Forecast Single Strategy
- 13 Jan 2023
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Forecast Single Strategy
- Updated on 13 Jan 2023
- 1 Minute to read
- Print
- DarkLight
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Description
The Forecast Single Strategy node applies a single forecast model to a data set, per combo split.
Configuration Options
Basic Configuration Options
Setting | Description\Parameters |
---|---|
Split Columns | The selected columns split the data set over to build additional models. |
Target Column | The column we are predicting. |
Sort By Columns | Sort data rows by these columns. |
Time Granularity | Length of time between records in the input data set. I.e., if each input record represents a week of data, the time granularity is Week . Options
|
Role Column | Splits the data set into scoring and training data. |
Training Value | Value in the Role Column for training data. |
Scoring Value | Value in the Role Column for scoring data. |
Predictors | The columns we are using to predict with. |
Forecast Horizon | Number of periods to forecast forward from the end of the input data set. |
Model Column | The column indicates which predictive model to apply to the combo. See Forecast Strategy for a description of each model. See below for valid inputs. |
Time Column | Optional column to seed time values for future forecast periods. |
Timeout | The specified timeout for the action. If this time is exceeded, the node action will fail, regardless of the success of the action. |
Model Column
Model | Allowed Model Column Value | Alternate Model Column Value |
---|---|---|
Mean | MEAN | FORECAST_MEAN |
ARIMA | ARIMA | FORECAST_ARIMA |
Exponential Smoothing State Space | ETS | FORECAST_ETS |
Theta | THETA | FORECAST_THETA |
Linear Regression | LINREG | FORECAST_LINREG |
Prophet | PROPHET | FORECAST_PROPHET |
Seasonal Decomposition | STLF | FORECAST_STLF |
Croston's | CROSTON | FORECAST_CROSTON |
Improved Croston's | IMPROVED_CROSTON | FORECAST_IMPROVED_CROSTON |
Neural Network | NNET | FORECAST_NNET |
Good Signal Ensemble | GOOD_SIG_ENS | FORECAST_GOOD_SIG_ENS |
Poor Signal Ensemble | POOR_SIG_ENS | FORECAST_POOR_SIG_ENS |
Intermittent Data Ensemble | INTER_DATA_ENS | FORECAST_INTER_DATA_ENS |
Actions
Action | Description |
---|---|
Preview | Once any forecast models have been built, the combined result set can be previewed at any time. |
Rebuild Model | Rebuild any selected models. Produces an .Rdata file that's used to forecast values. |
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