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SAP HANA SPS09 - Predictive Analysis Library

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See what's new in SAP HANA SPS09- Predictive Analysis Library

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  • DOWNLOAD FULL BOOKS, INTO AVAILABLE FORMAT ......................................................................................................................... ......................................................................................................................... 1.DOWNLOAD FULL. PDF EBOOK here { https://tinyurl.com/y6a5rkg5 } ......................................................................................................................... 1.DOWNLOAD FULL. EPUB Ebook here { https://tinyurl.com/y6a5rkg5 } ......................................................................................................................... 1.DOWNLOAD FULL. doc Ebook here { https://tinyurl.com/y6a5rkg5 } ......................................................................................................................... 1.DOWNLOAD FULL. PDF EBOOK here { https://tinyurl.com/y6a5rkg5 } ......................................................................................................................... 1.DOWNLOAD FULL. EPUB Ebook here { https://tinyurl.com/y6a5rkg5 } ......................................................................................................................... 1.DOWNLOAD FULL. doc Ebook here { https://tinyurl.com/y6a5rkg5 } ......................................................................................................................... ......................................................................................................................... ......................................................................................................................... .............. Browse by Genre Available eBooks ......................................................................................................................... Art, Biography, Business, Chick Lit, Children's, Christian, Classics, Comics, Contemporary, Cookbooks, Crime, Ebooks, Fantasy, Fiction, Graphic Novels, Historical Fiction, History, Horror, Humor And Comedy, Manga, Memoir, Music, Mystery, Non Fiction, Paranormal, Philosophy, Poetry, Psychology, Religion, Romance, Science, Science Fiction, Self Help, Suspense, Spirituality, Sports, Thriller, Travel, Young Adult,
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SAP HANA SPS09 - Predictive Analysis Library

  1. 1. 1 ©2014 SAP SE or an SAP affiliate company. All rights reserved. SAP HANA SPS 09 - What’s New? Predictive Analysis Library SAP HANA Product Management November, 2014 (Delta from SPS 08 to SPS 09)
  2. 2. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 2 Public Agenda Release Theme List of Algorithms Framework Changes New Algorithms •Back-Propagation (Neural Network) •Top-K Rule Discovery (KORD) •Brown’s Exponential Smoothing •Linear Regression with Damped Trend and Seasonal Adjust •Forecast Accuracy Measure •Croston Method •K-Medians •Principal Component Analysis Enhancements Documentation
  3. 3. Release Theme
  4. 4. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 4 Public HANA Predictive Analysis Library – What’s New in SPS 09? Release Theme The SPS 09 version of the Predictive Analysis Library includes many new algorithms as well as several enhancements to existing algorithms. These new features were chosen based on the prioritization of customer and other stakeholder requests.
  5. 5. List of Algorithms
  6. 6. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 6 Public SAP HANA In-Memory Predictive Analytics Predictive Analysis Library (PAL) - Algorithms Supported  Association Analysis  Apriori  Apriori Lite  FP-Growth *  KORD – Top K Rule Discovery **  Classification Analysis  CART *  C4.5 Decision Tree Analysis  CHAID Decision Tree Analysis  K Nearest Neighbour  Logistic Regression  Back-Propagation (Neural Network) **  Naïve Bayes  Support Vector Machine  Regression  Multiple Linear Regression  Polynomial Regression  Exponential Regression  Bi-Variate Geometric Regression  Bi-Variate Logarithmic Regression  Probability Distribution  Distribution Fit *  Cumulative Distribution Function *  Quantile Function *  Outlier Detection  Inter-Quartile Range Test (Tukey’s Test)  Variance Test  Anomaly Detection  Link Prediction  Common Neighbors  Jaccard’s Coefficient  Adamic/Adar  Katzβ  Data Preparation  Sampling  Random Distribution Sampling *  Binning  Scaling  Partitioning  Principal Component Analysis (PCA) ** * New in SPS 08  Statistic Functions (Univariate)  Mean, Median, Variance, Standard Deviation  Kurtosis  Skewness  Statistic Functions (Multivariate)  Covariance Matrix  Pearson Correlations Matrix  Chi-squared Tests: -Test of Quality of Fit -Test of Independence  F-test (variance equal test)  Other  Weighted Scores Table  Substitute Missing Values  Cluster Analysis  ABC Classification  DBSCAN  K-Means  K-Medoid Clustering *  K-Medians **  Kohonen Self Organized Maps  Agglomerate Hierarchical  Affinity Propagation  Time Series Analysis  Single Exponential Smoothing  Double Exponential Smoothing  Triple Exponential Smoothing  Forecast Smoothing  ARIMA *  Brown Exponential Smoothing **  Croston Method **  Forecast Accuracy Measure**  Linear Regression with Damped Trend and Seasonal Adjust** ** New in SPS 09 – Names to be finalized
  7. 7. Framework Changes
  8. 8. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 8 Public HANA Predictive Analysis Library – What’s New in SPS 09? Framework Changes New Wrapper Generator Functions SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE SYS.AFLLANG_WRAPPER_PROCEDURE_DROP Allow/require schema specification Deprecated SYSTEM.AFL_WRAPPER_GENERATOR / SYSTEM.AFL_WRAPPER_ERASER New Role AFLPM_CREATOR_ERASER_EXECUTE Detailed changes can be found in SAP Note 2046767 and in the HANA PAL manual.
