TS Model Factory Tool

The TS Model Factory tool estimates time series forecasting models for multiple groups at once using the autoregressive moving average (ARIMA) method or the exponential smoothing (ETS) method. (To generate time series models for a single group, use the ARIMA tool or ETS tool, which have more functionality for single groups.) If using the ARIMA method, the tool can also use related covariate fields to make a more accurate prediction.

This tool uses the R programming language. Go to Options > Download Predictive Tools to install R and the packages used by the R Tool.

Input

An Alteryx data stream with at least two fields: the group name (a String, VString, W_String, or V_WString), and the target field, which must be numeric. Covariate fields may also be present, as well as fields that will not be used in model creation.

Configuration Properties

Model Configuration

Outputs

There are two output streams: