Time SeriesTime Series

The extension adds Operators to perform Time Series analysis. This includes transformations, forecasting, feature extraction, windowing and more. The extension is currently in early alpha state. It will be improved and new features will be added gradually in next months.

The extension adds several operators which work on attributes representing time series.

In addition, for some operators an index attribute can be specified, holding the index values of the time series data points.
These index values can be of type date time or of type numeric (real and integer).

The extension also adds a folder named Time Series Extension Samples to the repository panel of RapidMiner Studio.
It consists time series data sets and template processes, which can be used to get familiar with time series analysis in general and the extension in particular.

For visualization of time series data, the in-product "Series" chart is recommended.

Version 0.2.2 (2018-05-29)

  • Forecast Validation operator:
    • The operator can now be run in parallel
  • Process Windows operator:
    • Fixed an issue with meta data propagation for the inner ports in the subprocess of the operator.

Version 0.2.1 (2018-05-11)

The Windowing Version

  • Added 5 new Operators:
    • Extract Aggregates
    • Replace Missing Values (Series)
    • Forecast Validation
    • Windowing
    • Process Windows
  • Time Series Extension Samples Folder:
    • Added a new time series data set: Prices of Gas Station
      • Contains the prices of the gas station next to the German office of RapidMiner
    • Added three new template process to work with the new operators in this extension
      • Create Model for Gas Prices
      • Investigate Gas Prices Data
      • Forecast Validation of ARIMA Model for Lake Huron  

Version 0.1.2 (2017-09-19)

  • Initial release version
  • 8 new Operators:
    • Moving Average Filter
    • ARIMA Trainer
    • Apply Forecast
    • Generate Data (ARIMA)
    • Differentiation
    • LogarithmNormalization
    • Check Equidistance
    • Time Series Extension
  • Samples Folder
    • 3 Process templates:
      • Automized Arima on US - Consumption data
      • Example Analysis of Lake Huron Data
      • Generate Arima Process
    • 6 Time Series data sets:
      • Copper Price
      • Daily Mean Temperature
      • Lake Huron
      • Monthly Milk Production
      • US - Consumption
      • US - Gross Domestic Product

Product Details

Version 0.2.2
File size 5.0 MB
Downloads 9235 (6 Today)9235 downloads
Vendor RapidMiner Labs
Category Operators
Released 5/29/18
Last Update 5/29/18 2:00 PM
(Changes)
License AGPL
Product web site
Rating 0.0 stars(0)