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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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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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Instead of using the SARIMAX model's predictions to be fed as a feature / observation into the agent at every time step, maybe using the predictions of a separately trained LSTM may perform better. I'…
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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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#### Describe the bug
I tested on two different machines and I got different results using SARIMAX. Is there an issue with using the solver 'lbfgs'? I would always get some results are off either b…
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Hi,
I am trying to use your work together with a SARIMAX statistical model to determine the upcoming trend for gas prices in the following days.
Have you tried to decompose the series maybe relating…
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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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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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Hi, I wanted to continue the conversation around autots ability to do multivariate analysis.
I have tried the stand-alone Sarimax algorithm with its exog parameter capabilities to add covariates to…