Difference between revisions of "Orange: ARIMA Model"

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Model the time series using ARMA, ARIMA, or ARIMAX model.
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Widget ARIMA Model me-model-kan time series menggunakan model ARMA, ARIMA, atau ARIMAX.
  
Inputs
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==Input==
  
    Time series: Time series as output by As Timeseries widget.
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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.
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Exogenous data: Time series of additional independent variables that can be used in an ARIMAX model.
  
Outputs
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==Output==
  
    Time series model: The ARIMA model fitted to input time series.
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Time series model: The ARIMA model fitted to input time series.
    Forecast: The forecast time series.
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Forecast: The forecast time series.
    Fitted values: The values that the model was actually fitted to, equals to original values - residuals.
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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.
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Residuals: The errors the model made at each step.
  
Using this widget, you can model the time series with ARIMA model.
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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.
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[[File:Arima-model-stamped.png|center|400px|thumb]]
    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.
 
  
Example
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* 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.
  
See also
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==Contoh==
 +
 
 +
[[File:Arima-model-ex1.png|center|600px|thumb]]
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 +
 
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==See also==
  
 
VAR Model, Model Evaluation
 
VAR Model, Model Evaluation
  
  
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==Youtube==
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* [https://www.youtube.com/watch?v=szLbgFRRl18 YOUTUBE: Forecast Time Series]
  
 
==Referensi==
 
==Referensi==

Latest revision as of 04:54, 9 April 2020

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.

Arima-model-stamped.png
  • 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

Arima-model-ex1.png


See also

VAR Model, Model Evaluation


Youtube

Referensi

Pranala Menarik