Time series analysis on sensor data

bshafiei

Hello, Is it possible to analyze data with low granularity (i.e. min by min) or they should be summarized before using them for time series forecasting using the notebooks provided in Dataiku.

Alex_Combessie

Hi,

This is possible using some code along with the visual ML component of Dataiku.

You can use this example: http://gallery.dataiku.com/projects/TIMESERIES/flow/ as a starting point. The code element would mostly deal with slicing windows of the data, since ML models would only forecast one step ahead.

Let me know if this helps,

Alex

bshafiei

This is a great guide for Univariate Time Series time. However, I need to perform Multivariate Time Seriese Forecasting. Any suggestions on univariate ts forecasting using i.e. Vector Auto Regression (VAR)?

Alex_Combessie

In Python I would advise using https://www.statsmodels.org/dev/vector_ar.html. In R I would advise using https://otexts.org/fpp2/VAR.html.