ARIMAX and Optimization Operator for both feature selection and parameters

knnbayazknnbayaz Member Posts: 9 Contributor II
edited June 2019 in Help
Hi

ARIMAX (Auto Regressive Integrated Moving Average with Exogeneous Input) algorithm will be very good i think. It is ver usefull  for time series forecasting. And optimization algorithm can handle both feature selection and parameter optimization. Optimization algorithm optimize feature selection and parameter optimization at the same time. Maybe this is available in rapidminer but i don' know if there is

Answers

  • MariusHelfMariusHelf RapidMiner Certified Expert, Member Posts: 1,869 Unicorn
    As far as I know ARIMAX is not yet implemented for RapidMiner. I will propose it as part of the rework of our series extension, but I can't give you any time estimates or even say if it will be accepted at all.

    Best regards,
    Marius
  • knnbayazknnbayaz Member Posts: 9 Contributor II
    Thanks Marius

    I want to know if rapidminer team are planning an optimization tool which optimize feature selection and parameter optimization concurrently. The article in the data mining literature show us this kind of tools are very succesful. To my knowledge, rapidminer can not optimize feature selection and parameter optimization concurrently.
  • MariusHelfMariusHelf RapidMiner Certified Expert, Member Posts: 1,869 Unicorn
    Heya,

    you can simply put the feature optimization operator inside of the parameter optimization operator or vice versa. That way you get a cascade which optimizes features and parameters at the same time.

    Best, Marius
    Masoud_Rezaei1377
  • Vaibhav557Vaibhav557 Member Posts: 4 Contributor I
    you can use multivariate forecast using regression.

    www.google.com

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