Can i forecast with discontinued data using SARIMA
$begingroup$
I have data for sales on monthly basis but few months information is not in csv file, Can i forecast or fill that missing month with other calculated value from present record.
part of code i am using:
AIC =
SARIMAX_model =
for param in pdq:
for param_seasonal in seasonal_pdq:
try:
mod = sm.tsa.statespace.SARIMAX(train_data,
order=param,
seasonal_order=param_seasonal,
enforce_stationarity=False,
enforce_invertibility=False)
results = mod.fit()
print('SARIMAX{}x{} - AIC:{}'.format(param, param_seasonal, results.aic), end='r')
AIC.append(results.aic)
SARIMAX_model.append([param, param_seasonal])
except:
continue
print('The smallest AIC is {} for model SARIMAX{}x{}'.format(min(AIC), SARIMAX_model[AIC.index(min(AIC))][0],SARIMAX_model[AIC.index(min(AIC))][1]))
# Let's fit this model
mod = sm.tsa.statespace.SARIMAX(train_data,
order=SARIMAX_model[AIC.index(min(AIC))][0],
seasonal_order=SARIMAX_model[AIC.index(min(AIC))][1],
enforce_stationarity=False,
enforce_invertibility=False)
python machine-learning-model forecasting
$endgroup$
add a comment |
$begingroup$
I have data for sales on monthly basis but few months information is not in csv file, Can i forecast or fill that missing month with other calculated value from present record.
part of code i am using:
AIC =
SARIMAX_model =
for param in pdq:
for param_seasonal in seasonal_pdq:
try:
mod = sm.tsa.statespace.SARIMAX(train_data,
order=param,
seasonal_order=param_seasonal,
enforce_stationarity=False,
enforce_invertibility=False)
results = mod.fit()
print('SARIMAX{}x{} - AIC:{}'.format(param, param_seasonal, results.aic), end='r')
AIC.append(results.aic)
SARIMAX_model.append([param, param_seasonal])
except:
continue
print('The smallest AIC is {} for model SARIMAX{}x{}'.format(min(AIC), SARIMAX_model[AIC.index(min(AIC))][0],SARIMAX_model[AIC.index(min(AIC))][1]))
# Let's fit this model
mod = sm.tsa.statespace.SARIMAX(train_data,
order=SARIMAX_model[AIC.index(min(AIC))][0],
seasonal_order=SARIMAX_model[AIC.index(min(AIC))][1],
enforce_stationarity=False,
enforce_invertibility=False)
python machine-learning-model forecasting
$endgroup$
add a comment |
$begingroup$
I have data for sales on monthly basis but few months information is not in csv file, Can i forecast or fill that missing month with other calculated value from present record.
part of code i am using:
AIC =
SARIMAX_model =
for param in pdq:
for param_seasonal in seasonal_pdq:
try:
mod = sm.tsa.statespace.SARIMAX(train_data,
order=param,
seasonal_order=param_seasonal,
enforce_stationarity=False,
enforce_invertibility=False)
results = mod.fit()
print('SARIMAX{}x{} - AIC:{}'.format(param, param_seasonal, results.aic), end='r')
AIC.append(results.aic)
SARIMAX_model.append([param, param_seasonal])
except:
continue
print('The smallest AIC is {} for model SARIMAX{}x{}'.format(min(AIC), SARIMAX_model[AIC.index(min(AIC))][0],SARIMAX_model[AIC.index(min(AIC))][1]))
# Let's fit this model
mod = sm.tsa.statespace.SARIMAX(train_data,
order=SARIMAX_model[AIC.index(min(AIC))][0],
seasonal_order=SARIMAX_model[AIC.index(min(AIC))][1],
enforce_stationarity=False,
enforce_invertibility=False)
python machine-learning-model forecasting
$endgroup$
I have data for sales on monthly basis but few months information is not in csv file, Can i forecast or fill that missing month with other calculated value from present record.
part of code i am using:
AIC =
SARIMAX_model =
for param in pdq:
for param_seasonal in seasonal_pdq:
try:
mod = sm.tsa.statespace.SARIMAX(train_data,
order=param,
seasonal_order=param_seasonal,
enforce_stationarity=False,
enforce_invertibility=False)
results = mod.fit()
print('SARIMAX{}x{} - AIC:{}'.format(param, param_seasonal, results.aic), end='r')
AIC.append(results.aic)
SARIMAX_model.append([param, param_seasonal])
except:
continue
print('The smallest AIC is {} for model SARIMAX{}x{}'.format(min(AIC), SARIMAX_model[AIC.index(min(AIC))][0],SARIMAX_model[AIC.index(min(AIC))][1]))
# Let's fit this model
mod = sm.tsa.statespace.SARIMAX(train_data,
order=SARIMAX_model[AIC.index(min(AIC))][0],
seasonal_order=SARIMAX_model[AIC.index(min(AIC))][1],
enforce_stationarity=False,
enforce_invertibility=False)
python machine-learning-model forecasting
python machine-learning-model forecasting
asked 9 mins ago
bipul kumarbipul kumar
214
214
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