Questions tagged [pmdarima]

81 questions
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how to optimize the best value for 'k' in FourierSeries

I am try to forecast 700 different product using autoARIMA in pmdarima package. For seasonality, Fourier Series makes it easier, because all products pattern are different. But, how can I select different values of "k", based on product in a loop.…
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from pmdarima.model_selection import train_test_split NOT working

I am using pmdarima to apply auto_arima in python3.7.7 . When splitting the dataset using from pmdarima.model_selection import train_test_split following error popups : ModuleNotFoundError: No module named 'pmdarima.model_selection' Already updated…
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unusual forecast values for ARIMA with d>0 but with autoarima its working

So im trying to get 5 arima models (to predict from 1 up to 5 days into the future). With the statsmodels arima class is somehow not working if i use d>0 or q>0. With auto arima its working (pmdarima). For example(Statsmodel) p,d,q = 1, 1, 0 models…
Tollpatsch
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auto_arima crashing with single value change on series

I'm working on a time series forescast model with pmdarima. My time series is short, but not so bad behaved. The following code gives an error on sklearn\utils\validation.py from pmdarima import auto_arima from statsmodels.tsa.seasonal import…
seimetz
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Python ARIMA Forecast is showing a Flatline

I am trying to forecast the S&P 500. But, I am getting a flatline for the forecast (no seasonality or anything). Attempting to use the python Pyramid Arima library. The data is the S&P 500 (SPY), daily 'close.' Any suggested changes to the…
billv1179
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ARIMA Model In loop python

I have an arima Model trained in a dataset of train[:350] test[350:427] values. I Am fitting the model in train values and my (p,d,q) values are (1,1,2). Currently i can predict only one time step at a time. I want to run the model in loop so that…
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