Comments and answers for "How do I make a predict function more aggressive?"
https://answers.splunk.com/answers/628858/how-do-i-make-a-predict-function-more-aggressive.html
The latest comments and answers for the question "How do I make a predict function more aggressive?"Comment by cmerriman on cmerriman's comment
https://answers.splunk.com/comments/632334/view.html
Hopefully i explain this right.
so the AR parameter uses past values for the time series. the `p` value assigned is how many holdback orders it'll use.
the D parameter simply subtracts the current and previous values together `d` number of times to basically make the time series stationary
the MA parameter represents is basically a moving average to account for error, the value assigned determines how many terms to include.Mon, 26 Mar 2018 12:35:05 GMTcmerrimanComment by HattrickNZ on HattrickNZ's answer
https://answers.splunk.com/comments/630362/view.html
An idea of what I got when trying the following
`... | fit ARIMA Total order=0-2-7 forecast_k=12`
Error in 'fit' command: Error while fitting "ARIMA" model: The computed initial MA coefficients are not invertible. You should induce invertibility by choosing a different model order.
`... |fit ARIMA Total order=0-2-0 forecast_k=12`
Error in 'fit' command: Error while fitting "ARIMA" model: operands could not be broadcast together with shapes (88,) (0,) (88,)
`... | fit ARIMA _time Total order=0-2-0 forecast_k=12`
`... | fit ARIMA _time Total order=3-1-1 forecast_k=12`
I could get this to display something in the graph without errors, not sure of what is doing, but that is more reading up for me to do.
In the meantime could you try and briefly relate the 3 values order needs to my data/graph.
[order needs three values][1]:
Number of autoregressive (AR) parameters
Number of differencing operations (D)
Number of moving average (MA) Parameters
[1]: https://docs.splunk.com/Documentation/MLApp/3.1.0/User/Algorithms#Time_Series_AnalysisSun, 25 Mar 2018 22:06:07 GMTHattrickNZAnswer by cmerriman
https://answers.splunk.com/answering/628929/view.html
if you try ARIMA, maybe try something like this:
| fit ARIMA _time Total order=0-2-7 forecast_k=12
https://docs.splunk.com/Documentation/MLApp/3.1.0/User/Algorithms#Time_Series_Analysis
you'll need the MLTK if you don't already have it.
https://splunkbase.splunk.com/app/2890/Fri, 23 Mar 2018 12:54:09 GMTcmerriman