Get Inspire insights from former attendees in our AMA discussion thread on Inspire Buzz. ACEs and other community members are on call all week to answer!

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. 

Labels