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Any Operators for AR(I)MA Timeseries Forecasting?

Contributor

Any Operators for AR(I)MA Timeseries Forecasting?

Hi,

as I am about to write my diploma thesis about timeseries forecasting I came across the popular ARMA and ARIMA models for exactly this task. As I searched the forum i just found the following quote by Ingo about windowing and applying usual regression methods:: "Together with strong learners like SVM, this method often clearly outperforms classical methods like ARMA / ARIMA and delivers better and more robust results than neural networks for time series predictions." Now I would like to confirm this on my data and I wonder if any ARMA or ARIMA modelling operators are already present in the current RapidMiner distribution. If not it might be a good idea for me to implement them...

Thanks in advance for your reply. ;-)

Oliver
1 REPLY
Elite

Re: Any Operators for AR(I)MA Timeseries Forecasting?

Hi Oliver,
ARMA and ARIMA are now some good old friends on my ToDo list. I think they reside there since the late 2007, but I didn't mange to implement them. I would not be too unhappy if you would do and contribute your code Smiley Happy
If you have any questions regarding the implementation, feel free to ask.

Apriori thanks from my side,
  Sebastian
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