Arima predict function python

ARIMA is an acronym that stands for Auto-Regressive Integrated Moving Average . It is a class of model that captures a suite of different standard temporal structures in time series data. In this tutorial, We will talk about how to develop an ARIMA model for time series forecasting in Python.29 Eki 2020

An autoregressive integrated moving average, or ARIMA, is a statistical analysis model that uses time series data to either better understand the data set or to predict future trends .

You will be using the auto_arima function in Python, which automatically discovers the optimal order for an ARIMA model. In simple terms, the function will automatically determine the parameters p , d ‘, and q of the ARIMA model.

The model for which the values of criteria are smallest is considered as the best model. Hence, ARIMA (2, 1, and 2) is found as the best model for forecasting the SPL data series .