Sarimax
Name : Sarimax
Description: SARIMAX (Seasonal AutoRegressive Integrated Moving Average with eXogenous regressors) is a time series forecasting model that extends ARIMA by incorporating seasonal effects and external variables. It is used to capture complex patterns in data with both trend and seasonality
Input : Dataframe - The latest version of uploaded data
Output : Dataframe - Link to the saved Dataframe which is modified as per the function
Model - Model that is fit on the training data and Summary of the actions performed
Mandatory and Non-mandatory/Advanced hyperparameters required for the function are listed below
target_col
index_column
modelname
columns
p
q
d
p
Q
D
s
trend
Save As New Table
Details of Hyperparameters are provided below
target_col
Target column
Columns in the dataframe
Target column
modelname
It is the name of the model required for saving
String
Name of the model
index_column
Column that can be used as index column for forecasting
Columns in the dataframe
Index column
columns
Numerical columns to be used for building models
Columns in the dataframe
Columns to select
p
Number of lag observations or autoregressive terms in the model
Integer in the range [1,inf)
p
q
Number of times that the raw observations are differenced
Integer in the range [1,inf)
q
d
Size of the moving average window
Integer in the range [1,inf)
d
P
Number of lagged seasonal observations or autoregressive terms in the model.It indicates the number of previous time steps to consider for predicting the current time step
Integer in the range [1,inf)
p
Q
Number of times that the raw seasonal observations are differenced
Integer in the range [1,inf)
Q
D
Size of the moving average window
Integer in the range [1,inf)
D
s
Parameter that indicates number of periods in a season
Integer in the range [2,inf)
S
trend
Parameter controlling the deterministic trend polynomial
c,n,t,nt,None
Trend
Save As New Table
Option to choose whether the dataframe is to be saved as a new table
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