The Time Series node estimates exponential smoothing,
univariate Autoregressive Integrated Moving Average (ARIMA), and multivariate ARIMA (or transfer
function) models for time series data and produces forecasts of future performance.
Table 1. ts properties
ts Properties
Values
Property description
targets
field
The Time Series node forecasts one or more targets, optionally using one or more input fields
as predictors. Frequency and weight fields are not used. See Common modeling node properties for more information.
candidate_inputs
[field1 ... fieldN]
Input or predictor fields used by the model.
use_period
flag
date_time_field
field
input_interval
None Unknown Year Quarter Month Week Day Hour Hour_nonperiod Minute Minute_nonperiod Second Second_nonperiod
Specifies the Exponential Smoothing method. Default is Simple.
futureValue_type_method
Compute specify
If Compute is used, the system computes the Future Values for the forecast
period for each predictor.
For each predictor, you can choose from a list of functions (blank, mean of recent points, most
recent value) or use specify to enter values manually. To specify individual fields
and properties, use the extend_metric_values property. For
example:
set :ts.futureValue_type_method="specify"
set :ts.extend_metric_values=[{'Market_1','USER_SPECIFY', [1,2,3]},
{'Market_2','MOST_RECENT_VALUE', ''},{'Market_3','RECENT_POINTS_MEAN', ''}]
Copy to clipboardCopied to clipboard
exsmooth_transformation_type
None SquareRoot NaturalLog
arima.p
integer
arima.d
integer
arima.q
integer
arima.sp
integer
arima.sd
integer
arima.sq
integer
arima_transformation_type
None SquareRoot NaturalLog
arima_include_constant
flag
tf_arima.p.fieldname
integer
For transfer functions.
tf_arima.d.fieldname
integer
For transfer functions.
tf_arima.q.fieldname
integer
For transfer functions.
tf_arima.sp.fieldname
integer
For transfer functions.
tf_arima.sd.fieldname
integer
For transfer functions.
tf_arima.sq.fieldname
integer
For transfer functions.
tf_arima.delay.fieldname
integer
For transfer functions.
tf_arima.transformation_type.fieldname
None SquareRoot NaturalLog
For transfer functions.
arima_detect_outliers
flag
arima_outlier_additive
flag
arima_outlier_level_shift
flag
arima_outlier_innovational
flag
arima_outlier_transient
flag
arima_outlier_seasonal_additive
flag
arima_outlier_local_trend
flag
arima_outlier_additive_patch
flag
max_lags
integer
cal_PI
flag
conf_limit_pct
real
events
fields
continue
flag
scoring_model_only
flag
Use for models with very large numbers (tens of thousands) of time series.
forecastperiods
integer
extend_records_into_future
flag
extend_metric_values
fields
Allows you to provide future values for predictors.
conf_limits
flag
noise_res
flag
max_models_output
integer
Controls how many models are shown in output. Default is 10. Models are not
shown in output if the total number of models built exceeds this value. Models are still available
for scoring.
missing_value_threshold
double
Computes data quality measures for the time variable and for input data corresponding to each
time series. If the data quality score is lower than this threshold, the corresponding time series
will be discarded.
compute_future_values_input
boolean
False: Compute future values of inputs. True:
Select fields whose values you wish to add to the data.
About cookies on this siteOur websites require some cookies to function properly (required). In addition, other cookies may be used with your consent to analyze site usage, improve the user experience and for advertising.For more information, please review your cookie preferences options. By visiting our website, you agree to our processing of information as described in IBM’sprivacy statement. To provide a smooth navigation, your cookie preferences will be shared across the IBM web domains listed here.