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Any Operators for AR(I)MA Timeseries Forecasting?

oheeringoheering Member Posts: 3 Contributor I
edited November 2018 in Help
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

Answers

  • landland RapidMiner Certified Analyst, RapidMiner Certified Expert, Member Posts: 2,527   Unicorn
    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 :)
    If you have any questions regarding the implementation, feel free to ask.

    Apriori thanks from my side,
      Sebastian
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