Hi,
I need to set future values of a field (predictor) in my ARIMA model. The field indicates if a future date is a holiday or not. I can manually fill in the values in the TS Time Intervals node (Forecast tab), but I need to automate the generation of these values. I'm running a loop from python in which I run multiple ARIMA models. Is there a way I can specify the future values other than manually entering the values in the TS Time Intervals node? Can I do that from python? any other options?
Thanks! Juan
Answer by Snowdon (830) | Sep 09, 2016 at 05:21 AM
Hi @JuanJR
I don't think there is a way to programmatically set the future values directly in the TI node corresponding to the way you set them manually.
A possible approach night be to use python script to create a user input node which holds the future values (if there is a lot you might want to write out a csv file)
Then merge that back in and use a filler node to overwrite the empty future values with the newly merged ones.
HTH
Ted
Answer by JuanJR (2) | Sep 09, 2016 at 09:15 AM
Thanks for you response. Your comment made me better understand how the Time Intervals node works, and I was able to get the future values in by merging the future values right after the Time Intervals node, and before I call the ARIMA nugget.
Thanks!!
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