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!

Stay Connected: Your Guide to May Tech Talks, Office Hours, and Webinars!

Take a look below to explore our upcoming Community Office Hours, Tech Talks, and Webinars this month. This ...

They're back! Join the SplunkTrust and MVP at .conf24

With our highly anticipated annual conference, .conf, comes the fez-wearers you can trust! The SplunkTrust, as ...

Enterprise Security Content Update (ESCU) | New Releases

Last month, the Splunk Threat Research Team had two releases of new security content via the Enterprise ...