Comments (4)
JoaquinAmatRodrigo
commented on May 23, 2024
1
Hi @tyg3rr
Thanks for using skforecast.
You are right, we missed adding the method summary() in the ForecasterSarimax class. Until we fix it, please use verbose=False.
Thanks a lot for reporting it!
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JoaquinAmatRodrigo
commented on May 23, 2024
1
Regarding the grid search for Sarimax, unfortunately, the fitting process of these models is quite slow. ForecasterSarimax is also compatible with the auto-arima process, these may be a much faster alternative, see an example here: https://cienciadedatos.net/documentos/py51-arima-sarimax-models-python#Model-tuning
Would you mind opening a new issue with this last topic? This will allow others to find it faster.
Thanks!
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tyg3rr
commented on May 23, 2024
OK I just figured out that I can load my SARIMAX forecaster if I do
load_forecaster('SARIMAX_001.py',verbose=False)
Just out of curiosity I tried it with another saved forecaster load_forecaster('ElasticNet_001.py',verbose=True) and it gave me double the output ¯\(ツ)/¯ This is in a jupyter notebook, fyi
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Related Issues (20)
- `ForecasterAutoreg` fails to fit when `exog` do not have string column names HOT 1
- `ForecasterAutoreg` fails to fit when index do not start from 0 HOT 3
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- grid_search_sarimax stuck without any progress HOT 1
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- Feature request: Recursive multistep multivariate forecasting and direct multistep multi-series forecasting HOT 4
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- Why do i have faster runtime when using more frequent refits HOT 2
- syntax error !! HOT 1
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