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!

Introducing the 2024 SplunkTrust!

Hello, Splunk Community! We are beyond thrilled to announce our newest group of SplunkTrust members!  The ...

Introducing the 2024 Splunk MVPs!

We are excited to announce the 2024 cohort of the Splunk MVP program. Splunk MVPs are passionate members of ...

Splunk Custom Visualizations App End of Life

The Splunk Custom Visualizations apps End of Life for SimpleXML will reach end of support on Dec 21, 2024, ...