Using Python and Auto ARIMA to Forecast Seasonal Time Series | by Jo... https://medium.com/@josemarcialportilla/using-python-and-auto-arima-t...

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import pandas as pd
data = pd.read_csv(“Electric_Production.csv”,index_col=0)
data.head()

data.index = pd.to_datetime(data.index)

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data.columns = ['Energy Production']

import plotly.plotly as ply

import cufflinks as cf

data.iplot(title="Energy Production Jan 1985--Jan 2018")

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from plotly.plotly import plot_mpl

from statsmodels.tsa.seasonal import seasonal_decompose
result = seasonal_decompose(data, model=’multiplicative’)
fig = result.plot()
plot_mpl(fig)

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from pyramid.arima import auto_arima

stepwise_model = auto_arima(data, start_p=1, start_q=1,

max_p=3, max_q=3, m=12,
start_P=0, seasonal=True,
d=1, D=1, trace=True,
error_action='ignore',
suppress_warnings=True,
stepwise=True)

print(stepwise_model.aic())

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train = data.loc['1985-01-01':'2016-12-01']
test = data.loc['2017-01-01':]

stepwise_model.fit(train)

future_forecast = stepwise_model.predict(n_periods=37)

# This returns an array of predictions:

>>>print(future_forecast)
array([ 114.35302037, 105.67472349, 91.62172016, 93.11965624,
103.13943782, 112.0750119 , 110.28775882, 100.3846244 ,
92.76377402, 96.56146867, 110.15807481, 122.16905229,
111.76255057, 102.1074658 , 90.72177437, 92.21641046,
103.29671997, 112.53381746, 111.79663986, 101.28342664,
92.21562554, 95.42427613, 109.83787975, 118.78803148,

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108.06504426, 101.03926634, 89.8586184 , 91.90975603,

102.9426644 , 112.42626585, 111.2655725 , 100.67041402,
92.32953027, 95.54048842, 110.86398308, 120.63508802,
108.74454694])

future_forecast = pd.DataFrame(future_forecast,index =
test.index,columns=[‘Prediction’])

pd.concat([test,future_forecast],axis=1).iplot()

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pd.concat([data,future_forecast],axis=1).iplot()

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