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ARIMA Prediction Intervals
pedrodomingosdv
Member Posts: 17 Contributor II
Hi, I was successful establishing a suitable ARIMA model with nice results, but I was thinking if it is possible to show also the prediction intervals?
That would be good to end users I believe.
Regards
That would be good to end users I believe.
Regards
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Best Answer
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tftemme Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, RMResearcher, Member Posts: 164 RM ResearchHi @pedrodomingosdv,
Unfortunately the calculation of the prediction intervals is not yet implemented.
I would suggest to use the Forecast Validation operator to calculate the (regression) performance of the model on test windows of your data set.
Best regards,
Fabian6
Answers
thanks for the reply. I suspected that it wasn't available so far. Now I'm sure.
Looking forward t ha