Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Created by Ram Seshadri. Collaborators welcome.
[ ] predict function with simple=False returns 16 columns. See if this needs to be made consistent with the statistical models from statsmodels which return only 4 columns (mean, std err, lower ci, upper ci)
[ ] Index is called ds in prophet and <ts_column> name in statsmodels. Need to make consistent.
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Predictions with Best Model (Prophet)
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Building Forecast dataframe. Forecast Period = 8
Building Forecast dataframe. Forecast Period = 8
Building Forecast dataframe. Forecast Period = 8
Building Forecast dataframe. Forecast Period = 8
Building Forecast dataframe. Forecast Period = 8
ds trend ... multiplicative_terms_upper yhat
40 2014-04-30 651.843432 ... 0.0 749.061242
41 2014-05-31 657.531354 ... 0.0 751.077262
42 2014-06-30 663.035794 ... 0.0 796.892366
43 2014-07-31 668.723715 ... 0.0 783.206733
44 2014-08-31 674.411637 ... 0.0 689.698130
45 2014-09-30 679.916077 ... 0.0 595.713426
46 2014-10-31 685.603998 ... 0.0 569.486600
47 2014-11-30 691.108439 ... 0.0 635.884371
Prophet Model
ds
in prophet and<ts_column>
name in statsmodels. Need to make consistent.