Forecast Single Strategy
Last updated: 13 Jan 2023
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 |
- Day
- Week
- Month
- Quarter
- Year
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. |