"How to perform ARIMA"

ratheesan
ratheesan New Altair Community Member
edited November 5 in Community Q&A
Hi all,
How to perform ARIMA modelling of time series data in RM?
Which operators are used for the same.
Thanks
Ratheesan
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Answers

  • land
    land New Altair Community Member
    Hi,
    we don't have an explicit ARIMA operator in rapid miner, but I think you could get the same if you apply a MovingAverage operator at first, then window the data and apply a linear regression on the windowed data.

    You have to look in the preprocessing/series group. Take a deeper look on all operator descriptions there.

    Greetings,
      Sebastian
  • ratheesan
    ratheesan New Altair Community Member
    Hi,
    I followed the method you mentioned above.I used WindowExamples2ModelingData operator.But i am not getting the idea about label-name-stem.
    Thanks
    Ratheesan
  • land
    land New Altair Community Member
    Hi,
    the label name stem is actually only the name of the label attribute before windowing. After windowing you should have something like label-0, label-1, label-2 and so on, denoting the value of the label in the indexed time points. The stem then would be "label".

    Greetings,
      Sebastian
  • ratheesan
    ratheesan New Altair Community Member
    Hi,

    Whenever I am working with  WindowExamples2ModelingData operator I am getting "NumberFormatException caught for Input String" message. Any suggestion regarding this?

    Thanks,
    Ratheesan
  • land
    land New Altair Community Member
    Hi,
    here's a small example process. I hope this will guide you around the pitfalls in this area. If you add a few breakpoints, you will see, what each operator does. 
    <operator name="Root" class="Process" expanded="yes">
        <operator name="ExampleSetGenerator" class="ExampleSetGenerator">
            <parameter key="target_function"	value="sum"/>
            <parameter key="number_of_attributes"	value="50"/>
        </operator>
        <operator name="ChangeAttributeRole" class="ChangeAttributeRole">
            <parameter key="name"	value="label"/>
        </operator>
        <operator name="MultivariateSeries2WindowExamples" class="MultivariateSeries2WindowExamples">
            <parameter key="window_size"	value="10"/>
        </operator>
        <operator name="WindowExamples2ModelingData" class="WindowExamples2ModelingData">
            <parameter key="label_name_stem"	value="label"/>
        </operator>
        <operator name="LinearRegression" class="LinearRegression">
            <parameter key="keep_example_set"	value="true"/>
        </operator>
        <operator name="ModelApplier" class="ModelApplier">
            <list key="application_parameters">
            </list>
        </operator>
        <operator name="WindowExamples2OriginalData" class="WindowExamples2OriginalData">
        </operator>
    </operator>
    Greetings,
      Sebastian

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