Re:Arima Model – Guide to Time Series Forecasting in Python
by gareman on Sunday June 23, 2019 @05:41PM
(#20258857)
In ARIMA the only thing that changes is time so you don't need to wait for future data. It sounds like you may be trying to use covariates, which is not a problem with statsmodels but model choice -- you'd need to use ARIMAX not ARIMA.
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Re:Arima Model – Guide to Time Series Forecasting in Python
by ddmd on Monday June 24, 2019 @03:35AM
(#20261306)
Assume we have a series of N value 4, 7, 3, ..., 9, 2, 5. We use them for training a model. Now we forget about this data (for whatever reason). We receive a completely new series like 2, 3, 7, 5, 4, 5. Our goal is to forecast the next value of this new series. How can we find it using statsmodels?