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signaflo / java-timeseries

Time series analysis in Java
MIT License
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ADF CHECK #48

Open wangshujun1 opened 3 years ago

wangshujun1 commented 3 years ago

I think there should be a ADF check for the time series before starting the ARIMA process. Does this lib support this function?

rcolomina commented 2 years ago

Auto ARIMA is feature that may do what you would like to. Yes, it is true that depending on the number of outstanding "spikes" you obtain out of the ADF diagram you may have clues on what are the best ARIMA parameters (p,d,q) for your dataset. Anyhow, what is the problem that you want to solve on ARIMA pre-process?. Indeed having ADF calculated can help out to better choose hyperparameters for your ARIAMA based on specific time series