machine learning - Time Series forecast on Spark -
so i´m trying power consumption forecast time series data apache spark. sample of data :
03.01.15;22:30;236,25 03.01.15;22:15;240 04.01.15;16:00;243,775
and on 2 year. have observations every 15 minutes
what best way predict power consumption ?
i try linearregression
, decision trees
etc. huge mses (788). try pass months, days, hours, minutes onehotencoder
. try forecast weeks etc.
means of data year
, month
, day
:
[2014.3996710526321,5.726973684210525,15.713815789473673]
variance of data year
, month
, day
:
[0.2403293809070049,10.218579294199253,77.46326844706495]
test mean squared error
788.2397552290726
if pass values direct labeledpoint(236.25, 2015.0,1.0,3.0,22.0,30.0))
mse goes 1280.8
. if pass model 1 observation per day being max value not to.
but if use knime
, try example time series data not take dates , time in consideration, instead lagged power consumptions each observation.
i see cloudera has library time series
not understand why need it.
can describe process of doing forecast on time series data ? @ end want input date , time , prediction.
i have multiple questions issue, let me try work you've given me.
first, let's generalise problem.
you have data in form <timestamp>, <value>
. given data collected every 15 minutes 2 years, have sample size of (4 x 24 x 365 x 2) 70080 observations (rows)
and let's want develop regression model predict behaviour.
first things first, need partition dataset training , test sets. develop model using training set , test model on test set. suggest 9:1 split.
q1. kind of approach have taken?
mse calculated using predicted values against actual values in test set.
q2. mention mse - have no idea how calculated (only 3 data points provided) or range of values working with. can please affirm how error calculated , minimization criteria is?
if linear regression fails (cannot predict movements succesfully), may case model simple - try using mlp or combine regression model bayesian model (as power consumption continuous function).
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