATA_TBL LIKE PAL_DISTRPROB_DATA_T;
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (6);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (10);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (12);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (24);
INSERT INTO PAL_DISTRPROB_DATA_TBL VALUES (32);
DROP TABLE PAL_DISTRPROB_DISTRPARAM_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_DISTRPARAM_TBL LIKE PAL_DISTRPROB_DISTRPARAM_T;
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('DistributionName', 'Weibull');
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('Shape', '1.71902');
INSERT INTO PAL_DISTRPROB_DISTRPARAM_TBL VALUES ('Scale', '20.444');
DROP TABLE #PAL_CONTROL_TBL;
CREATE LOCAL TEMPORARY COLUMN TABLE #PAL_CONTROL_TBL(
"NAME" VARCHAR (50),
"INTARGS" INTEGER,
"DOUBLEARGS" DOUBLE,
"STRINGARGS" VARCHAR (100)
);
INSERT INTO #PAL_CONTROL_TBL VALUES ('LOWER_UPPER',0,null,null);
DROP TABLE PAL_DISTRPROB_RESULT_TBL;
CREATE COLUMN TABLE PAL_DISTRPROB_RESULT_TBL LIKE PAL_DISTRPROB_RESULT_T;
CALL DM_PAL.PAL_DISTRPROB_PROC(PAL_DISTRPROB_DATA_TBL,
PAL_DISTRPROB_DISTRPARAM_TBL, #PAL_CONTROL_TBL, PAL_DISTRPROB_RESULT_TBL) WITH
OVERVIEW;
SELECT * FROM PAL_DISTRPROB_RESULT_TBL;

The expected result is as follows:

Related Information

Kaplan-Meier Survival Analysis [page 509]

Distribution Fitting [page 494]

SAP HANA Predictive Analysis Library (PAL)

End-to-End Scenarios PUBLIC 565
5 Best Practices

● Create an SQL view for the input table if the table structure does not meet what is specified in this guide.
● Avoid null values in the input data. You can replace the null values with the default values via an SQL
statement (SQL view or SQL update) because PAL functions cannot infer the default values.
● Create the parameter table as a local temporary table to avoid table name conflicts.
● If you do not use PMML export, you do not need to create a PMML output table to store the result. Just set
the PMML_EXPORT parameter to 0 and pass ? or null to the function.
● When using the KMEANS function, different INIT_TYPE and NORMALIZATION settings may produce
different results. You may need to try a few combinations of these two parameters to get the best result.
● When using the APRIORIRULE function, in some circumstances the rules set can be huge. To avoid an
extra long runtime, you can set the MAXITEMLENGTH parameter to a smaller number, such as 2 or 3.

SAP HANA Predictive Analysis Library (PAL)

566 PUBLIC Best Practices
6 Important Disclaimer for Features in SAP
HANA Platform, Options and Capabilities

SAP HANA server software and tools can be used for several SAP HANA platform and options scenarios as well
as the respective capabilities used in these scenarios. The availability of these is based on the available SAP
HANA licenses and the SAP HANA landscape, including the type and version of the back-end systems the SAP
HANA administration and development tools are connected to. There are several types of licenses available for
SAP HANA. Depending on your SAP HANA installation license type, some of the features and tools described in
the SAP HANA platform documentation may only be available in the SAP HANA options and capabilities, which
may be released independently of an SAP HANA Platform Support Package Stack (SPS). Although various
features included in SAP HANA options and capabilities are cited in the SAP HANA platform documentation,
each SAP HANA edition governs the options and capabilities available. Based on this, customers do not
necessarily have the right to use features included in SAP HANA options and capabilities. For customers to
whom these license restrictions apply, the use of features included in SAP HANA options and capabilities in a
production system requires purchasing the corresponding software license(s) from SAP. The documentation
for the SAP HANA options is available in SAP Help Portal. If you have additional questions about what your
particular license provides, or wish to discuss licensing features available in SAP HANA options, please contact
your SAP account team representative.

SAP HANA Predictive Analysis Library (PAL)

Important Disclaimer for Features in SAP HANA Platform, Options and Capabilities PUBLIC 567
Important Disclaimers and Legal Information

Coding Samples
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environment. The Code is only intended to better explain and visualize the syntax and phrasing rules of certain coding. SAP does not warrant the correctness and
completeness of the Code given herein, and SAP shall not be liable for errors or damages caused by the usage of the Code, unless damages were caused by SAP
intentionally or by SAP's gross negligence.

Gender-Neutral Language
As far as possible, SAP documentation is gender neutral. Depending on the context, the reader is addressed directly with "you", or a gender-neutral noun (such as
"sales person" or "working days") is used. If when referring to members of both sexes, however, the third-person singular cannot be avoided or a gender-neutral noun
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The SAP documentation may contain hyperlinks to the Internet. These hyperlinks are intended to serve as a hint about where to find related information. SAP does not
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transparency (see: https://help.sap.com/viewer/disclaimer).

SAP HANA Predictive Analysis Library (PAL)

568 PUBLIC Important Disclaimers and Legal Information
SAP HANA Predictive Analysis Library (PAL)
Important Disclaimers and Legal Information PUBLIC 569
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