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Questions tagged [pmdarima]

81 questions
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Databricks notebook runs faster when triggered manually compared to when run as a job

I don't know if this question has been covered earlier, but here it goes - I have a notebook that I can run manually using the 'Run' button in the notebook or as a job. The runtime for running the notebook directly is roughly 2 hours. But when I…
Vidisha Kanodia
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SARIMAX: Calculating the Seasional_order(P, D Q, M) values

Is there a function or library (like auto_arima to get the order(p,d,q) values) available to calculate the P, D, Q and M values to be used in Seasional_order(P,D,Q,M) in SARIMAX model. Thanks,
SM079
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ARIMA dependency on google colab not working

I am working on a time series problem and wanted to try ARIMA model for it. But while working I am stuck at pmdarima not getting installed onto Google Colaboratory. This command is running forever and neither it is throwing any error nor it is…
Nitin Sharma
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Can anyone explain the number for each parameter in SARIMA?

I used auto_arima function with seasonality to forecast covid19 and got ARIMA(0,1,1)(2,0,2) Can anyone explain me the reason for each parameter (p,d,q)(P,D,Q)? (Ex: why AR is 0 meanwhile SAR is 2)
Jose
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How to reduce the size of ARIMA models?

I am using ARIMA model from pmdarima for my time series analysis. I want to do incremental training for which i use to save my models using pickle to s3 and then load it to update the model on a daily basis. I do the training of around 300…
Rohan0980
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no module name pmadarima

On installing pip install pmdarima via command prompt as admin, I get the below message as successful installation. Requirement already satisfied: patsy>=0.5 in c:\users\username\appdata\local\programs\python\python39\lib\site-packages (from…
spartanboy
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cannot import name 'Appender' from 'statsmodels.compat.pandas' in google colab error?

I am trying to import from pmdarima.arima import auto_arima and from pmdarima.arima import ADFTest but it giving me error cannot import name 'Appender' from 'statsmodels.compat.pandas' I tried !pip install pmdarima in google colab but it is still…
dhruv singhal
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Arima - Plotting coordinates

I need to predict the behavior of the graph using the ARIMA model. I found this code on the Internet, but it does not give the desired result in my case: y = pm.datasets.load_wineind() train, test = train_test_split(y, train_size=150) # Fit your…
Hiki Kan
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Unit root tests from different python modules produce different results on the same time series

ADFTest() from pmdarima and adfuller() from statsmodels produce different p-values when given as input the same time series. Why is this happening? For example: from pmdarima.arima.stationarity import ADFTest adf_test = ADFTest() p_val1, should_diff…
Clabis
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pmdarima save auto.arima aic values

Is there a way to save this AIC values? I want to sort this values to see which model has lowest AIC in order to make cross validation to the ones with lower AIC'senter image description here
Nicolas_C00
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pm AutoARIMA no suitable models found

I am trying to create a seasonal ARIMA (SARIMA) model using pmdarima's AutoARIMA. The reason for that is that new data will become available over the lifetime of the project and code is required which automatically finds the best timeseries model.…
C Hecht
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pmdarima assign object to auto_arima output

I am experimenting with auto_arima which gives a nice output of the best model to use for a time series prediction. from pmdarima import auto_arima stepwise_fit = auto_arima(hourly_avg['kW'], start_p=0, start_q=0, max_p=2,…
bbartling
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Why does my PMdarima only try the PDQ value up to 5

I am a newbie for pmdarima, I was trying to use pmdarima to find the best fit model. I have set the max p,d,q value up to 9 ( or other higher number). However, I sae it only run the number up to 5. Is there any reason or I have to change the…
KK0186
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How to set ARIMA parameters p,q,d or should I go for Auto ARIMA?

I have tried to set ARIMA parameters p,q,d for time series which was not stationary but predictions were poor, I believe it's because of the values I chose for p,q,d .If could anybody explain how to set these parameters or should I go for Auto…
Gleshma Aranha
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Forecasting/prediction using ARIMA in python - how does it work?

I am very confused about how to predict/forecast using ARIMA. Lets assume we have a series called y_orig that we split into y_train and y_test. Assuming that y_orig is not stationary, we could fit ARIMA using the code below # fit ARIMA model from…
SBad
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