| Author: | | Mark Hall <mhall{[at]}pentaho.com> |
| Category: | | Time series |
| Changes: | | This release adds the ability to handle data timestamp-based data where there are holes in the data. E.g. financial data where there is no trading on the weekend or public holidays. In this case the difference between closing on Friday and closing on the following Monday is one time step (not three). Forcasting and graphing routines will now display data correctly as long as the user has specified a periodicity and the time units that are to be skipped. |
| Date: | | 2011-08-15 |
| Depends: | | weka (>=3.7.4) |
| Description: | | Provides a time series forecasting environment for Weka. Includes a wrapper for Weka regression schemes that automates the process of creating lagged variables and date-derived periodic variables and provides the ability to do closed-loop forecasting. New evaluation routines are provided by a special evaluation module and graphing of predictions/forecasts are provided via the JFreeChart library. Includes both command-line and GUI user interfaces. Sample time series data can be found in ${WEKA_HOME}/packages/timeseriesForecasting/sample-data. |
| DoNotLoadIfFileNotPresent: | | lib/jfreechart-1.0.13.jar,lib/jcommon-1.0.14.jar |
| License: | | LGPL 2.1 |
| Maintainer: | | Mark Hall <mhall{[at]}pentaho.com> |
| PackageURL: | | http://prdownloads.sourceforge.net/weka/timeseriesForecasting1.0.5.zip?download |
| URL: | | http://wiki.pentaho.com/display/DATAMINING/Time+Series+Analysis+and+Forecasting+with+Weka |
| Version: | | 1.0.5 |