Questions tagged [arima]

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1answer
62 views

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 ...
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0answers
18 views

Best approach for univariate time series predictions?

I have a univariate time series. where I'm trying to predict a current value of a variable based on the previous 10 values of the same variable. I tried three approaches: 1- linear regression where I ...
0
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1answer
29 views

First Differencing to remove seasonality and trends

I am trying to remove seasonality and trends from my time series data. I found this post that said to use df_diff = df.diff().diff(12).dropna() (https://www.tobiolabode.com/blog/2020/12/30/how-to-...
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0answers
16 views

Choosing correct Period for SARIMA on a 4 month (120 day observation) dataset

I'm testing SARIMA on the first 4 months (observations are in days, total 120 days) of this dataset: https://api.covidtracking.com/v1/states/ny/daily.cs I'm not sure what value I should assign to the ...
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0answers
13 views

Is it mandatory to have a DateTime index for a pandas dataframe to run ARIMA models on it?

I'm trying to learn about Arima models. In every tutorial, the Dataframe considered has a DateTime index. When I looked upon the mathematical formula for Arima model, it only depends on the past ...
1
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1answer
20 views

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 (...
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0answers
23 views

How can i find the accurcy for time series? [closed]

I have to work for the first time with time series and I have some question about this interesting field of machine learning. What I have to do: I should make a forecast for quantity for some special ...
1
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1answer
204 views

Python: SARIMAX Model Fits too slow

I have a time series data with the date and temperature records of a city. Following are my observations from the time series ...
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0answers
18 views

How to determine my pacf and acf in ARIMA with daily time series data?

I have daily time series data for revenue sales ranging from 2018-04-01 to 2021-02-19. I want to implement an ARIMA model and the plot of the data looks like this: Based on my augmented-dickey fuller ...
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0answers
9 views

Box Jenkins, ADF and KPSS tests on a time series

this is my first question I have the growth from Ecuadors GDP from 2000 to 2025 (Annually) and I have to predict Ecuadors GDP growth from 2026 to 2030 taking into account: Ecuadors GDP Growth ...
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0answers
10 views

Why is my data not showing valid autocorrelation?

So i was following a kaggle notebook on weather prediction using ARIMA/SARIMA (here). I implemented the steps to look for autocorrelation on my dataset and found that the graph is in very strange ...
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0answers
8 views

Is there a way to pass new data to fitted ARIMA model to get predictions or I need to retrain it every time?

Is there a way to pass new data to fitted ARIMA model to get predictions or I need to retrain it every time? I need to put to production and see how it trades in real life.
3
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1answer
163 views

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 ...
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0answers
9 views

Correcting for seasonality on multiple timelines

I have many time-series of economic data, broken down quarterly. There is always an element of seasonality in each timeline, but it can very wildly. See the below charts: I'd like to correct for ...
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0answers
15 views

ARIMA d Parameter and Explicit Differencing

Can I use only d parameter for ARIMA instead of applying differencing to data before training and applying inverse transform to forecasts in order to get them into original scale? Do libraries like ...
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0answers
49 views

AR coefficients are not stationary

I have a timeseries data and I want to forecast it by applying ARIMA. After reading data, I decomposed it to analyze its components and get an idea whether it is stationary or not. It seems there is ...
1
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0answers
52 views

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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0answers
136 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 ...
0
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2answers
91 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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0answers
23 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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0answers
15 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 ...
2
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2answers
852 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 ...
0
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1answer
38 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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0answers
58 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
9 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 ...
2
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2answers
72 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 ...
2
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0answers
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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0answers
27 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 ...
3
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1answer
57 views
2
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0answers
155 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 ...
0
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1answer
75 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 ...
1
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1answer
28 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 ...
4
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2answers
3k 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 ...
2
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1answer
5k 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 ...
1
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1answer
65 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) ...
1
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1answer
1k 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.
1
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1answer
335 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-...