Subscribe to DSC Newsletter

Kostas Hatalis's Blog Posts Tagged 'SARIMA' (1)

Tutorial: Multistep Forecasting with Seasonal ARIMA in Python

When trend and seasonality is present in a time series, instead of decomposing it manually to fit an ARMA model using the Box Jenkins method, another very popular method is to use the seasonal autoregressive integrated moving average (SARIMA) model which is a generalization of an ARMA model. SARIMA models are denoted SARIMA(p,d,q)(P,D,Q)[S], where S refers to the number of periods in each season, d is the degree of differencing (the number of times the…

Continue

Added by Kostas Hatalis on April 12, 2018 at 10:30am — 1 Comment

Videos

  • Add Videos
  • View All

© 2020   TechTarget, Inc.   Powered by

Badges  |  Report an Issue  |  Privacy Policy  |  Terms of Service