Data Science Stack Exchange
Data Science Stack Exchange

Questions tagged [arima]

arima (autoregressive integrated moving average.) It's a model used in data science to measure events that happen over a period of time. The model is used to understand past data or predict future data in time series.

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ARIMA training super slow

I am fitting ARIMA model (from statsmodels) on 20 000 elements dataset on a 24 CPU 200+GB RAM cloud server for over 24 hours now. It loads all the CPU's. But It takes so long... Is it how it works or is here something wrong? p,d,q are just…
Myron
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Forecasting via LSTM or XGBoost... is it really a forecast or

I guess I understand the idea of predictions made via LSTM or XGBoost models, but want to reach out to the community to confirm my thoughts. This tutorial does a nice job explaining step by step of what to do: "How to Develop Multi-Step LSTM Time…
krinker
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Python (S)ARIMA models completely wrong

I have some time series, like this one: I want to predict future values, so I splitted in train/test (70/30) and I created several ARIMA models, however they are all completely wrong (or maybe I am wrong). First of all, considering differentiation,…
CasellaJr
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ML model to forecast time series data

This question has three sub-parts, answering each of which probably doesn't require huge text. I hope that is okay. I'm trying to understand time series prediction using ML. I have the target variable $y_t$, and suppose two other variables $x_t,z_t$…
user9343456
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How to know if a time series sequence is predictibale or just random (Univariate time series prediction)?

I'm trying to predict a current value of a variable based on the its previous 10 values. I tried multiple time series approaches including ARIMA, LSTM and linear regression... None of them really performed well, so I'm starting to think that the…
the phoenix
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Best common metric for comparing classic time series forecasting methods (ARIMA/Prophet) with ML approach?

I am new to time series forecasting and looking to compare the performance of ARIMA/Prophet with an XGBoost model in predicting future stock market values based on historical stock market data and social media sentiment scores. I am more familiar…
Darcey BM
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How to use ARIMA to predict time series?

Time Volume 9/30/2019 2000 10/1/2019 1800 10/2/2019 1600 10/3/2019 1400 10/4/2019 1200 10/5/2019 1000 10/6/2019 800 10/7/2019 600 10/8/2019 400…
Amogh Katwe
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XGBoost vs ARIMA for Time Series analysis

Doing time series analysis, I have doubts on choosing the right model. I want to predict the next 30 mins window, from the input dataset which contains the no. of error count for that particular 1 min interval. Should I use XGBoost or ARIMA…
Jai K
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Multiple seasonality with ARIMA?

I know that ARIMA can't detect multiple seasonality, but it is possible to use fourier functions to add a second seasonality. I need to forecast gas consumption composed by a daily, weekly (week days-weekend), yearly seasonality. Does it make sense…
marcodena
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High error Arima model - Python

I have a time series data. It has daily frequency. I want to forecast the data for the next week or month with an ARIMA model. This is a chart of my time series data: First I use the method seasonal_decompose from stats model to check the…
J.C Guzman
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How to automate Seasonal Arima?

I am building Seasonal Arima for more than 10k products. In all the tutorials and blogs mentioned, I need to do the exploration to find the p,d,q values along with seasonality value using the visualization plots. But doing this analysis for 10k…
Jack Daniel
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ARIMA: How to understand performance of the model?

I am new to use of ARIMA model and after working on it for a couple of days and doing research - I'm not sure how to interpret the performance of my model... Here is what the .head() of my dataframe looks like: As you can see it has date at its…
DGomonov
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ARIMA predictions look shifted by one unit of time

I am using statsmodels ARIMA (1,2,1) to predict the monthly demand for a product. The predictions look like they are shifted to the right by one month. I wonder if the statsmodels.ARIMA.Residuals.predict returns something different than the monthly…
Gloksinya
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Grouped Time Series forecasting with scikit-hts

I am trying to forecast sales for multiple time series I took from kaggle's Store item demand forecasting challenge. It consists of a long format time series for 10 stores and 50 items resulting in 500 time series stacked on top of each other. And…
Downforu
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Predict the first observations of a time series when order of the model is higher

Suppose you have you have a time series with 365 observations, one for each day of the year, and you split the first 183 rows in training set and the latest 182 in test set. Suppose you create an AR (autoregressive model), and you set the order of…
CasellaJr
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