Due to recent updates, all users are required to create an Altair One account to login to the RapidMiner community. Click the Register button to create your account using the same email that you have previously used to login to the RapidMiner community. This will ensure that any previously created content will be synced to your Altair One account. Once you login, you will be asked to provide a username that identifies you to other Community users. Email us at Community with questions.
forecast SVR
sarah_mi88
Member Posts: 4 Learner I
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
Tagged:
0
Best Answer
-
varunm1 Member Posts: 1,207 UnicornBut 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?We use "optimize parameters (Grid)" operators to search optimal hyperparameters for a model (SVM in this case). CV is only for validation purposes and doesn't provide any optimal parameters.
In your process, I see "Datum" (I think date) is set as a label and one more "Aufzugstechnik" is also set as a label. A prediction model can only take one label attribute, In your case, it should be "Aufzugstechnik" I guess.
Is your data set time-dependent (time series)? If so, regular cross-validation is not good as it fails in time series backtesting. You should choose the "Sliding window Validation" method.
Here is a link that helps you understand the time-series process in rapidminer
https://rapidminer.com/resource/time-series-analysis/
I attached a modified process, as I don't have your datasets, I did some modifications, you need to add windowing based on your dataset.
You can also see how to do "Optimize parameters" for SVM hyperparameters inside this sliding window validation operator.
Regards,
Varun
https://www.varunmandalapu.com/Be Safe. Follow precautions and Maintain Social Distancing
7
Answers
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?
Varun
https://www.varunmandalapu.com/
Be Safe. Follow precautions and Maintain Social Distancing
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.
Varun
https://www.varunmandalapu.com/
Be Safe. Follow precautions and Maintain Social Distancing
Varun
https://www.varunmandalapu.com/
Be Safe. Follow precautions and Maintain Social Distancing