Orange: ARIMA Model
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Sumber: https://orange.biolab.si/widget-catalog/time-series/arima/
Widget ARIMA Model me-model-kan time series menggunakan model ARMA, ARIMA, atau ARIMAX.
Input
Time series: Time series as output by As Timeseries widget. Exogenous data: Time series of additional independent variables that can be used in an ARIMAX model.
Output
Time series model: The ARIMA model fitted to input time series. Forecast: The forecast time series. Fitted values: The values that the model was actually fitted to, equals to original values - residuals. Residuals: The errors the model made at each step.
Menggunakan widget ARIMA Model, kita dapat me-model time series menggunakan model ARIMA.
- Model’s name. By default, the name is derived from the model and its parameters.
- ARIMA’s p, d, q parameters.
- Use exogenous data. Using this option, you need to connect additional series on the Exogenous data input signal.
- Number of forecast steps the model should output, along with the desired confidence intervals values at each step.
Contoh
See also
VAR Model, Model Evaluation