ARIMA loop model get stucked always and do not complete the execution

data1mathsdata1maths Member Posts: 27 Contributor I
edited December 2018 in Help

Hello everyone,

 

I've created a process to make forcast on a time series using arima(p,d,q) model inside a loop that changes p,d,q parameters(Optimize Parameters (Grid)) within a certain range. the problem is that once I enlarge the range of each parameter the execution don't provide forecast output anymore, which is really odd.

image.png???

 

Here is an example proving that the execution don't provide results:

image.png

 

AND

image.png

 

I do really need your help guys.

 

Thank you in advance.

Best regards.

Answers

  • tftemmetftemme Administrator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, RMResearcher, Member Posts: 130  RM Research

    Hi @data1maths,

     

    Would it be possible to provide your process (as xml) and best a sample dataset (or a one which is as similar as possible), to investigate in more detail what is happening?

     

    Best regards,

    Fabian

    data1maths
  • data1mathsdata1maths Member Posts: 27 Contributor I

    Hi tftemme,

     

    Here is the process(xml).

    Thank you very much.

    Best regards

     

     

    <?xml version="1.0" encoding="UTF-8"?><process version="9.0.003">
    <context>
    <input/>
    <output/>
    <macros/>
    </context>
    <operator activated="true" class="process" compatibility="9.0.003" expanded="true" name="Process">
    <process expanded="true">
    <operator activated="true" class="retrieve" compatibility="9.0.003" expanded="true" height="68" name="Retrieve Time series-mvts de congestion" width="90" x="112" y="136">
    <parameter key="repository_entry" value="Time series-mvts de congestion"/>
    </operator>
    <operator activated="true" class="set_macros" compatibility="9.0.003" expanded="true" height="82" name="Set Macros" width="90" x="380" y="34">
    <list key="macros">
    <parameter key="dateTime" value="'PILOT ON'"/>
    </list>
    </operator>
    <operator activated="true" class="generate_attributes" compatibility="9.0.003" expanded="true" height="82" name="Generate Attributes" width="90" x="313" y="289">
    <list key="function_descriptions">
    <parameter key="count" value="1"/>
    </list>
    </operator>
    <operator activated="true" class="select_attributes" compatibility="9.0.003" expanded="true" height="82" name="Select Attributes" width="90" x="447" y="289">
    <parameter key="attribute_filter_type" value="subset"/>
    <parameter key="attributes" value="count|PILOT ON"/>
    </operator>
    <operator activated="true" class="generate_id" compatibility="9.0.003" expanded="true" height="82" name="Generate ID" width="90" x="514" y="187"/>
    <operator activated="true" class="python_scripting:execute_python" compatibility="8.2.000" expanded="true" height="103" name="Execute Python" width="90" x="715" y="34">
    <parameter key="script" value="import pandas as pd&#10;&#10;# rm_main is a mandatory function, &#10;# the number of arguments has to be the number of input ports (can be none)&#10;DT = %{dateTime}&#10;&#10;def rm_main(data):&#10;&#10; data[DT] = pd.to_datetime(data[DT])&#10; data = data.set_index(DT)&#10; data = data.resample('4H', how='count')&#10; data = data.reset_index()&#10; &#10; #data.rm_metadata[&quot;Datetime&quot;] = (None,&quot;regular&quot;)&#10; &#10; # connect 2 output ports to see the results&#10; return data"/>
    </operator>
    <operator activated="false" class="multiply" compatibility="9.0.003" expanded="true" height="82" name="Multiply" width="90" x="782" y="136"/>
    <operator activated="false" class="write_excel" compatibility="9.0.003" expanded="true" height="82" name="Write Excel" width="90" x="849" y="289">
    <parameter key="excel_file" value="C:\Users\HP\Desktop\tmpa\Mental strenght\dataset sample-RM-cong.xlsx"/>
    </operator>
