forecastNARX

Time Series Forecasting using NARX

Algorithmia Platform License

Try the API

{
  "ERR": 0.9511533041544762,
  "forecast": [
    25.18296634115205,
    29.69501253139319,
    30.75667045850875,
    33.41081527629766,
    35.501609670262766,
    38.94907552923005,
    33.26162296343223,
    26.588038831546218,
    23.935387234445702,
    22.014523181118875
  ],
  "model": "y(k)=0.265414481779y_0(k-1)+25.1829663412-0.101504624368y_0(k-5)+0.000281530706285y_0(k-1)y_0(k-1)y_0(k-5)+0.00447941504716y_0(k-4)y_0(k-4)+0.000317702051927y_0(k-4)y_0(k-5)y_0(k-5)+-0.0262068453505y_0(k-4)y_0(k-5)"
}

Install & Use

Use

curl -X POST -d '{"series":[30,21,29,31,40,48,53,47,37,39,31,29,17,9,20,24,27,35,41,38,
          27,31,27,26,21,13,21,18,33,35,40,36,22,24,21,20,17,14,17,
          26,29,40,31,20,24,18,26,17,9,17,21,28,32,46,33,23,28,22,7,
          18,8,17,21,31,34,44,38,31,30,26,32],
 "target_ERR":0.95,
 "nsteps":10,
 "max_reg":7,
 "deg": 4,
 "in_max_lag": 5,
 "out_max_lag": 5
}' -H 'Content-Type: application/json' -H 'Authorization: Simple YOUR_API_KEY' https://api.algorithmia.com/v1/algo/cluna7/forecastNARX/0.1.0