Splunk Machine Learning Toolkit - forecasting backward

[arpitadu]

Hi,

The kalman filter algorithm for time series forecasting is predicting for old time frame - backward direction. Could you please let me know why so ? Please find the attached screenshots

[martin_mueller · Accepted solution]

Raw events come out of Splunk in reverse time order. Apply a timechart to your data to get ascending time order, which will then make the prediction point towards the future rather than the past.