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autoarima train_​test

Splits dataset into train and test sets. Perform auto arima on the training set to find p, d and q parameters. Use p, d and q parameters to forecast test set using 1 step expanding window forecast.

Options

Target column
Target column to forecast
Training set percentage
Training set percentage. Range from 0 to 1. Test set will be 1 - training set percentage

Input Ports

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Time series data

Output Ports

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Forecast values vs test set
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Performance scored by numeric scorer
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p, d and q parameters

Nodes

Extensions

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