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Multivariate Time series Modeling in SAP PA Automated Analytics

Feb 07, 2017 at 07:20 PM

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Is it possible to do multivariate time series using automated analytics in SAP PA.

I did try modeling using multiple variables it seems like it only considered one extra variable rest were ignored.

We use VAR models in R to generally model these type of scenarios.

Even in Expert Analytics for time series only Triple exponential smoothing is available , I am not sure we can model it here as well.

As a solution for this we will have to use R algorithms ??

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2 Answers

Best Answer
Antoine CHABERT
Feb 08, 2017 at 01:58 PM
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Hi Sainath, the short answer is you cannot have multiple target in Automated Analytics time series analysis.

See (and vote?) the idea here:

https://ideas.sap.com/D39099

Kind regards

Antoine

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Sainath Kumar Feb 08, 2017 at 04:41 PM
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Hi Antoine

Let me clarify on what I was asking with an example. I have time series data of the variable that I need to predict (which in this case would be the target variable) . Most of the time this data itself (time based lag data of this variable) is used to predict the and build the model . I believe this is called Uni-variate Time series Analysis.

In my case I have predictor variables with time series data as well , in this case I have multiple variables to predict the target variable .

Therefore when I use the time series based predictor variables to predict the target the automated analytics is automatically using only the default functionality . In R I would use VaR -Vector Auto regressive models to do such type of modeling.

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