Using the time series forecasting package
Share this post
Dealing manually with time series is a pain, as we learned in the last lesson. Weka’s time series forecasting package automatically produces lagged variables, plus many others – perhaps too many! It transforms the data by adding a large number of attributes, which, unfortunately, invites overfitting. This is indicated by a large discrepancy between error on the training set and error on independent test data. You can configure Weka to reduce the number of added attributes.
Share this post
Reach your personal and professional goals
Unlock access to hundreds of expert online courses and degrees from top universities and educators to gain accredited qualifications and professional CV-building certificates.
Join over 18 million learners to launch, switch or build upon your career, all at your own pace, across a wide range of topic areas.
Register to receive updates
-
Create an account to receive our newsletter, course recommendations and promotions.
Register for free