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Forecasting in Splunk - Linear Regression, Centered Moving Averages, Logistic Regression

Explorer

How good is Splunk in terms of forecasting and comfort to separate Train Dataset and Test data set from same source data. Do we also get r2 and p value information to validate model under consideration

0 Karma

Splunk Employee
Splunk Employee

The Splunk Machine Learning Toolkit has a forecasting assistant with all the features you're asking about: withholding, validation statistics, and operationalization options.

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Explorer

Thanks mate.
Is there any way to also investigate p values

0 Karma

Splunk Employee
Splunk Employee

In the context of forecasting, where you have only one time series, are making only one forecast, and are not making assumptions about the distribution of the underlying data, p-values have dubious value. We decided not to build it into the assistant.

0 Karma