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Time series Test and Score #157
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I believe the widget for this task is Model Evaluation. Test & Score is not optimized for timeseries prediction. I believe you are looking for the Timeseries add-on. |
Thank you Adja , kNN give me good results with Test &Score. But I can't trust this results since it is done randomly. Is there a way to test supervied Models on times series as Evaluation widget? |
I am sorry. I think I close it by a mistake |
If I'm not mistaken, the answer would have to be "no". We need to discuss whether such type of sampling (train on data points up to n (or the last n-point window), and test on the next one (or the next m-point window) belongs to Test and Score widget or to the time series add-on. It's a tough one:
We could, of course, factor out the common code to a base widget, but this might be quite a project. |
As stated above, this might be more appropriate for Model Evaluation widget from Timeseries. We would have to make it work with kNN in this case (or other models). I cannot think of a case where one would predict the next m-point window other than a timeseries. |
Decision from the meeting: |
Do you mean test on train option from test widget? If you mean this it will take long time to perform it on data with thousands of data to be tested . |
One simple, standard alternative would be to introduce the lag/shift operator: |
Hello
Applying random validation on time series giving wrong results in my case . Can we force training in one direction ? From past to current time predict next point in future
I want to perform leave one out test on time series with respect to date . So every we perform training on all past data and test on the current point and do that one by one until the end of data
Also we with prediction . Can we train all data then use to predict one future point then add it to the data to predict next future point ?
Thank you
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