Time series

[richie]

Hi!

First off, thanks for this very nice piece of software!

I have been experimenting with it in the last week, and I now noticed the new feature regarding time series. But I'm not sure how to proceed with it, because the times-series button in "Problem type"  is grayed out. I noticed that under "Advanced commands" there is a button "to time serie", but it is grayed out as well.

Maybe it is explained somewhere how to use this new feature, but I cannot find it. Any help on that?

Thank you!

Richie

[mihai....@gmail.com]

Hi Richie,

I'll post more details in a few days because this feature is not quite complete yet.

I still have to make a clear distinction between the testing phase and the prediction phase.

best regards,

Mihai

[richie]

Hey Mihai,

Thank you for the prompt answer! Great, looking forward to it!

Cheers,

R.

[mihai....@gmail.com]

Hi Richie,

Sorry for the delay, but I've made significant changes since the last commit.

Now, I have released a new version.

Here is a screenshot from the program trying to predict El Nino temperatures. It is a well-known problem for time-series.

There is a project in the mepx_win64.zip archive with this dataset. 

Try to load that one first and also watch the YouTube movie to see the steps.

Actually, it is very simple: just load 1 column of data, set the problem type to time-series, and press Start.

Of course, some other parameters could be changed in order to obtain better results.

best regards,

Mihai

[richie]

Hi Mihai!

Many thanks for the communication and for the release! I'll surely experiment with it in the next days!

I watched the video and I have a question. I noticed the fact that you must have one column only. Is there a particular reason for this? Do you see the possibility to eventually implement the use more columns, which would bring other explanatory variables (basically a multivariate time series), in the future?

Thanks,

R.

[mihai....@gmail.com]

Hi,

Currently, I have only 1 variable (time) for time-series data, ... thus 1 column of data only.

I'll investigate how multi variables could be implemented here.

best regards,

Mihai

[mihai....@gmail.com]

Richie,

After some research, I have decided to implement multi-variate time-series in MEP.

I'll inform you when done.

regards,

Mihai

[richie]

Hi Mihai!

That's great news, thanks! Looking forward to it!

Kind regards,

Richie