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Questions - sarimax

Python - Sarima/Sarimax - creation of an output table for multiple predictions

I'm currently working on a project and I'm not quite sure how to best implement the next step, so I'd appreciate suggestions and feedback. In my data a certain date can occur several times, because I ...
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L K

python

auto

arima

sarimax

Votes: 0

Answers: 1

Latest Answer

Each zip code has its own time series. If you have 60 zip codes then you might need to create 60 models, one for each time series. That is a lot of effort. The easiest way would be something like this...
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Arne Decker

Sarimax endogenous and exogenous variables - Provided exogenous values are not of the appropriate shape

The issue that I have is with a rather simple approach of forecasting time series in python using SARIMAX model and 2 variables: endogenous: the one of interest. exogenous: the one assumed to have so...
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Marian

python

time-series

sarimax

Votes: 0

Answers: 1

Latest Answer

Check the shape of the exo variable. If you are forecasting 13 steps, then you need to provide exog variables for each of those 13 steps. The error message is saying that you only provided exog variab...
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cfulton

Pipeline auto_arima/SARIMAX

I want to use auto_arima because I want SARIMAX and I want it to pick the best parameters. My code is actually running through a bunch of different combinations (as it is predicting multiple items) a...
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westiegirl

python

machine-learning

time-series

pipeline

sarimax

Votes: 0

Answers: 1

Latest Answer

The auto_arima() function automatically returns the best model as an ARIMA model, so you have it saved in you stepwise_model that you also use for training/predicting etc. You can access the parameter...
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Arne Decker

Does it exist a LSTM model that can have exogenous factors same as SARIMAX?

I have been working with SARIMAX a while now. I try to predict energy usage in large buildings. Im using weather data as exogenous variables. As I know the predicted weather from the weather forecast ...
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Peder Ward

machine-learning

lstm

recurrent-neural-network

forecast

sarimax

Votes: 0

Answers: 1

Latest Answer

You can handover as many variables/features to LSTM as you want. In the first layer you specify the input_shape(length, width), this defines how the first layer expects input. For example, if you have...
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Arne Decker

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