ArimaModel predict

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predict(self, future_periods, timeseries_values=None)

[ALPHA] Forecasts future periods using ARIMA.

Parameters:

future_periods : int32

Number of periods in the future to forecast (beyond the length the time series)

timeseries_values : list (default=None)

Optional list of time series values to use as the gold standard. If no values are provided, the same values that were used during training will be used for forecasting.

Returns:

: dict

A series of 1-step ahead forecasts for historicals and then future periods of forecasts.

Provided fitted values of the time series as 1-step ahead forecasts, based on current model parameters, then provide future periods of forecast. We assume AR terms prior to the start of the series are equal to the model’s intercept term (or 0.0, if fit without an intercept term). Meanwhile, MA terms prior to the start are assumed to be 0.0. If there is differencing, the first d terms come from the original series.

Examples

See :doc: ‘here <new>’ for examples.