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Time Series_Optimize Holt-Winters Model_Wrong Connection

Big_BurgerBig_Burger Member Posts: 3 Learner I
edited June 25 in Help
Hi there,

I am a beginner with RapidMiner and have run into the following problem. I am using the Holt-Winters model to make predictions from a time series. I started with applying the model to my data. Then I added a forecast validation by creating this process:


Inside the Forecast Validation it looks like this:



So far so good. The process works, I get results and a validation of the results. 
At this point I wanted to add an optimizer, which automatically determines the best parameters for the Holt-Winters model. This is where my struggle starts. I adapted my process by adding the function "Optimize parameters":


Then I inserted the "Forecast Validation" into the "Optimize parameters" function:


Inside the "Forecast Validation" it looks like this: 


Now when I run the process, I get the following error message":


I already tried rearranging the functions in various ways but I didn't manage to solve the error. Please find attached the RapidMiner process. I really appreciate any help! 

Thanks in advance and best regards,
Simon

Best Answer

Answers

  • David_ADavid_A Administrator, Moderator, Employee, RMResearcher, Member Posts: 246  RM Research

    timeseries forecast models are of a different class than regular machine learning models.
    Your process layout looks good, you only to connect the model output from the forecast validation to a normal "out" port (like you did with the test example set in your last screenshot). Afterwards everything should work fine.

    Best,
    David
  • Big_BurgerBig_Burger Member Posts: 3 Learner I
    Hi @David_A,

    Thank you for your feedback. I tried your solution, but it did not work (message "no result from optimization"). Nevertheless, my colleague solved the problem. I have to use a workaround (2 processes): the "apply forecast" function and the model connections have to be completely removed. In this way, the process yields the best parameters for my model. 
    These parameters I can then use in my first process, to get the results. 

    Maybe there would be a way to integrate both into one process, but I haven't figured it out yet.

    Thanks anyway and best regards,
    Simon
  • David_ADavid_A Administrator, Moderator, Employee, RMResearcher, Member Posts: 246  RM Research
    Hi,

    I'll take a look at your process and check where the issue might be. But glad to hear that you found a working solution for now.

    Best,
    David
    Big_Burger
  • Big_BurgerBig_Burger Member Posts: 3 Learner I
    Hi @David_A

    Thank you for your answer. It works with your process! Sometimes the solution could be so easy. Thanks again for your help!

    Best regards,
    Simon
    David_A
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