Time Series Forecasting with Rolling Window

aguinier Registered Posts: 3

Dear all,

Let's say that I want to make the forecast of the electricity demand. The goal is that everyday at 18:00 I forecast the electricity demand for all hour of the day after.

I want to train my algorithm on a rolling windows meaning: 6 month before to D-1 at 18:00. I also have at my disposal some weather forecast that give me an estimation of weather data for day D.

I am unable to find a way to perform this in the time series module.

I have the latest version of Dataiku.

Many thank for your help.

Best Regards,

Operating system used: docker


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