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Alteryx Designer Desktop Discussions

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

TS Backtest

sheidari
8 - Asteroid

Has anyone used the TS Backtest macro? Would love some guidance on how to get it running. I get the following error:

 

sheidari_0-1618954372446.png

 

12 REPLIES 12
BrandonB
Alteryx
Alteryx

It looks like it was created by @RWvanLeeuwen 

 

I tagged them for visibility so hopefully they can chime in 🙂

RWvanLeeuwen
11 - Bolide

Good day to you. I haven't the time at the moment to respond but perhaps you can read my blog post about this? You can use Deepl.com to translate it if you need that
https://infotopics.nl/blog/voortschrijdende-prognoses-alteryx/
Please do tag me again if you hvae additional questions.

 

Best, Roland

sheidari
8 - Asteroid

Hi @RWvanLeeuwen ,

 

Thanks for the quick reply! I read your blog, which is great btw, but I noticed a difference in the macro I downloaded and your instructions to 'enter 2 numbers and it works'.  Below are two additional fields that I see and I'm wondering if that is somehow causing the issue?

 

sheidari_0-1619030343420.png

 

When I open the macro, i see that the field map box is checked and the input data is carrying text data for month and count. Not sure what or how I modify this to work for my needs.  

 

And just to confirm, this macro is intended to run a forecast against actuals and output the error metrics so that you can measure each models performance, correct?

RWvanLeeuwen
11 - Bolide

Good morning,

 

This macro was to simulate a historically implemented rolling forecast as in my use case I had many years of history already, so I wanted to evaluate the MASE error metric retrospectively. Could you elaborate on the exact functionality that you require so I can advise on how to use or modify this macro?

 

Moreover, you can select input your month field and your metric to forecast using the field mapping input (dropdown menus).

 

Best, Roland

Analytics Consultant and Trainer at Infotopics

sheidari
8 - Asteroid

@RWvanLeeuwen ,

 

Ok perfect - that's what i need as well...I want to measure the accuracy of my model against historical data to ensure it's performing well. I have data from October 2015 so I want to run the forecast from October until March 2021 this month, then October 2015 until April 2021 next month and so on.

 

To give you some more context, I am forecasting revenue for my company by each line of business. I'd like to build a pipeline where I can run my data through an ETS and ARIMA model, compare the results and backtest against actuals, then choose the model with the best performance in order to forecast revenue by each line of business (i.e. revenue by business A, B, C, etc.).  I have two predictor variables that i want to use as well, so i'll likely need to build a covariate time series. 

 

when i try to select the field mapping inputs, the dropdown selections are blank. 

 

sheidari_0-1619103262755.png

 

sheidari
8 - Asteroid

also, wondering if you wouldn't mind posting the same workbook that you mentioned in your blog here: https://infotopics.nl/blog/voortschrijdende-prognoses-alteryx/ 

 

that may help me to look at the results and better understand what the macro is doing in a real-life example. 

RWvanLeeuwen
11 - Bolide

Hey there,

 

I hope this works out for you: see attached packaged workbook that I created in February of last year.

 

As some file types are not allowed to share I input the twbx file (which is a zip file) in a new zip archive which I renamed to a yxzp format. So you can download it, rename it to ZIP and subsequently export the twbx file from it 🙂

 

Cheers,

Roland

sheidari
8 - Asteroid

@RWvanLeeuwen 

 

So sorry i just realized i mentioned workbook when i meant workflow! Could you please post the alteryx workflow that you used in the blog example? 

 

RWvanLeeuwen
11 - Bolide

Sure thing! 🙂

Let me know if it worked out for you (created with v2019.4)

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