Get Prediction using H2O AI for an a Time Series Dataset using the H2OAI PowerShell Module. Associated Blogpost https://blog.darrenjrobinson.com/h2o-ai-powershell-module/

Get Time Series Prediction.ps1

# Linear Regression Model 
$modelAlgorithm = 'glm'

# Time Series Data
$dataCSV = "C:\data\A2B-AX-3y.csv"
$sourceData = Import-Csv $dataCSV

# Last Record as Prediction data
$dataPredict = Import-Csv -Path $dataCSV | Select-Object -Last 1 | export-csv ./dataPredict.csv 

"Prediction Data"
Import-Csv -Path $dataCSV | Select-Object -Last 1

# Predict Value
$predictValues = 'Close'

$result = $null 
$dataPath = (Get-ChildItem ./dataPredict.csv).DirectoryName
$result = Get-H2OPrediction -url $url -dataset $dataCSV -predictData "$($dataPath)/dataPredict.csv" -modelAlgorithm $modelAlgorithm -modelSplit ".85,.15" -predictColumn $predictValues
"Confidence: $($result.modelConfidence)"
"Prediction: $($result.prediction.data)"

<# OUTPUT
Prediction Data

Open   : 1.46
High   : 1.47
Close  : 1.435
Low    : 1.435
Volume : 17366
Date   : 21-01-2020

Confidence: 0.000503095287004826
Prediction: 1.45785244828493
#>