MS Time Series: Absurd predicted number when stdev = 1

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MS Time Series: Absurd predicted number when stdev = 1

I have noticed that for the prediction of MS Time Series, the number is usually absurdly large when the standard deviation is 1. I always get a bunch of them. Does anyone have any clue about what this means




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MS Time Series: Absurd predicted number when stdev = 1

  • DionG

    If you can share some data that causes this, I'd be glad to take a look.

    --Alex--

    http://www.research.microsoft.com/users/alexeib/

    http://www.sqlserverdatamining.com/DMCommunity/

  • Zoidberg

    In most cases, we stop predicting with the time series algorithm when we detect that predictions are not stable, so you'll see NULL values for future steps beyond a certain number. You might be hitting a corner case where this doesn't happen.

  • Dennes

    Thanks! Please allow me some time to put the data back together and send you.

  • MS Time Series: Absurd predicted number when stdev = 1
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