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Predicting next integer value in a time series
Contributor I
Hi!
I'm from Argentina and new to RapidMiner so I apologize in advance for my poor English.
I have a time series in an Excel that looks like this...
Date Number
May-02 4
May-03 9
May-04 1
May-05 7
May-06 7
and so on... Numbers (they are integers from 0 to 9) can repeat and they are "random". The last record is, for example, Sep-18 is 2. Now... I know that Sep-19 is 7 but I can't find the right model and learner to achieve that.
Here are the steps:
- Read Excel
- Set Role (I labelled the date)
- Windowing (encode series by example, horizon 1, window size 1, step size 1, create single attributes, create label (for Number))
- Sliding Window Validation: Training (learner is SVM Evo, radial) and Testing (Apply Model, Forecasting Performance horizon 1)
Now when I make a copy of the first 3 of the nodes and create an Apply Model node in order to "compare" (with Windowing in horizon 0) the original date with the prediction label, the last record is 0!!!! And I kwow is 3! The rest of the "predictions" are OK.
Is there a simple way to make a prediction of the next value of an integer-valued time series based on the past values?
Hope I've been clear enough.
I really need your help guys!
Thank you very much!
Leo
P.S.: I tried to "copy" the way of modeling from this video... http://www.youtube.com/watch?v=UmGIGEJMmN8
I'm from Argentina and new to RapidMiner so I apologize in advance for my poor English.
I have a time series in an Excel that looks like this...
Date Number
May-02 4
May-03 9
May-04 1
May-05 7
May-06 7
and so on... Numbers (they are integers from 0 to 9) can repeat and they are "random". The last record is, for example, Sep-18 is 2. Now... I know that Sep-19 is 7 but I can't find the right model and learner to achieve that.
Here are the steps:
- Read Excel
- Set Role (I labelled the date)
- Windowing (encode series by example, horizon 1, window size 1, step size 1, create single attributes, create label (for Number))
- Sliding Window Validation: Training (learner is SVM Evo, radial) and Testing (Apply Model, Forecasting Performance horizon 1)
Now when I make a copy of the first 3 of the nodes and create an Apply Model node in order to "compare" (with Windowing in horizon 0) the original date with the prediction label, the last record is 0!!!! And I kwow is 3! The rest of the "predictions" are OK.
Is there a simple way to make a prediction of the next value of an integer-valued time series based on the past values?
Hope I've been clear enough.
I really need your help guys!
Thank you very much!
Leo
P.S.: I tried to "copy" the way of modeling from this video... http://www.youtube.com/watch?v=UmGIGEJMmN8
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Answers
I don't know what to do, I'm stuck.
The spreadsheet looks like this
Date1 Number1
Date2 Number2
...
DateN Number N
I think I'm making a mistake with the Windowing because it is predicting very well with the "past days" but for the last day it ALWAYS displays 0 in any case.
Must I add one mor row to put Date N + 1 in order to get Number N+1?
Can you please explain how to perform this same process in Rapidminer 7.2.002? When I'm searching for the window operator nothing is coming up. Thank you.