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Questions tagged [pmdarima]

81 questions
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Assigning time series prediction confidence interval array to pandas dataframe (Wrong number of items passed 2, placement implies 1)

I'm currently trying to fit an time series forecasting model using Auto_ARIMA from pmdarima with forecasted value and prediction confidence interval as output. But when i tried to assign the confidence interval output to pandas dataframe it give me…
ghiparot
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ARIMA prediction failing due to 'When an ARIMA is fit with an X array, it must also be provided one for predicting or updating observations.'

I'm doing an autoarima model which has been trained etc. I'm at the stage whereby I need to use the model to make some predictions (the model was trained using 5 years of data and I need to forecast for the next year). The initial dataset was a…
spcol
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auto_arima(... , seasonal=False) but got SARIMAX

I want to know the orders (p,d,q) for ARIMA model, so I've got to use pmdarima python package. but it recommends me SARIMAX model! keep reading for more details. i used Daily Total Female Births Data for this purpose. it's a stationary time…
Shayan
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Plot auto_arima predictions on top of actual values

I am still quite new to python and I can't figure out how to do this: I have a pandas dataframe (data) with two columns: date and values (integers). I feed this dataframe into an auto_arima method. stepwise_model = auto_arima(data, start_p=1,…
Diogo Santos
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Predict using fit pmdarima ARIMA model

I can fit a SARIMA model to some data using pmdarima. import pmdarima as pm from pmdarima.model_selection import train_test_split import numpy as np import matplotlib.pyplot as plt # Load/split y = pm.datasets.load_wineind() train, test =…
GratefulGuest
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I'm using a version of pmdarima that no longer includes statsmodels ARIMA or ARMA class. How do I interpret SARIMAX without pdq?

auto_arima(df1['Births'],seasonal=False).summary() SARIMAX Results Dep. Variable: y No. Observations: 120 Model: SARIMAX Log Likelihood -409.745 Date: Mon, 23 Aug 2021 AIC 823.489 Time: 06:55:06 BIC 829.064 Sample: 0 HQIC …
Justin Terry Bingman
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'start_p' parameter not taking effect in pmd autoarima

Passing the value of the parameter start_p as 4 in the function auto_arima() should make the parameter search start from 4 i.e. (4,x,x)(x,x,x,x) but it starts from (0,x,x)(x,x,x,x) completely avoiding the argument 4. import pandas as pd from…
callmeanythingyouwant
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Forecasts are constant all the time in time series data

I'm working on hierarchical time series forecasting(python) and when I'm trying to fit the model with the entire data that I have I could see that the forecasts are constant all the time for some features. I couldn't able to understand where exactly…
Aakash Parsi
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Auto Arima Fit Warning

I am trying to apply t a SARIMAX model to predict monthly sales, but when I try to fit the model i have this warning: Too few observations to estimate starting parameters for seasonal ARMA, All parameters except for variances will be set to…
Luis Jacobo
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Python pmdarima auto_arima Newest Version Issue

I am currently following the Udemy lecture for time series analysis link. When running pmdarima 1.7.1 auto_arima (statsmodels 0.11) on a pretty basic dataset, I am receiving a summary that just has the model stating SARIMAX with no p,q,d. See image…
Bodoct
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Unable to import auto_arima from pmdarima Jupyter

I am trying to import the auto_arima function from pmdarima, but am encountering problems and was unable to do so. The error message is as follow: C:\Anaconda2\envs\ipykernel_py3\lib\multiprocessing\connection.py in 19 import…
dddd_y
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Evaluating ARIMA models with the AIC

Having come across ARIMA/seasonal ARIMA recently, I am wondering why the AIC is chosen as an estimator for the applicability of a model. According to Wikipedia, it evaluates the goodness of the fit while punishing non-parsimonious models in order to…
Felix
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How to get AIC value from the pipe.fit() in pmdarima module

I need to get the best estimators like AIC, BIC import pmdarima as pm pipe = Pipeline([ ("fourier", FourierFeaturizer(m=12, k=4)), ("arima", pm.AutoARIMA(start_p=1, d=None, start_q=1, max_p=4, …
Maddy
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automate to estimate best parameter in auto_arima using pyton

Can anyone help I wanted to estimate best parameters for auto arima. I am using below script, but not sure how to extract best parameters from model summary. from pmdarima import auto_arima # Fit auto_arima function to dataset stepwise_fit =…
user3734568
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Unable to predict test data timeseries ARIMA

I am trying to use an ARIMA model to predict stock price data, specifically, I am using auto_arima. My goal is to predict the next 30 days of stock prices and compare it to the test data. I am unable to predict the data correctly as seen in the…
diggledoot
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