Difference between revisions of "Orange: ARIMA Model"
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Model the time series using ARMA, ARIMA, or ARIMAX model. | Model the time series using ARMA, ARIMA, or ARIMAX model. | ||
| − | + | ==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. | |
Using this widget, you can model the time series with ARIMA model. | Using this widget, you can model the time series with ARIMA model. | ||
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[[File:Arima-model-stamped.png|center|200px|thumb]] | [[File:Arima-model-stamped.png|center|200px|thumb]] | ||
| − | + | * 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== | ==Contoh== | ||
Revision as of 06:25, 30 January 2020
Sumber: https://orange.biolab.si/widget-catalog/time-series/arima/
Model the time series using ARMA, ARIMA, or ARIMAX model.
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.
Using this widget, you can model the time series with ARIMA model.
- 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