Time Series prediction using ARIMA

[luccalb]

User Story

1. As a RTDIP user
2. I want to predict the future development of periodical, time series data, given past values
3. So that I can plan ahead

Additional context

• Similar to #28
• A library that could be used: https://www.statsmodels.org/stable/generated/statsmodels.tsa.arima.model.ARIMA.html

Acceptance Criteria

• Component input
  • past data
  • the name of the column with the data that should be predicted
  • point in time in the future, up to which the data will be generated (or the number of data points to predict in the same interval)
• Component output
  • past data + future predictions
  • (for all other columns except the predicted one, the values can be empty)
• The component will analyze past time series, and apply the ARIMA model
• The component will generate new data up to a given point of time in the future, using the ARIMA model

Definition of Done

• Test cases have been created and are running successfully
• Documentation for the new component was added
• Github Actions are running without errors

[Timm638]

Next to statsmodels the package pmdarima seems also to be promising.

[Timm638]

Test file for showing visually, that the component is working as intended: test_arima_component.txt