TS Model Factory Tool

[NM]

I will be using TS Model Factory tool for running ARIMA quite extensivelty and understand that existing tool does not allow for model customization options. I will really appreciate if we can have customization options which helps to specify order of AR or MA components like it can be done in ARIMA tool.

Thanks!

[Atabarezz]

Do you intend to manually change options for every possible model?

[NM]

Yes, I would like to be able to manually customize level of AR, MA and Differencing components everytime I run batch model for forecasting. The issue I am facing is that if I run batch forecasting (using TS Model Factory), my results are different from individual forecasting (using ARIMA) - which makes me think that it could be due to level of customization on AR, MA and Differencing is limited in TS Model Factory.

As an addition to above request, is there a way we could input exogenous variables (like holidays, snowdays, etc) in the tool?

Thanks and look forward to hearing back from you!

[Atabarezz]

Have you tried using covariates for ARIMA?

Here's a helper, http://community.alteryx.com/t5/Advanced-Analytics/How-to-use-TS-Covariate-Forecast/td-p/14314

Should check this one as well; http://community.alteryx.com/t5/Advanced-Analytics/Customising-ARIMA-models-for-covariate-forecastin...

Best

[Community_Admin]

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