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Thread: Time series prediction with overlay data in Java

  1. #1
    Join Date
    Jan 2016
    Posts
    1

    Default Time series prediction with overlay data in Java

    I want to do a time series prediction with overlay data in Java code instead of in the Weka GUI.
    For that I need to enable the checkbox 'evaluate on held out training'.
    Any hints?

  2. #2
    Join Date
    Aug 2006
    Posts
    1,741

    Default

    In the timeseriesForecasting package there is a Knowledge Flow step (weka.gui.beans.TimeSeriesForecasting) that implements basically the same functionality as the PDI forecasting step. You can take a look at the source code for this. It handles forecasting for future time periods where the values of overlay data are supplied.

    Cheers,
    Mark.

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