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ComponentComponent

SARIMA Learner

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Trains a Seasonal AutoRegressive Integrated Moving Average (SARIMA) model. SARIMA models capture 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 *Seasonal versions of these operate similarly with lag intervals equal to the seasonal period (S). 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: knime.com/blog/setting-up-the-knime-python-extension-revisited-for-python-30-and-20

Component details

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

Used extensions & nodes

Created with KNIME Analytics Platform version 4.4.0
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    KNIME Base nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.4.0

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    KNIME Javasnippet Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.4.0

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    KNIME Math Expression (JEP) Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.4.0

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    KNIME Python Integration Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.4.0

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    KNIME Quick Forms Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.4.0

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    KNIME Statistics Nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.4.0

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Legal

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

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