forecast SVR

sarah_mi88sarah_mi88 Member Posts: 4 Learner I
edited November 2019 in Help
Hi everyone,

I want to apply support vector regression with sales data for training from 2016-2017 and for testing from 2018 (label date). My aim is to see the forecast value for the next 4 periods. But operator "apply forecast" doesn't work and operator "Performance (Regression)" doesn't evaluate labels of type date. For parameters choosen see screenshot below. If any data are missing, pls comment. What do I have to do??

Thx and cheers,
Sarah
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  • varunm1varunm1 Moderator, Member Posts: 1,115   Unicorn
    Hello @sarah_mi88

    It says that you set a column with date data type as label column. Did you set that? Can you provide .rmp file (File --> Export Process) and dara for us to debug?
    Regards,
    Varun
    https://www.varunmandalapu.com/

    Be Safe. Follow precautions and Maintain Social Distancing

    sgenzer
  • sarah_mi88sarah_mi88 Member Posts: 4 Learner I
    Hello @varunm1

    thanks for your help! I specified the label and get now the prediction values. But how do I find "good" values for gamma, C, epsilon/nu and p? (nu-SVR or epsilon-SVR, I want to do regression). What is common practice? Doing CV? But how? See .rmp file in attachment. Currently the prediction doesn't include trend, seasonality; the predicted value is the same for the whole test interval.

  • sarah_mi88sarah_mi88 Member Posts: 4 Learner I
    Thank you so much. Really appreciating it. Besides I get this error. Can you help me with that too? (attached xlsx)
  • varunm1varunm1 Moderator, Member Posts: 1,115   Unicorn
    Hello @sarah_mi88

    This error comes when your dataset has irregular information in the date column. For time series, you need to have a monotonically increasing date column (you should not have the same date and time repeating in your dataset).

    Based on the dataset you gave (very small dataset). Please find the working process.ย 
    Regards,
    Varun
    https://www.varunmandalapu.com/

    Be Safe. Follow precautions and Maintain Social Distancing

    sgenzerlionelderkrikor
  • sarah_mi88sarah_mi88 Member Posts: 4 Learner I
    Hello Varun

    ok. Sorry for the stupid question but why is the value always the same ? (no trend, saisonality,ย  same prediction for Q1-4)
  • varunm1varunm1 Moderator, Member Posts: 1,115   Unicorn
    I observed that the model is doing worse. If you see the squared correlation value from the performance it is zero which means the model is not at all good. This may be due to fewer data in your dataset (7 examples is very small). Try simple models like GLM and see how it goes, you can also look at time series models like ARIMA.
    Regards,
    Varun
    https://www.varunmandalapu.com/

    Be Safe. Follow precautions and Maintain Social Distancing

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