Machine Learning

Support for chi-square independence test

With the new CHI_SQUARED function, you can compute the conditional chi-square independence test on two categorical variables to find the likelihood that the two variables are independent. The function also supports the option to condition the test on another set of variables.

ARIMA models support differencing

ARIMA models in Vertica now support differencing. This operation can remove or reduce trends in time series data. To train an ARIMA model that applies differencing, set the integration parameter d to an integer between one and ten. This value specifies the difference order of the model, which determines how many times the differencing operation is applied to the input data.

For an example that trains an ARIMA model that uses differencing, see ARIMA model example.