Questions tagged [arima]

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auto_arima results summary (intercept?)

I ran auto_arima on my model from the library pmdarima and I'm trying to interpret the results printed to the console. I see two examples of similar parameters that yield different results: ARIMA(0,1,...
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11 views

Narrow confidence Interval of forecast

I am new to data science so please accept my apology in advance. I am trying to predict the value using ARIMA. I have got weekly value for the current year. Based on the available weekly values, I ...
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2answers
26 views

Time series forecast for small data set

I am new in data science so please accept my apology in advance if my question sounds stupid. I want to do a time series forecast of outage mins in the current regulatory year. The regulatory year ...
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15 views

Error when comparing testset with training set in ARIMA R

I am working on a monthly dataset (timeseries) using R. The dataset consists of 159 rows starts from Feb 1996 to March 2004. I set aside the last 12 months of data (Apr 2003- March 2004). Performed ...
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14 views

How to deduct ARIMA's order's parameters?

According to their official site, the ARIMA function has 3 parameters for the order parameters. It says: "The (p,d,q) order of the model for the number of AR parameters, differences, and MA ...
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2answers
40 views

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 ...
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1answer
31 views

Time series forecast for everyday for till a distant future

I have time series data for every single day from last 5 years with seasonal variation and a general increase in trend. This is what my data looks like: And I am trying to predict for every single ...
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25 views

Multidimensional time series regression

I’m new to time series forecasting and I’m trying to implement regression models using both ARIMA and LSTM for a multidimensional and multivariate time series. The samples are indexed by time, ...
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0answers
6 views

Ljung-box test on weekly percentage of total quarter bookings

I have a data on the weekly percentage of the total quarter bookings. The data looks as follows (note: weekly percentages add up to 100 for each quarter) : (not real data) I used the Ljung-box test ...
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12 views

Predict all possible dates in time series data

In my problem statement one part is to predict all possible dates(t-n) where t is my current date. I want to process below dataset to predict all possible order dates for next login date(single ...
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13 views

Trying to determine ARIMA parameters in time series

Hello I have a stationary time series with ACF and PACF plots as follows. How can I determine the p,q,d parameters with these graphs? Are they the lag values where the graph intersects the upper ...
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8 views

Why I have obtained high error ARIMA model

I have a time series data. It has weekly frequency. I want to forecast the data for the nexts weeks with an ARIMA model. This is a chart of my time series data: First I use the method ...
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2answers
42 views

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 ...
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7 views

How could i change the frequence of Date time from None to a specific frequency

I have mixed data that contains a different date-time value, not daily or weekly and I don't know how to change the frequency from None so I can use the algorithms like Arima to it
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18 views

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 ...
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47 views

Prediction of time series with minute interval using arima

I am a beginner in machine learning for time series, I need to develop a project, where my data is composed of minutes, could someone help me create this algorithm? Data set: Each value represents ...
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17 views

Understanding lag plot ,ACF plot and auto-correlation plots

I have a data-frame of 2809 rows which is an unevenly spaced time-series ...
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18 views

Arima model aic continuously decreasing with value of m

In this figure, i am doing time series forecasting with arima model, where it can be clearly seen there is a seasonality of 2 years, so the value of m should be 104 for the better prediction as the ...
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1answer
48 views
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91 views

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 ...
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13 views

How far I can apply ARIMA forecast algorithm to my model?

I created a ARIMA model with 1224 month wise data (102 years - From Jan 1900 to Dec 2002), totalling to 1224 data items. How far I can forecast. Typically i got some pattern in forecast only for 36 ...
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1answer
46 views

Choosing the periodicity in a SARIMA model

Given the order (P,D,Q,s) of a SARIMA model, s is an integer representing the number of periods in a season. Intuitively, I suppose it would be 12 for monthly data ...
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1answer
23 views

Why is my prediction using ARIMA better if I'm using less historic data?

I have a data set containing hourly electricity prices for since 1.01.19 until September. Since the process turned out to be (weakly) stationary, I applied an ARIMA model in Python in order to predict ...
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1answer
2k views

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 ...
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1answer
3k views

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 ...
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1answer
51 views

How to measure/rate the effect of a exogenous covariate in a ARIMAX Model?

I have an ARIMA model, I'm trying to figure out how much an external variable (exogenous covariate) could improve the forecast, so I need to "synthesize" a rate that tell me the usefulness (or impact) ...
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1answer
711 views

Categorical variable for Arima

Does Arima support the usage of categorical variable? Some ways to get it working can be using one-hot encoding to represent categorical variables, but I am not sure how good it is.
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1answer
284 views

Why MA model order is from acf but not pacf

For MA model in Arima, why the order references acf, but not pacf? The emphasize is why not PACF. In https://towardsdatascience.com/significance-of-acf-and-pacf-plots-in-time-series-analysis-...