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ComponentComponent

ARIMA Learner

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Trains an AutoRegressive Integrated Moving Average (ARIMA) model. ARIMA model captures temporal structures in time series data in the following components: - AR: Relationship between the current observation and a number (p) of lagged observations - I: Degree (d) of differencing required to make the time series stationary - MA: Time series mean and the relationship between the current forecast error and a number (q) of lagged forecast errors Additionally, coefficent statistics and residuals are provided as table outputs. Model Summary metrics: RMSE (Root Mean Square Error) MAE (Mean Absolute Error) MAPE (Mean Absolute Percentage Error) *will be missing if zeroes in target R2 (Coefficient of Determination) Log Likelihood AIC (Akaike Information Criterion) BIC (Bayesian Information Criterion) Note: This component requires a Python environment with StatsModels package installed. In this blog post we explain how to setup the KNIME Python extension: https://www.knime.com/blog/setting-up-the-knime-python-extension-revisited-for-python-30-and-20 Python script is used due to performance reasons. KNIME Autoregressive integrated moving average (ARIMA) extension provides an alternative ARIMA Learner node: https://kni.me/e/5_ZZ3nif8tLRjGji Required extensions: KNIME Python Integration (https://hub.knime.com/knime/extensions/org.knime.features.python2/latest) KNIME Quick Forms (https://hub.knime.com/knime/extensions/org.knime.features.js.quickforms/latest)

Component details

Input ports
  1. Input data Type: Data
    Table containing numeric target column to fit the ARIMA model.
Output ports
  1. ARIMA Model Type: Python
    ARIMA model
  2. ARIMA Model Summary Type: Data
    Table containing the coefficient statistics and the following evaluation metrics of the ARIMA model: RMSE MAE MAPE R2 Log Likelihood AIC BIC
  3. Residuals Type: Data
    Table containing the residuals

Used extensions & nodes

Created with KNIME Analytics Platform version 4.1.0
  • KNIME Core Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.1.0

  • KNIME Math Expression (JEP) Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.1.0

  • KNIME Python Integration Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.1.0

  • KNIME Quick Forms Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.1.0

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