This paper explores different time series techniques on relatively simple data sets .
Given 5 Store sales data for , And ask you to predict 10 From different stores 50 Different products in 3 Sales within months .
What is the best way to deal with seasonality ? The store should be modeled separately , They can still be combined ?
this ARIMA The model can be applied to nonstationary time series ARMA Generalization of the model .
import time
import pandas as pd
%matplotlib inline
d_trn = pd.rad_csv('../inuraicsv, prse_tes=date'], inx_col['te'])
d_ts = pd.ra_csv'../iputst.csv', prse_des=['date'], ine_col['d
All stores seem to show the same trend and seasonality .
Autoregressive composite moving average with explanatory variables (ARIMAX) yes ARIMA Extended version of , These include independent predictors .
mnths = df_rinindx.nth
df_ran.drpna(iplac=True)
d_trin.head()
import datetime
dumymns = pd.get_dummies(moth)
prev_uate_dates = d_tet_x.index - datie.timedelta(das=91)
dfetex.head()
si1 = d_rin.loc[(d_tin['store'] == 1) & (_tran['ie'] == 1), 'ses']
exog_s1i1 = df_train.loc[(df_train['store'] == 1) & (df_train['item'] ==
ax = SARIMAX(si1.loc['2013-12-31':], exog=exog
nfoceinvetiblity=alse,enforce_ationarity=False,
nog = df_rai.loc[(ftrin['str'] == s) & (df_rin['te'] == i), 'als']
SARIMAX(endog=edog exog=xo,
enorce_invtiilit=False, eorce_statnarityFalse, freq='D',
order=(7,0,0)).fit()
tc = time.time()
xg = f_rin.loc[(df_rin[ste'] == 10) & (d_tri['itm'] == 50)].drop(['', 'ite', 'sas'], axis=1)
forast = arax.predict
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