> #1 and #2 we should do in batch fashion using Spark ( and add a Path in ML > Wizard for user to do it). However, #3 we need to do from CEP, as the data > arrives. Is that possible to take the code from the project to do #3 as > well?
Yes, there is a method "forecast()" [1]. I still couldn't find a java-doc/java-example though. [1] https://github.com/cloudera/spark-timeseries/blob/master/src/main/scala/com/cloudera/sparkts/ARIMA.scala#L540 On Wed, Aug 12, 2015 at 11:49 PM, Srinath Perera <[email protected]> wrote: > Thanks Supun! > > From what I understood, way it works is. > > > 1. I take a dataset > 2. I do various statistical tests and decide AR, MA, ARIMA and > estimate parameters. > 3. Then apply the built model to predict the next value > > > #1 and #2 we should do in batch fashion using Spark ( and add a Path in ML > Wizard for user to do it). However, #3 we need to do from CEP, as the data > arrives. Is that possible to take the code from the project to do #3 as > well? > > --Srinath > > > On Thu, Aug 13, 2015 at 3:39 AM, Supun Sethunga <[email protected]> wrote: > >> [Moving the discussion to arch@] >> >> Hi all, >> >> I looked into their code and infact they do have ARIMA implementation [1] >> , though its not there in the documentation. Not sure whether its still >> under development. Anyway, they also do have some statistical tests (Durbin >> watson test, Breusch-Godfrey Test) which we might need. >> >> So, regarding what we can do in ML.. think we can support both AR and MA >> separately (for anyone who is interested), and ARIMA as the generalized >> version. I created a very Basic summary on ARIMA model [2]. Will improve >> this, going forward :) >> >> [1] >> https://github.com/cloudera/spark-timeseries/blob/master/src/main/scala/com/cloudera/sparkts/ARIMA.scala >> [2] >> https://docs.google.com/a/wso2.com/document/d/1pcGT620Fjms9gxmyn85mNP93oye_5xxCBhtqvE6iAAw/edit?usp=sharing >> >> Thanks, >> Supun >> >> On Wed, Jul 29, 2015 at 2:21 AM, Supun Sethunga <[email protected]> wrote: >> >>> Sure Srinath. By the look of it, seems they do have "Exponentially >>> weighted moving average" and "Auto-regressive models". Will do bit of >>> research on whether they support ARMA/ARIMA stuff (combination of the >>> earlier two) which are the most widely used models. >>> >>> Thanks Nirmal for the Link btw :) >>> >>> On Wed, Jul 29, 2015 at 11:30 AM, Srinath Perera <[email protected]> >>> wrote: >>> >>>> Supun, please checkout and send notes. >>>> >>>> --Srinath >>>> >>>> On Wed, Jul 29, 2015 at 11:29 AM, Seshika Fernando <[email protected]> >>>> wrote: >>>> >>>>> Ah, this is superb. It has the VaR stuff that I wanted to do also. :) >>>>> >>>>> On Wed, Jul 29, 2015 at 11:07 AM, Nirmal Fernando <[email protected]> >>>>> wrote: >>>>> >>>>>> A library for financial and time series calculations on Apache Spark >>>>>> https://github.com/cloudera/spark-timeseries >>>>>> >>>>>> -- >>>>>> >>>>>> Thanks & regards, >>>>>> Nirmal >>>>>> >>>>>> Associate Technical Lead - Data Technologies Team, WSO2 Inc. >>>>>> Mobile: +94715779733 >>>>>> Blog: http://nirmalfdo.blogspot.com/ >>>>>> >>>>>> >>>>>> >>>>> >>>> >>>> >>>> -- >>>> ============================ >>>> Blog: http://srinathsview.blogspot.com twitter:@srinath_perera >>>> Site: http://people.apache.org/~hemapani/ >>>> Photos: http://www.flickr.com/photos/hemapani/ >>>> Phone: 0772360902 >>>> >>> >>> >>> >>> -- >>> *Supun Sethunga* >>> Software Engineer >>> WSO2, Inc. >>> http://wso2.com/ >>> lean | enterprise | middleware >>> Mobile : +94 716546324 >>> >> >> >> >> -- >> *Supun Sethunga* >> Software Engineer >> WSO2, Inc. >> http://wso2.com/ >> lean | enterprise | middleware >> Mobile : +94 716546324 >> > > > > -- > ============================ > Blog: http://srinathsview.blogspot.com twitter:@srinath_perera > Site: http://people.apache.org/~hemapani/ > Photos: http://www.flickr.com/photos/hemapani/ > Phone: 0772360902 > -- *Supun Sethunga* Software Engineer WSO2, Inc. http://wso2.com/ lean | enterprise | middleware Mobile : +94 716546324
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