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Questions tagged [sarimax]

SARIMAX (abbreviation for Seasonal Auto-Regressive Integrated Moving Average with eXogenous factors) is a solution for forecasting time series data with seasonal trends. Use this tag for questions only about this specific type of prediction. Do not use this tag for different type of time series prediction such as ARIMA, LSTM, etc.

SARIMAX (abbreviation for Seasonal Auto-Regressive Integrated Moving Average with eXogenous factors) is a solution for forecasting time series data with seasonal trends. It is an extension of ARIMA (Auto Regressive Integrated Moving Average) with four new parameters for tuning: P, D, Q, and s.

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How to verify the best ARIMA model?

I am trying to do forecasting based on ARIMA. Currently I am choosing the best ARIMA model and predicting for a certain period based on the best chosen ARIMA model. I am doing that by getting the AIC value and keeping the fact in mind that: The…
raiyan22
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Jupyter Notebook Error: Schur decomposition solver error

I am getting an error while using SARIMA Model for Energy Consumption Project. Below is the code and error. If anyone have any solutions or suggestions, they would be greatly appreciated. Code: from statsmodels.tsa.statespace import sarimax from…
Pranav Jaswal
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ValueError: Provided exogenous values are not of the appropriate shape for SARIMAX model

I am trying to run a SARIMAX model on some mortgage prepayment data. I have a list of dataframes clustered by mortgage cohort and separate them into train and test sets based on time. Then I scale the train and test sets and run a step-wise…
hulio_entredas
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SARIMAX out of sample forecast with exogenous data

I am working on a timeseries analysis with SARIMAX and have been really struggling with it. I think I have successfully fit a model and used it to make predictions; however, I don't know how to make out of sample forecast with exogenous data. I may…
Rebecca James
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Time Series Prediction with statsmodels.tsa.arima.model import ARIMA

I am trying to make prediction on my ARIMA Model but I stucked in one point from statsmodels.tsa.arima.model import ARIMA train2 = trainData1["meantemp"][:1170] test2 = trainData1["meantemp"][1170:] # p,d,q ARIMA Model model = ARIMA(train2,…
Ugur Selim Ozen
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Re-ordering exogenous columns in Statsmodels SARIMAX changes prediction

I noticed a difference between two Statsmodels SARIMAX models. Both should have been exactly the same and I eventually traced the difference to the order in which the exogenous columns were ordered. The contents of the exogenous columns were…
Comrade Bronski
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How to hide the 'RUNNING THE L-BFGS-B CODE...' output when fitting ARIMA/SARIMAX model?

I am fitting an ARIMA/SARIMAX model for a large dataset. When running the code I get the following output on my screen - RUNNING THE L-BFGS-B CODE * * * Machine precision = 2.220D-16 N = 4 M = 10 At X0 …
sriv05
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How do I run ARIMA modelling on seasonal weekly data, when the number of weeks in a fiscal year can vary between 52 & 53?

I am trying to forecast weekly ABV (Average Basket Value) for a retail company using past data, in R. I have been advised to use seasonal ARIMA modelling with exogenous variables. The data is highly seasonal, particularly around holidays. The…
Sam Eley
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Stats Model - TypeError: fit() got an unexpected keyword argument 'disp'

I'm getting error while implementing model.fit(dis=0). Please help me on this. How to get rid of this error? I'm doing time series and forecasting for Electricity Board in USA PJMW. ar_preds = [] history = [x for x in train_series] for t in…
Sonu Kumar
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Plotting confidence interval in SARIMAX prediction data

I am trying to plot confidence interval band along the predicted values off a SARIMAX model. A SARIMAX model is fitted using this: model=sm.tsa.statespace.SARIMAX(data_df['Net Sales'],order=(1, 1,…
Neo
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Forecasting out-of-sample with exogenous variables using SARIMAX in Statsmodels -python

I've tried running statsmodels SARIMAX code in Python but I keep getting: "ValueError: Out-of-sample operations in a model with a regression component require additional exogenous values via the exog argument." Both my endog ['Oil_(Sm3)'] and exog…
Kush
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auto_ts: How to change forecasted date range in auto_ts

I am trying to forecast values using auto_ts library, the input i am passing is a date format which has first date of every month like 2021-11-01 whereas the forecasted values have a date range as last date of every month like 2021-11-30. Is there a…
SM079
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How to extract the trend component from TBATS forecast (in python)?

I'm trying to use TBATS to forecast a very simple times series (as suggested here).This is the code I'm using: #imports import pandas as pd import numpy as np import matplotlib.pylab as plt from tbats import BATS, TBATS #build a time series t_max =…
Lorenzo
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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
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ARIMA forecast model don't show on graph

I'm currently using the ARIMA model to predict a stock price, SARIMAX(0,1,0). I wanted to forecast stock prices on the test dataset with 95% confidence interval. I'm following this tutorial posted July 2021, but some things have changed and I can't…
OnsenEgg
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