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Finding how variable affect output of time-series random-forest regression model

Time:08-26

I created a Random-Forest Regression model for time-series data in R that have three predictors and one output variable.

Is there a way to find (perhaps in more absolute terms) how changes in a specific variable affect the prediction output?

I know about variable importance, I am not trying to find the variables that have the biggest effect instead I am trying to see if I pick input variable X_1 and increase its value (or decrease it) how that would change the prediction output.

Does it even makes sense to do this? or is it even possible with a random-forest model? Rereading my question a few times it made me dubious, but any insight/recommendation would be greatly appreciated.

CodePudding user response:

I would guess what this question is actually about is called exploratory data analysis (EDA). For starters, I would calculate the correlations between the variables to get a feeling for the strength of the [linear] relationship between two variables. Further, I would look at scatter plots between the variables to get a feeling for the relationships. Depending on the variables [linear] regression could tell how an increase in variable x1 would affect variable x2.

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