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After the SARIMAX model is trained, I can find the transition matrix and selection matrix from `SARIMAX.ssm`. Now I am struggling to get the State Vector. Is there any way to find this or to calculate…
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OS: Linux
Browser FireFox
When we run deeplabcut.extract_outlier_frames(), a machine-labeled.h5 file is not saving. So we can't run deeplabcut.refine_labels(config_path).
We are running an ato…
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**Describe the bug**
If I specify `error_action="ignore"` in `auto_arima` when `method` is anything other than the default of CSS-MLE, errors from statsmodels are no longer ignored.
**To Reproduce…
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Right at the end of the fit process, SARIMAX is consuming almost 100% of my available memory. It runs for quite some time (using all CPU's) without any increase in memory then it starts to ramp up, an…
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I am using a series with a datetimeindex to forecast. I get the error "ValueError: Must provide freq argument if no data is supplied" if I try to predict out of sample for some of my variables. I can'…
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**Title:**
Time-series Forecasting using FBProphet
**Description:**
In this session, I will talk about analysis of time-series data and training a model to forecast it. I will discuss how trend, …
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Is it possible to add features that would also take regressor or exogenous variables?
Stats-model version of adding exogenous variable: https://www.statsmodels.org/dev/generated/statsmodels.tsa.sta…
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I build model and save her. Then I want use this model for forecast new dataset. I test how it is work
> from statsmodels.tsa.statespace.sarimax import SARIMAX
> model = SARIMAX(history, order=(7, 1…
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I am trying to wrap my mind around the MA results in my SARIMAX model (p,d,q)=(0,1,10). Basically, I used 4 exogenous variables to explain 1 endogenous variables in its seasonal cycle. From the materi…
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Hello Chad,
I have implemented a load forecast model using only endogenuous hourly data that is running on a rasberry pi computer. The Sarimax is relatively time and memory consuming for such a weak …