Splunk IT Service Intelligence

To check Stationarity of time series data Using ARIMA

Rajyalakshmi
Explorer

Hi,

May I know how to check stationarity/ non-stationarity of time series data in Splunk Machine Learning Tool Kit. I tried using KALMAN algorithm however its giving false positives for couple of applications.

Now to refine the model I'm trying to use ARIMA algorithm, so for using this I would like to check for stationarity/non-stationarity of data in order to get AR (autoregressive) - p,  (integrated) - d and MA (moving average) - q values. Kindly help me how to get this accomplished to chose p,d,q values

Thank you!

Labels (1)
0 Karma
Register for .conf21 Now! Go Vegas or Go Virtual!

How will you .conf21? You decide! Go in-person in Las Vegas, 10/18-10/21, or go online with .conf21 Virtual, 10/19-10/20.