Generate Data (ARIMA) (Time Series)
SynopsisThis operator generates a time series from an ARIMA process.
The process is defined by auto-regressive terms and moving-average terms, which defíne how strongly previous values of the time series influence the next values. The result of the operator is a single attribute that includes the time series.
This operator also generates a new ExampleSet. It offers many different generating functions and can generate ExampleSets with a label attribute.
- arima (Data Table)
ExampleSet which has only one attribute that represents the ARIMA time series.
This parameter sets the name of the new time series attribute which is returned.Range:
This parameter list specifies the coefficients of the auto-regressive terms.Range:
This parameter list specifies the coefficients of the moving-average terms.Range:
This parameters sets a starting point for the ARIMA process.Range:
This parameter sets the standard deviation of the innovations. It controls the amount of variation that is added to each new data point.Range:
This parameter is the final length of the generated time series. It is the number of examples of the new ExampleSet.Range:
This parameter indicates if a local random seed should be used. If selected a local seed is used specifically for this operator.Range:
If the use local random seed parameter is checked this parameter determines the local random seed.Range:
Generating a sample ARIMA process
Simple process that generates an ARIMA time series.