    <operator activated="true" breakpoints="after" class="concurrency:optimize_parameters_grid" compatibility="9.0.003" expanded="true" height="166" name="Optimize Parameters (Grid)" origin="GENERATED_SAMPLE" width="90" x="916" y="34">
    <list key="parameters">
    <parameter key="ARIMA Original Data.plithiumorder_of_the_autoregressive_model" value="[1;24;24;linear]"/>
    <parameter key="ARIMA Original Data.dlithiumdegree_of_differencing" value="[0.0;2;2;linear]"/>
    <parameter key="ARIMA Original Data.qlithiumorder_of_the_moving-average_model" value="[0;24;24;linear]"/>
    </list>
    <process expanded="true">
    <operator activated="true" class="time_series:arima_trainer" compatibility="9.0.003" expanded="true" height="103" name="ARIMA Original Data" origin="GENERATED_SAMPLE" width="90" x="380" y="34">
    <parameter key="time_series_attribute" value="count"/>
    <parameter key="indices_attribute" value="id"/>
    <parameter key="plithiumorder_of_the_autoregressive_model" value="24"/>
    <parameter key="dlithiumdegree_of_differencing" value="2"/>
    <parameter key="qlithiumorder_of_the_moving-average_model" value="24"/>
    </operator>
    <connect from_port="input 1" to_op="ARIMA Original Data" to_port="example set"/>
    <connect from_op="ARIMA Original Data" from_port="forecast model" to_port="output 1"/>
    <connect from_op="ARIMA Original Data" from_port="performance" to_port="performance"/>
    <connect from_op="ARIMA Original Data" from_port="original" to_port="output 2"/>
    <portSpacing port="source_input 1" spacing="0"/>
    <portSpacing port="source_input 2" spacing="0"/>
    <portSpacing port="sink_performance" spacing="0"/>
    <portSpacing port="sink_model" spacing="0"/>
    <portSpacing port="sink_output 1" spacing="0"/>
    <portSpacing port="sink_output 2" spacing="0"/>
    <portSpacing port="sink_output 3" spacing="0"/>
    </process>
    </operator>
    <operator activated="true" class="time_series:apply_forecast" compatibility="9.0.003" expanded="true" height="82" name="Apply Forecast" origin="GENERATED_SAMPLE" width="90" x="1050" y="187"/>
    <connect from_op="Retrieve Time series-mvts de congestion" from_port="output" to_op="Set Macros" to_port="through 1"/>
    <connect from_op="Set Macros" from_port="through 1" to_op="Generate Attributes" to_port="example set input"/>
    <connect from_op="Generate Attributes" from_port="example set output" to_op="Select Attributes" to_port="example set input"/>
    <connect from_op="Select Attributes" from_port="example set output" to_op="Generate ID" to_port="example set input"/>
    <connect from_op="Generate ID" from_port="example set output" to_op="Execute Python" to_port="input 1"/>
    <connect from_op="Execute Python" from_port="output 1" to_op="Optimize Parameters (Grid)" to_port="input 1"/>
    <connect from_op="Multiply" from_port="output 1" to_op="Write Excel" to_port="input"/>
    <connect from_op="Optimize Parameters (Grid)" from_port="performance" to_port="result 3"/>
    <connect from_op="Optimize Parameters (Grid)" from_port="model" to_port="result 4"/>
    <connect from_op="Optimize Parameters (Grid)" from_port="parameter set" to_port="result 5"/>
    <connect from_op="Optimize Parameters (Grid)" from_port="output 1" to_op="Apply Forecast" to_port="forecast model"/>
    <connect from_op="Apply Forecast" from_port="example set" to_port="result 1"/>
    <connect from_op="Apply Forecast" from_port="original" to_port="result 2"/>
    <portSpacing port="source_input 1" spacing="0"/>
    <portSpacing port="sink_result 1" spacing="0"/>
    <portSpacing port="sink_result 2" spacing="0"/>
    <portSpacing port="sink_result 3" spacing="0"/>
    <portSpacing port="sink_result 4" spacing="0"/>
    <portSpacing port="sink_result 5" spacing="0"/>
    <portSpacing port="sink_result 6" spacing="0"/>
    <portSpacing port="sink_result 7" spacing="0"/>
    </process>
    </operator>
    </process>

     

     

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