  9. 9. New Algorithms
  10. 10. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 10 Public HANA Predictive Analysis Library – What’s New in SPS 09? Neural Network Back-Propagation (BP) Back-propagation is a common method of training neural networks. PAL BP function creates a multi- layered network and supports continuous or categorical input, different activation functions, and generates models for both classification and regression problems.
  11. 11. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 11 Public HANA Predictive Analysis Library – What’s New in SPS 09? KORD KORD KORD algorithm returns top K association rules with highest measures (e.g. lift, leverage). Unlike traditional association rule mining algorithms such as Apriori and FP-Growth, which return all the rules with given measure threshold, the computational complexity of the algorithm is linear with respect to the data size.
  12. 12. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 12 Public HANA Predictive Analysis Library – What’s New in SPS 09? Brown Exponential Smoothing Brown Exponential Smoothing Brown Exponential Smoothing is another exponential smoothing method which forecasts time series with trend but without seasonality. The smoothing factor alpha is used to doubly smooth the original series data. An adaptive alpha option is provided which updates the alpha according to the “new” points in the series. Currently, only Brown Linear Exponential Smoothing is supported.
  13. 13. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 13 Public HANA Predictive Analysis Library – What’s New in SPS 09? Linear Regression with Damped Trend and Seasonal Adjust 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 has a trend. In PAL, the algorithm provides a dampened smoothing parameter for smoothing the forecasting value. In addition, if the time series has seasonality and the user provides the length of periods, it can deal with the seasonality by the user specified value, or it can help detect the seasonality and determine the periods.
  14. 14. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 14 Public HANA Predictive Analysis Library – What’s New in SPS 09? Forecast Accuracy Measure Forecast Accuracy Measure Given two time series, the function calculates the measures of the error. In the PAL, the following measures are supported: •Out-of-sample mean absolute scaled error (Out-of- sample MASE) •Weighted mean absolute percentage error (WMAPE) •Symmetric mean absolute percentage error (SMAPE) •Mean absolute percentage error (MAPE) •Mean percentage error (MPE) •Mean square error (MSE) •Root mean square error (RMSE) •Error total (ET) •Mean absolute deviation (MAD)
  15. 15. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 15 Public HANA Predictive Analysis Library – What’s New in SPS 09? Croston Method Croston method The Croston method is an approach for intermittent demand forecasting. The algorithm consists of two steps. First, exponential smoothing estimates are made on non-zero items. Second, the intervals between zero items are smoothed to predict the future zero intervals.
  16. 16. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 16 Public HANA Predictive Analysis Library – What’s New in SPS 09? K-Medians K-Medians K-Medians is a variation of k-means clustering. Instead of calculating the mean for each cluster to obtain the center, the algorithm uses the median to help minimize the impact of outliers on the results of the algorithm.
  17. 17. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 17 Public HANA Predictive Analysis Library – What’s New in SPS 09? Principal Component Analysis Principal Component Analysis PCA is a multivariate algorithm aimed 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.
  18. 18. Enhancements
  19. 19. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 19 Public Application Function Modeler for SAP HANA Graphical Re-Design and DataFlow Enhancements with HANA SPS09 Major Application Function Modeler Update •Enhanced graphical dataflow modeling and programming editor in HANA Studio Support multi-step application function flows Integrates new SAP HANA EIM Services •Transportable flowgraph design-time model •Application function flow scenario Integrates Predictive Analysis Library (PAL), Business Function Library (BFL), …, Custom AFLs, R-Scripts •Information Management scenario Smart Information Management data-flows (batch or real-time) and smart data quality •Generated run-time objects as stored procedures or tasks, executable via SQLScript Graphical dataflow modeling Compose Application Function Calls (PAL, BFL, …) Writing custom operators in R + Information Management & DataQuality Operations Standard Set- Operation + +
  20. 20. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 20 Public HANA Predictive Analysis Library – What’s New in SPS 09? Enhancements (1 of 5) All (Single, Double Triple Exponential Smoothing) •Provide one additional output table containing measurement of the error •Add parameter “EXPOST_FLAG” to output forecast without smoothed value of historic data Single Exponential Smoothing •Provide an option to automatically adjust the smoothing factor alpha to better fit the points in the time series. Triple Exponential Smoothing •Support additive seasonality modeling (in addition to multiplicative seasonality) •Add parameter “INITIAL_METHOD”, which offers additional initialization method using moving averages to get trend and seasonal component by decomposition
  21. 21. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 21 Public HANA Predictive Analysis Library – What’s New in SPS 09? Enhancements (2 of 5) Forecast Smoothing •Support additive seasonality modeling besides multiplicative seasonality •Support automatic cycle determination ARIMA •Autoregressive integrated moving average with intervention (ARIMAX) algorithm is an extension for ARIMA. Compared with ARIMA, an ARIMAX model provides the internal relationship not only from former data, but also takes external factors into consideration. •Note: Use the new PAL function (ARIMAXFORECAST) to perform forecasts based on ARIMAX models.
