Firenze
Firenze

Reputation: 367

Does the Google BigQuery ML automatically makes the time series data stationary?

So I am a newbie to Google BigQuery ML and was wondering if the auto.arima automatically makes my time series data stationary ?

Suppose, I have a data that is not stationary and if I give the data as is to the auto arima model using Google BigQuery ML, will it first makes my data stationary before taking it as input ?

Upvotes: 0

Views: 715

Answers (1)

Ismail
Ismail

Reputation: 1078

but that's part of the modeling procedure

From the documentation that explains What's inside a BigQuery ML time series model, it does appear that auto.ARIMA will make the data stationary.

However, I would not expect it to alter the source data table; it won't make that stationary, but in the course of building candidate models it may alter the input data prior to actual model fitting (transforms; e.g. box-cox, make stationary, etc.)

Upvotes: 0

Related Questions