How to determine the best value for m?

alkaline-ml / pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

https://www.alkaline-ml.com/pmdarima

MIT License

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How to determine the best value for m? #119

Closed vibhashahani closed 5 years ago

vibhashahani commented 5 years ago

I have an hourly data looking like this: Datetime Count 2014-04-26 09:00:00 154 2014-04-26 10:00:00 200 2014-04-26 11:00:00 200 2014-04-26 12:00:00 228 2014-04-26 13:00:00 206

This is the seasonal decomposition download

Steps/Code to Reproduce

So, what should be the best way to determine m for data?

Expected Results

Actual Results

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tgsmith61591 commented 5 years ago

There's no perfect answer to this. I have a section on it in the documentation. And Rob Hyndman did a nice blog post over it.

Short answer, you have to set it based on apriori knowledge