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Hi,
I have got TimeSeriesRDD in spark, but I don't know how to get the forecast.
val rdd = sc.textFile(path).map { line =>
val tokens = line.split(",")
val series = new DenseVector(tokens.tail.map(_.toDouble))
(tokens.head, series.asInstanceOf[Vector])
}
val start = ZonedDateTime.of(2015, 4, 9, 0, 0, 0, 0, ZoneId.of("Z"))
val index = uniform(start, 250, new DayFrequency(1))
val tsRDD = new TimeSeriesRDD(index, rdd);
val arimaModel = tsRDD.map(tuple => (tuple._1, ARIMA.fitModel(1,0,1,tuple._2)))
Thanks
The text was updated successfully, but these errors were encountered:
jinxiu2216
changed the title
forecast problem in spark arima
How to forecast problem in spark arima
Sep 30, 2017
jinxiu2216
changed the title
How to forecast problem in spark arima
How to forecast problem in spark arima?
Sep 30, 2017
Forecast API we can add it...idea is that we use one-step ahead prediction and then add the predicted point back to the time-series to predict the next step...as the prediction horizon increases error will be impacted...are you looking into specific problem ?? The current ARIMA model can be used with a ringbuffer support...
Hi,
I have got TimeSeriesRDD in spark, but I don't know how to get the forecast.
val rdd = sc.textFile(path).map { line =>
val tokens = line.split(",")
val series = new DenseVector(tokens.tail.map(_.toDouble))
(tokens.head, series.asInstanceOf[Vector])
}
val start = ZonedDateTime.of(2015, 4, 9, 0, 0, 0, 0, ZoneId.of("Z"))
val index = uniform(start, 250, new DayFrequency(1))
val tsRDD = new TimeSeriesRDD(index, rdd);
val arimaModel = tsRDD.map(tuple => (tuple._1, ARIMA.fitModel(1,0,1,tuple._2)))
Thanks
The text was updated successfully, but these errors were encountered: