Explain Predictions - Missing Connection

SkyTrader

Hi there, can anyone figure out how to get the Explain Predictions operator to work? It keeps saying I have a missing connection?

Pls see images.



I'm also not sure why I can't use "Explain Predictions" as a tag?

Cheers, appreciate any thoughts on this.

hbajpai

You would need a split data for training and test set split. 

hbajpai

It is just the multiply operator and I have renamed it.

hbajpai

Hey @SkyTrader

The explain prediction operator does not support .forecast model objects. You might need to replace the ARIMA model with other operators that produce .model objects to utililze explain predictions operator. 

SkyTrader

Thanks very much @hbajpai,
I want to find out which attributes are the main ones that are predicting my label (closing prices). 

Can I not use ARIMA to find out which of my 10 technical indicators are the best predictors of the Dow Jones closing prices? (I mean is there nothing I can add to ARIMA to help?)

Do you have any suggestions as to which operators will give me a model output (I'm predicting Dow Jones Closing Prices)?

Will Random Forests work? If so how would I physically wire the Explain operator in this set up:



Cheers for the help!

hbajpai

You would need a split data for training and test set split. 

SkyTrader

Great! Cheers @hbajpai,
What was the original name of the training and testing operators as they don't exist when I search for them? Split validation? Cross Validation?

hbajpai

It is just the multiply operator and I have renamed it.

SkyTrader

Hi @hbajpai,
As I couldn't use Explain Predictions with ARIMA and because I've not used Random Forests (RF) before which did work thanks to your help, could you please explain the seemingly "random" prediction dates sequence chosen/presented by the RF algo?

The dates seem to follow no pattern although my Excel Dow Jones data for the open/high/low/close was daily? Pls see image:


Also how do I get a RF to make horizon predictions like 30 days ahead which I know is possible with RF. based on research papers I've read?

Here is the working operator layout for anyone interested: 



Cheers again for your help,

hbajpai

Hey @SkyTrader

You can use the RF model inside the Forest Validation operator or Multi Horizon forecast operator depending on your use case. The recent webinar on Industrial time series analysis talks in detail about utilizing multi-horizon forecast.

SkyTrader

Hey @hbajpai
Thanks a lot for the link I will check it out.