Stack Overflow
Stack Overflow

Questions tagged [pmdarima]

81 questions
1
vote
2 answers

Get better fit on test data using Auto_Arima

I am using the AirPassengers dataset to predict a timeseries. For the model I am using, I chosen to use auto_arima to forecast the predicted values. However, it seems that the chosen order by the auto_arima is unable to fit the model. The…
diggledoot
  • 691
  • 8
  • 22
1
vote
1 answer

pmdarima autoarima prediction method returns ''SARIMAX' object has no attribute '_k_trend' '

I have created a model using the pmdarima module's pipeline method fit2 = Pipeline([ ('boxcox', BoxCoxEndogTransformer(lmbda2=1e-6)), ('arima', pmd.AutoARIMA(trace=True, suppress_warnings=True, m=12, …
Charith Jayawardana
  • 95
  • 9
0
votes
1 answer

How can i install pmdarima in jupiter lite

I am using Jupiter lite (https://jupyter.org/try-jupyter/lab/index.html) I need to install pmdarima. I write import pmdarima but i receive the following error ModuleNotFoundError Traceback (most recent call last) Cell In[79],…
Andreas Zaras
  • 125
  • 4
0
votes
0 answers

Using pmdarima auto arima with non-time series (integer) index

Is it possible to use pmdarima auto arima with an index that is integer-based (not time series) based? I'm trying but getting errors. In short I have the following series: -1094 0.0 -1093 0.0 -1092 0.0 -1091 0.0 -1090 0.0 …
Windstorm1981
  • 2,564
  • 7
  • 29
  • 57
0
votes
0 answers

When time series data data is a flat 1.0 arime predicts a flat zero

I am looping over a big data set of time series sorted by ids and noticed something very strange: When my data is a flat 1 I get a prediction of zeros and not a flat 1 Why does this happen? Is there a parameter i can use to prevent this? model =…
eliavs
  • 2,306
  • 4
  • 23
  • 33
0
votes
0 answers

When does the auto_arima model uses max_d and max_D in pmdarima Python?

I use auto_arima to find the best values for p, d, q, P, D, and Q. After trying many times, I notice something strange (At least for me, because I'm new to Forecasting. ) regardless of the data and other parameters, auto_arima only uses the value of…
Niyaz
  • 797
  • 1
  • 8
  • 18
0
votes
0 answers

"intercept" results from pmdarima.arima for a SARIMAX model in python

I am studying a time series using auto_arima to determine the best parameters for my SARIMAX model. The code is the following: auto_arima(df['Sample'].loc[Date_from:Date_until],start_p=0,start_q=0,max_p=2,max_q=2, seasonal=True,exog =…
blue_croc
  • 1
  • 1
0
votes
0 answers

Creating venv with new sub directory inside the main directory consisting of venv

I am working on time series forecasting using various libraries and here is my main folder (which is the root directory with virtual environment) containing sub folder as shown below Main folder / venv / … ARIMA / … HoltWinter / … …
Alwyn Miranda
  • 370
  • 3
  • 5
  • 18
0
votes
0 answers

Prediction from ARIMA returning a straight line

This question may have been asked in various formats but I'm struggling understanding the reasons why, so here it is: Why is the forecast from my ARIMA model a simple straight line? The strange thing, is that for the historical data, it is an almost…
Trirac
  • 31
  • 2
0
votes
0 answers

Visual Studio error - Unknown compiler(s)

Versions: jupyter core : 4.6.3 jupyter-notebook : 6.1.4 qtconsole : 4.7.7 ipython : 8.5.0 ipykernel : 5.3.4 jupyter client : 6.1.7 jupyter lab : 2.2.6 nbconvert : 6.0.7 ipywidgets : 7.5.1 nbformat …
Hari Sharma
  • 64
  • 11
0
votes
0 answers

How to decide either is it stationary data or not ? what if p value is less than 0.05 but decomposition shows trend and seasonality in graph

Decomposition result Dicky-fuller test Which should I consider and go forward with result?
Harsh
  • 1
0
votes
0 answers

output of `pmdarima`(python pkg) is different with output of `forecast`(R pkg) when difference order isn't zero

I find out that the output of predict_in_sample() in pmdarima(python pkg) is different with output of fitted() in forecast(R pkg) when difference order isn't zero. I try to compare them in three difference order: par(mfrow=c(3,1)) # output of…
theabc50111
  • 421
  • 7
  • 16
0
votes
0 answers

Selection of very first datapoint of annual cyclicality time series for forecasting

I am new to time series, sorry if my question is stupid. I have an annual cyclicality (cycle starts from January), monthly frequency time series data. I would like to forecast the next few months on this data. My question is that the very first…
hunsnowboarder
  • 170
  • 2
  • 18
0
votes
1 answer

Should I select ARIMA parameters based on training data or the whole data?

I have time series data and I would like to build an ARIMA forecasting model. I have split my data into train-test. I will be training the model only on the training set and evaluate on testing set. So my question is when I am plotting the ACF and…
Ne04ever
  • 1
  • 1
0
votes
0 answers

TypeError: 'method' object is not subscriptable during forecasting with aroma model

arima_fcast = [pd.DataFrame(arima_fcast[0], columns['prediction']),pd.DataFrame(arima_fcast[1],columns=['lower_95', 'upper_95'])] arima_fcast = pd.concat(arima_fcast, axis=1).set_index(df_testing.index) I tried to run this code from one of the…
Gourav Chandra
  • 1
1 2
3
4 5 6