Backtesting window setting

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I'm using Forecast from the web and I can't find a way to set the backtest (which by default is 1, which is quite impractical). I found documentation that would tell me how to do it, but it seems that it is not available in the current version of Forecast. Setting backtest I understand that I could do it by code, but I wanted to see if I could find a way. On the other hand, the current version apparently doesn't let me select the algorithm manually either, is that correct? Thank you!

feita há 3 meses353 visualizações
1 Resposta
0

Hello,

Kindly note that the reason why the backtesting windows cannot be configured in the Forecast Console unlike the documentation is due to changes in the Forecast service since those were created. The Forecast Console now provides an 'AutoPredictor' which provides the optimal combination of algorithms to each time series in the dataset. As such, the backtesting configuration is no longer able to be configured from the UI as the service is handling that for you in the AutoPredictor.

If you were looking to create a predictor where you could control the backtesting configuration, Forecast does offer the 'CreatePredictor' [1] API to create a legacy predictor which you can implement via a method such as the AWS SDKs. However this does not include all functionalities of Forecast. Note that the console is using 'CreateAutoPredictor' [2] which does not include the backtesting options.

Thanks !

References

[1] CreatePredictor - https://docs.aws.amazon.com/forecast/latest/dg/API_CreatePredictor.html [2] CreateAutoPredictor - https://docs.aws.amazon.com/forecast/latest/dg/API_CreateAutoPredictor.html

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