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Testing Problem:the prediction results might be incorrect #19

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JayVae opened this issue Apr 16, 2018 · 1 comment
Open

Testing Problem:the prediction results might be incorrect #19

JayVae opened this issue Apr 16, 2018 · 1 comment

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@JayVae
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JayVae commented Apr 16, 2018

@signaflo Hi
Sorry to bother you.
I run a Main.java according to your Wiki, the program can run.However, after I have checked the results, I found something strange: the prediction results after 2013-04-01 are all too small compared to before, so I want to assure if there is some problem in my Main.java.Below I will paste my Main.java and results so that you can better check.

Here is the Main.java:
public class Main2 {

public static void main(String[] args){
    TimeSeries timeSeries = TestData.debitcards;

    ArimaOrder modelOrder = ArimaOrder.order(2, 4, 6, 0, 1, 1);

    Arima model = Arima.model(timeSeries, modelOrder);

    System.out.println(model.aic()); // Get and display the model AIC

    Forecast forecast = model.forecast(12);

    System.out.println(forecast);
}

}

Here is result:
`| Date | Forecast | Lower 95.0% | Upper 95.0% |

| 2013-01-01T00:00 | 144328.7145 | 144222.6794 | 144434.7496 |
| 2013-02-01T00:00 | 890130.1238 | 889636.4510 | 890623.7965 |
| 2013-03-01T00:00 | 3562769.397 | 3561322.414 | 3564216.379 |
| 2013-04-01T00:00 | 1.095551038 | 1.095211425 | 1.095890651 |
| 2013-05-01T00:00 | 2.833212465 | 2.832518799 | 2.833906131 |
| 2013-06-01T00:00 | 6.473400261 | 6.472112782 | 6.474687739 |
| 2013-07-01T00:00 | 1.347106513 | 1.346883862 | 1.347329164 |
| 2013-08-01T00:00 | 2.604723814 | 2.604359301 | 2.605088327 |
| 2013-09-01T00:00 | 4.745488526 | 4.744917359 | 4.746059693 |
| 2013-10-01T00:00 | 8.230283109 | 8.229419808 | 8.231146410 |
| 2013-11-01T00:00 | 1.369331700 | 1.369205099 | 1.369458301 |
| 2013-12-01T00:00 | 2.198720933 | 2.198540000 | 2.198901866 |
`

@signaflo
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Hi @JayVae.

The order of the Arima model is very strange. I would expect some wacky results with 4 differences. In the example, I use an order of (0, 1, 1, 0, 1, 1), but I see you're using (2, 4, 6, 0, 1, 1).

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