  22. 22. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 22 Public HANA Predictive Analysis Library – What’s New in SPS 09? Enhancements (3 of 5) Multiple Linear Regression •Additional metrics as output: Akaike information criterion (AIC) and BIC (Bayesian information criterion) Logistic Regression •Additional output table for calculating Akaike information criterion (AIC) Linear and Logistic Regression •Attribute list to allow selected feature columns of training data to be involved in the learning •Another parameter “DEPENDENT_VARIABLE” could be set to specify the column of the dependent variable. Random Distribution Sampling •Support standard deviation (SD) as input
  23. 23. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 23 Public HANA Predictive Analysis Library – What’s New in SPS 09? Enhancements (4 of 5) Decision tree •Support “MIN_RECORDS_OF_PARENT” to control the minimal training records in every non-leaf node •Support “MIN_RECORDS_OF_LEAF” to control the minimal training records in every leaf node •CART supports pruning method •CART supports “USE_SURROGATE” to control the behavior of surrogate split •C4.5 treats null as a special value FP-Growth •Performance improvement
  24. 24. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 24 Public HANA Predictive Analysis Library – What’s New in SPS 09? Enhancements (5 of 5) K-Means •Additional output table for calculating Slight Silhouette of each cluster •Additional output table for calculating Slight Silhouette for the whole dataset and clusters DBSCAN •Support categorical variables •Performance improvement Anomaly Detection •Additional output table for calculating distance between outlier and centers •Additional output table for calculating centers
  25. 25. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 25 Public Disclaimer This presentation outlines our general product direction and should not be relied on in making a purchase decision. This presentation is not subject to your license agreement or any other agreement with SAP. SAP has no obligation to pursue any course of business outlined in this presentation or to develop or release any functionality mentioned in this presentation. This presentation and SAP’s strategy and possible future developments are subject to change and may be changed by SAP at any time for any reason without notice. This document is provided without a warranty of any kind, either express or implied, including but not limited to, the implied warranties of merchantability, fitness for a particular purpose, or non-infringement. SAP assumes no responsibility for errors or omissions in this document, except if such damages were caused by SAP intentionally or grossly negligent.
  26. 26. Documentation
  27. 27. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 27 Public How to find SAP HANA documentation on this topic? •In addition to this learning material, you can find SAP HANA platform documentation on SAP Help Portal knowledge center at http://help.sap.com/hana_platform. •The knowledge centers are structured according to the product lifecycle: installation, security, administration, development: SAP HANA Options SAP HANA Advanced Data Processing SAP HANA Dynamic Tiering SAP HANA Enterprise Information Management SAP HANA Predictive SAP HANA Real-Time Replication SAP HANA Smart Data Streaming SAP HANA Spatial •Documentation sets for SAP HANA options can be found at http://help.sap.com/hana_options: SAP HANA Platform SPS What’s New – Release Notes Installation Administration Development References •
  28. 28. ©2014 SAP SE or an SAP affiliate company. All rights reserved. 28 Public © 2014 SAP SE or an SAP affiliate company. All rights reserved. No part of this publication may be reproduced or transmitted in any form or for any purpose without the express permission of SAP SE or an SAP affiliate company. SAP and other SAP products and services mentioned herein as well as their respective logos are trademarks or registered trademarks of SAP SE (or an SAP affiliate company) in Germany and other countries. Please see http://global12.sap.com/corporate-en/legal/copyright/index.epx for additional trademark information and notices. Some software products marketed by SAP SE and its distributors contain proprietary software components of other software vendors. National product specifications may vary. These materials are provided by SAP SE or an SAP affiliate company for informational purposes only, without representation or warranty of any kind, and SAP SE or its affiliated companies shall not be liable for errors or omissions with respect to the materials. The only warranties for SAP SE or SAP affiliate company products and services are those that are set forth in the express warranty statements accompanying such products and services, if any. Nothing herein should be construed as constituting an additional warranty. In particular, SAP SE or its affiliated companies have no obligation to pursue any course of business outlined in this document or any related presentation, or to develop or release any functionality mentioned therein. This document, or any related presentation, and SAP SE’s or its affiliated companies’ strategy and possible future developments, products, and/or platform directions and functionality are all subject to change and may be changed by SAP SE or its affiliated companies at any time for any reason without notice. The information in this document is not a commitment, promise, or legal obligation to deliver any material, code, or functionality. All forward- looking statements are subject to various risks and uncertainties that could cause actual results to differ materially from expectations. Readers are cautioned not to place undue reliance on these forward-looking statements, which speak only as of their dates, and they should not be relied upon in making purchasing decisions.
  29. 29. ©2014 SAP SE or an SAP affiliate company. All rights reserved. Thank you Contact information Mark Hourani SAP HANA Product Management AskSAPHANA@sap.com

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