on 08-14-2017 11:09 AM
I am trying to use ARIMA Algorithm for the analysis of data but as I can see the in Expert Analytics there is no Auto Arima Algorithm is available but in R it is available. so is there any possibilities to import this algorithm to expert analytics? if yes then how?
Hello Sunny,
Have you considered the automated approach to forecast a time series? I find this very efficient. It can take extra predictors into account (ie weather). And our Predictive Factory can mass-produce and mass apply segmented time series models.
Here is a tutorial to forecast a single time series with the automated approach
https://blogs.sap.com/2015/11/30/hands-on-tutorial-sap-predictive-analytics-automated-mode-time-seri...
But to answer your question, here ist a component that uses Auto Arima. It's a pretty complex R extension and I created it before we had the Automated mode. Please see if automated works better for you:
https://blogs.sap.com/2014/01/12/custom-r-component-bulk-forecasting-by-month-20/
Many Greetings
Andreas
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