Orange: ARIMA Model

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Sumber: https://orange.biolab.si/widget-catalog/time-series/arima/


Model 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 ini, 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


Referensi

Pranala Menarik