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Alteryx Designer Desktop Discussions

Find answers, ask questions, and share expertise about Alteryx Designer Desktop and Intelligence Suite.

Arima overfitting

alkan
7 - Meteor

I am using the yahoo stock price dataset from kaggle site to practice with the TS tools. When I use the ARIMA or ETS tool on the training dataset(leaving out the last year for validation), both models seem to be heavily overfitting. I tried to calibrate ARIMA with different parameters but could not find a way to reduce overfitting on the training data. Does anyone have any suggestions regarding how to avoid overfitting in these cases? Thank you in advance,

2 REPLIES 2
CharlieS
17 - Castor
17 - Castor

Hi @alkan 

 

Could you elaborate/share how you're customizing the parameters? Also if you can share your data/workflow it's very helpful in these situations for others to replicate. 

alkan
7 - Meteor

Thank you but I figured out the issue. 

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