Questions tagged [arima]

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4
votes
1answer
886 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
votes
2answers
33 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
votes
0answers
17 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 ...
2
votes
0answers
59 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 ...
1
vote
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 ...
1
vote
1answer
2k 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
vote
1answer
468 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
vote
1answer
260 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-...
1
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0answers
13 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 ...
0
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0answers
10 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 ...
0
votes
0answers
7 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 ...
0
votes
0answers
5 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
0
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0answers
15 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 ...
0
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0answers
16 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 ...
0
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0answers
12 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 ...
0
votes
1answer
33 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 ...
0
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0answers
10 views

From stationary value to original value

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0
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1answer
31 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) ...
0
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0answers
30 views

How SARIMA predictions works

I am doing practice on SFO air traffic dataset and trying to forecast air traffic for 48 months ahead using SARIMA. The optimal SARIMA parameters are order=(2,1,2) and seasonal_order=(0,1,2,12), ...