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Any Operators for AR(I)MA Timeseries Forecasting?
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. ;-)