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
Get Updates on the Splunk Community!

Enhance Security Visibility with Splunk Enterprise Security 7.1 through Threat ...

(view in My Videos)Struggling with alert fatigue, lack of context, and prioritization around security ...

Troubleshooting the OpenTelemetry Collector

  In this tech talk, you’ll learn how to troubleshoot the OpenTelemetry collector - from checking the ...

Adoption of Infrastructure Monitoring at Splunk

  Splunk's Growth Engineering team showcases one of their first Splunk product adoption-Splunk Infrastructure ...