Stack Overflow
Stack Overflow

Questions tagged [pyramid-arima]

28 questions
5
votes
0 answers

How are ARIMA in sample predictions of pmdarima scaled?

I performed a time series forecast using auto_arima from the pmdarima package. I know that this package is based on the statsmodel SARIMAX package. Using the command: fit.predict_in_sample(ARIMA_input, dynamic=None), gives results that are…
AvO
  • 51
  • 3
5
votes
2 answers

How to run pyramid auto arima on Anaconda Jupyter notebook?

Apparently, Anaconda has a different pyramid package and it is for web framework. https://anaconda.org/anaconda/pyramid The user guide for arima pyramid suggests that one uses pip to install pyramid-arima.…
David293836
  • 1,165
  • 2
  • 18
  • 36
5
votes
2 answers

How to split dataframe based on years in python?

I have a dataframe called "dataframe" that contains a bunch of information of sales on a certain date. Each date entry is in the format of YYYY-MM-DD, and data ranges from 2012 to 2017. I would like to split this data frame into 6 separate…
amadzebra
  • 175
  • 2
  • 3
  • 9
4
votes
1 answer

How can I install pmdarima?

There is a persistent error and all requirements are already satisfied. C:\Users\dobri>python -m pip install --user pmdarima Collecting pmdarima Using cached…
Marian
  • 87
  • 1
  • 3
  • 13
4
votes
1 answer

(python)pmdarima.auto_arima(pyramid.auto_arima) won't use d and D args automatically

I manually made 20 models and found out should use d=1 or D=1 for each model, but auto_arima never use difference args(even one model has no d or D at all, and all of the trials are like (1,0,1) x (0, 0, 1, 52). I checked it by setting…
Roy
  • 159
  • 3
  • 12
3
votes
1 answer

Why does auto_arima function from pmdarima package on python is much slower than auto.arima function available on R?

I work on a timeseries project with lot of timeseries and I want to settle it with an automatic function for arima/sarima model. I did it on R with auto.arima function which is very fast and now I'm on python and the auto_arima function (from the…
mathis
  • 31
  • 2
3
votes
1 answer

Python/Pandas - How to tune auto_arima model parameters to get future forecast

Python 3.6 My dataset looks like this: It's travel bookings, say for a travel company e.g. airlines/trains/buses etc. date bookings 2017-01-01 438 2017-01-02 167 ... 2017-12-31 45 2018-01-01 748 ... 2018-11-29 223 I…
AK91
  • 671
  • 2
  • 13
  • 35
3
votes
0 answers

Auto_Arima enforce_stationarity error during fit

I am following this link to create auto_arima model on my data. https://medium.com/@josemarcialportilla/using-python-and-auto-arima-to-forecast-seasonal-time-series-90877adff03c Gitub code location is :…
Sand T
  • 168
  • 1
  • 14
2
votes
0 answers

Reconstruct ARIMA model with parameters

I have the below parameters of ARIMA model using to_dict function of auto_arima in pmdarima package. Can I reconstruct the model which can be used to predict results using this dictionary object? My dictionary looks like: {'pvalues': array([1.4,…
Vinushan
  • 23
  • 4
2
votes
1 answer

from pyramid.arima import auto_arima not working

I am doing some timeseries forecasting, while at it I am trying to import auto_arima using pyramid but it throws an Module not found error as - ''No module named 'pyramid.arima' from pyramid.arima import auto_arima I also tried importing auto_arima…
boredaf
  • 98
  • 1
  • 8
2
votes
2 answers

module 'pyramid' has no attribute '__version__'

Getting error module 'pyramid' has no attribute '__version__' Error: stepwise_model = auto_arima(palm_price_ts, start_p=1, start_q=1, max_p=3, max_q=3, m=12, start_P=0, seasonal=True, …
Hillol D
  • 49
  • 2
  • 6
2
votes
1 answer

Difference between pyramid and statsmodels fit() and ARIMA()?

I'm currently using ARIMA with pyramid, and when creating an ARIMA object using pyramid's ARIMA() I can sepcify an exogenous parameter, but when calling fit() I cannot specify an exogenous variable. However with statsmodels, I saw that this is…
amadzebra
  • 175
  • 2
  • 3
  • 9
1
vote
0 answers

ARIMA/SARIMAX for time series forecasting

I am trying to forecast sales of products for more than 2000 products. In my data, I resample each products' sales data into weekly sales data and each product time series data behaves differently. Seasonal patterns are not obvious and that is why I…
chrismoltisanti
  • 39
  • 1
  • 5
1
vote
1 answer

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
  • 23
  • 6
1
vote
2 answers

Fitted values from ARIMA in python

I am working on time series models. I got to use auto_arima model in pyramid-arima module. I have fitted a auto_arima model on my data set. Now I have two questions. I would like to see the model parameters. I would like to get fitted values from…
RSK
  • 751
  • 2
  • 7
  • 18
1
2