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  • Auto-SARIMA
ComponentComponent

Auto-SARIMA

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This component uses a heuristic approach to analyze the target series and fit a (S)ARIMA model for forecasting with automatically configured hyper-parameters. An interactive view is produced to help interpret and visualize the model used and forecasts generated. Before using this component verify that there are no missing values in your target series. If there are, you can impute them externally with the missing value node. Two types of predictions are computed: 1. Forecast: forecast of the given time series h periods ahead. 2. In-Sample Prediction: generates prediction in the range of the training data. If you encoutner errors please verify that Preferances > KNIME > Python (labs) > Python environment configuration is set to bundled

Component details

Input ports
  1. Type: Table
    Input Series
    Input table containing a column to be forecasted.
Output ports
  1. Type: Table
    Forecast
    Future forecast values of target series.
  2. Type: Table
    Insample Prediction
    Insample model prediction on input rows.
  3. Type: Table
    Error Metrics
    Insample error metrics of output model.

Used extensions & nodes

Created with KNIME Analytics Platform version 4.6.1
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    KNIME Base nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.1

    KNIME profile image
    knime
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    KNIME Data Generation Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.0

    KNIME profile image
    knime
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    KNIME Expressions Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.0

    KNIME profile image
    knime
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    KNIME JavaScript Views Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.1

    KNIME profile image
    knime
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    KNIME Javasnippet Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.0

    KNIME profile image
    knime
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    KNIME Math Expression (JEP) Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.0

    KNIME profile image
    knime
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    KNIME Python Integration (Labs) Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.1

    KNIME profile image
    knime
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    KNIME Quick Forms Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.0

    KNIME profile image
    knime
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    KNIME Statistics Nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.0

    KNIME profile image
    knime
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    KNIME Timeseries nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.6.0

    KNIME profile image
    knime
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Legal

By using or downloading the component, you agree to our terms and conditions.

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