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Hi all,
I´m trying to understand the difference between the several prediction methods available in the statespace SARIMAX function:
- `predict`
- `get_prediction`
- `forecast`
- `get_foreca…
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Hello,
I am using SARIMAX model to forecast hourly electric load. When, I used 1 year of hourly historical data, the fit of the model is long so I want to be able to save in a file my SARIMAX model r…
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Are there plans to extend the functionality of the time series models to include seasonality like SARIMAX for example?
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related:
roadmap for tsa #3115
old issue to compare of ARIMA and SARIMAX #2542
The long term plan is to deprecate ARMA and ARIMA to avoid code duplication and because those models are barely mai…
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Make improvements and fixes on past modules according to the provided feedback.
* Implement up to SARIMAX for arima module
* Fix plotting related issues
* Implement auto seasonality period detect…
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When I fitted the SARIMAX model with 10 data points, it failed to converge when the model tried to fit. I found this when I tried to look at the summary.
```python
import numpy as np
import pan…
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**Describe the bug**
It was discovered that when adding a "See Also" section in the docstring, readthedoc does not always render the text as link when an estimator is mentioned by name. Example: …
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Hi! This is more a suggestion on how a potential python implementation could look like.
1. The package [`pycausalimpact`](https://github.com/WillianFuks/causalimpact/) is a nice python implementat…
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Hi,
I tried the [automl_time_series_forecast](https://github.com/microsoft/FLAML/blob/main/notebook/automl_time_series_forecast.ipynb) example, but it fails occasionally because of an invalid conf…
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Hi, thanks for the gread library!
The following call produces a `console.log` which is not ideal in my case since i love a clean console ;).
Call:
```
static forecastTimeseriesNpmArima({ts, e…