This site uses different types of cookies, including analytics and functional cookies (its own and from other sites). To change your cookie settings or find out more, click here. If you continue browsing our website, you accept these cookies.
I had some trouble with the ETS tool on this because i've never used that before (and i'm using 11.5, so the output didn't seem very intuitive to me). I got to that point at around the 9 minute mark, so i'm pretty happy with myself, and I think the results are right in line with expectations:
Fun!!!
[Need help] Could someone tell me about nonlinearity in Time Series?
Alexeryx version 2019.2.5.62427 - installed in the morning
ETS (Summer1 + Summer2) = 702.87
ETS (Summer1) + ETS (Summer2) = 356.67 + 339.68 = 696.35 <> ETS (Summer1 + Summer2)
On my mind the forecast of a sum it should be equal the sum of a forecasts.
For linear regression it is always true - linear regression could be shown as a kernel function.
I suggest that may be in two cases:
- because ETS returns not the Expected Value but 50% quantile - in this case I am affraid if I could relly in Alteryx forecasting module in my work.
- in TS Alteryx take different periods for Summer 1 and Summer 2 like Summer1 = sin (year / 5) and Summer2 = sin (year/7) and it find no single valid harmonic in the sum. It is guess - I know nothing about TS.
Here's my attempt
Not fast, but I got it! so glad I didn't have to do this in front of 5000 people...
Here is my solution. A little more lengthy than others. It is my first Alteryx workflow and my brain is still approaching these problems from a stored procedure point of view (which is a habit I recognize will dissipate over time...). Cheers!