Stack Overflow
Stack Overflow

Questions tagged [pmdarima]

81 questions
11
votes
6 answers

No module named 'pmdarima'

Im using the jupyter notebook from remote access and want to import the pmdarima for the auto_arima to select the arima model. How can I install the pmdarima through remote access ? import auto_arima package from pmdarima import auto_arima The…
Yizzi
  • 133
  • 1
  • 1
  • 5
5
votes
2 answers

Auto ARIMA in Python results in poor fitting prediction of trend

New to ARIMA and attempting to model a dataset in Python using auto ARIMA. I'm using auto-ARIMA as I believe it will be better at defining the values of p, d and q however the results are poor and I need some guidance. Please see my reproducible…
jimiclapton
  • 775
  • 3
  • 14
  • 42
5
votes
2 answers

Getting 【ValueError: Input contains NaN 】 when using package pmdarima

I get the error ValueError: Input contains NaN, when I try to predict the next value of series by using ARIMA model from pmdarima. But the data I use didn't contains null values. codes: from pmdarima.arima import ARIMA tmp_series =…
theabc50111
  • 421
  • 7
  • 16
3
votes
1 answer

how to extract estimated (no predict ) values from pmdarima.auto_arima

I am trying to extract the estimated (not predicted) values from the auto_arima model of the pmdarima library, I have not been able to. I have tried with:modl.fit() and it does not generate the values that later I need them to graph together with…
royer
  • 615
  • 1
  • 6
  • 19
3
votes
2 answers

Conda skeleton pypi fails with pmdarima -- AttributeError numpy disutils

I'm trying to install pmdarima package in a conda env as it requires statsmodels <0.12 and I would also like to use statmodels latest release for this project. My understanding is limited, but I first tried conda skeleton pypi pmdarima This failed…
jmillerbrooks
  • 31
  • 2
2
votes
0 answers

Failing to predict next value using ARIMA: Input contains NaN, infinity or a value too large for dtype('float64')

I have the following snippet of code: import pmdarima as pmd ts = [-3, 86, 5, 52, 68, 14, 20, 12, 22, -4, -2] model = pmd.auto_arima(ts, start_p=1, start_q=1, test="adf") est = model.predict(1)[0] It fails on the last line with stack…
Josh K
  • 79
  • 1
  • 12
2
votes
1 answer

Forecasting time series with multiple seasonaliy by using auto_arima(SARIMAX) and Fourier terms

I am trying to forecast a time series in Python by using auto_arima and adding Fourier terms as exogenous features. The data come from kaggle's Store item demand forecasting challenge. It consists of a long format time series for 10 stores and 50…
Downforu
  • 317
  • 5
  • 13
2
votes
1 answer

Different results in ndiffs pmdarima (Time Series)

I am analyzing a time series. It clearly has a trend and a seasonal component. When I do the adf root test I get a p-value of 0.98, meaning it's non stationary. But when I do the ndiffs in pmdarima, Philippe Perron and Dickey Fuller returns a 0,…
jmr
  • 21
  • 2
2
votes
0 answers

AUTO ARIMA MODEL to predict hourly data in python

Datetime Y 2013-07-01 00:00:00 216.0 2013-07-01 01:00:00 210.0 2013-07-01 02:00:00 225.0 2013-07-01 03:00:00 216.0 2013-07-01 04:00:00 222.0 My data is in above format with hourly frequency... I would like to build a…
sreekar reddy
  • 23
  • 5
2
votes
2 answers

How do I use exogenous variable with pipeline.fit() in the library pmdarima?

I am currently building an ARIMAX model with the library pmdarima by using: pmdarima.pipeline.Pipeline.fit(y, exogenous=None, **fit_kwargs) The parameter is described: exogenous : array-like, shape=[n_obs, n_vars], optional (default=None) An…
Julien Fabacher
  • 41
  • 3
1
vote
0 answers

Update a model with test data to make new forecasts after training it on training data

I would like to understand if the procedure I'm following is standard or if I'm making some mistake. I have a time series of 48 values ​​(one value per month from 2018 to 2021), stored in the data frame df: Amount 2018-01 125.6…
LJG
  • 601
  • 1
  • 7
  • 15
1
vote
0 answers

Not able to detect auto_arima data error could not be promoted

I have the following dataset: import pandas as pd from pmdarima import auto_arima url_train_a = 'https://raw.githubusercontent.com/oreilly-mlsec/' + \ 'book-resources/master/chapter3/datasets/cpu-utilization/cpu-train-a.csv' df_train_a =…
Alexis
  • 2,104
  • 2
  • 19
  • 40
1
vote
1 answer

python error No such file or directory while installing a package

I wanted to install a statistics package called pmdarima. I used pip install pmdarima I received the error message: ERROR: Could not install packages due to an EnvironmentError: [Errno 2] No such file or…
user19258348
  • 11
  • 2
1
vote
1 answer

Auto ARIMA parameters for correct forecasting

I want to find correct Auto ARIMA values for my dataset. Since my values are presented hourly, I couldn't estimate the parameters. The problem should be about 'm', but greater values crashes eventually. I also tried seasonal false, which resulted…
ast
  • 35
  • 1
  • 7
1
vote
1 answer

ARIMA Model Predicting a straight line for my temperature data

I have a temperature dataset of 427 days(daily temperature data) I am training the ARIMA model for 360 days and trying to predict the rest of the 67 days data and comparing the results. While fitting the model in test data I am just getting a…
dachu darshan
  • 35
  • 9
1
2 3 4 5 6