Вивчайте Building ARIMA Models in Python | Implementing ARIMA for Forecasting

To build accurate forecasts with ARIMA, you need a structured workflow that ensures your models are both robust and interpretable. The ARIMA modeling process in Python typically follows these key steps: data preparation, parameter selection, and model fitting.

You begin by preparing your time series data—this includes loading the data, handling missing values, and verifying stationarity. If your data is not stationary, you may need to difference it or apply transformations.

Afterward, you select the ARIMA model parameters: the order of the autoregressive part (p), the degree of differencing (d), and the order of the moving average part (q). This selection can be guided by examining autocorrelation and partial autocorrelation plots, as well as using information criteria such as AIC or BIC.

Once parameters are chosen, you fit the ARIMA model to your data using Python libraries, assess the model fit, and prepare for forecasting.

Tips for ARIMA Parameter Selection and Avoiding Overfitting:

Use autocorrelation (ACF) and partial autocorrelation (PACF) plots to guide your choice of p and q values;
Start with a simple model and increase complexity only if necessary;
Evaluate models using information criteria (AIC/BIC) to penalize unnecessary complexity;
Always check residuals for autocorrelation—if present, your model may be underfitting;
Avoid overfitting by not making p and q too large relative to your data length.


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import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from statsmodels.tsa.arima.model import ARIMA

# Generate a simple time series dataset
date_rng = pd.date_range(start="2020-01-01", end="2020-04-30", freq="D")

# Generate data with trend + random noise
ts_data = pd.Series(
    10 + 0.5 * np.arange(len(date_rng)) + np.random.normal(0, 2, len(date_rng)),
    index=date_rng
)

# Plot the time series
plt.figure(figsize=(10, 4))
plt.plot(ts_data)
plt.title("Sample Time Series Data")
plt.xlabel("Date")
plt.ylabel("Value")
plt.grid(True)
plt.show()

# Fit an ARIMA(1,1,1) model
model = ARIMA(ts_data, order=(1, 1, 1))
model_fit = model.fit()

# Print model summary
print(model_fit.summary())

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Once parameters are chosen, you fit the ARIMA model to your data using Python libraries, assess the model fit, and prepare for forecasting.

Tips for ARIMA Parameter Selection and Avoiding Overfitting:

Use autocorrelation (ACF) and partial autocorrelation (PACF) plots to guide your choice of p and q values;
Start with a simple model and increase complexity only if necessary;
Evaluate models using information criteria (AIC/BIC) to penalize unnecessary complexity;
Always check residuals for autocorrelation—if present, your model may be underfitting;
Avoid overfitting by not making p and q too large relative to your data length.


              1234567891011121314151617181920212223242526272829
            
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from statsmodels.tsa.arima.model import ARIMA

# Generate a simple time series dataset
date_rng = pd.date_range(start="2020-01-01", end="2020-04-30", freq="D")

# Generate data with trend + random noise
ts_data = pd.Series(
    10 + 0.5 * np.arange(len(date_rng)) + np.random.normal(0, 2, len(date_rng)),
    index=date_rng
)

# Plot the time series
plt.figure(figsize=(10, 4))
plt.plot(ts_data)
plt.title("Sample Time Series Data")
plt.xlabel("Date")
plt.ylabel("Value")
plt.grid(True)
plt.show()

# Fit an ARIMA(1,1,1) model
model = ARIMA(ts_data, order=(1, 1, 1))
model_fit = model.fit()

# Print model summary
print(model_fit.summary())

Все було зрозуміло?

Дякуємо за ваш відгук!

Секція 3. Розділ 1