Da 5

IOT DA5
SUYASH AGARWAL 20BBS0123

Using ARIMA model to predict air passenger for an airline
dataset: https://www.kaggle.com/datasets/chirag19/air-passengers/data
from datetime import datetime

import numpy as np
import pandas as pd
import matplotlib.pylab as plt
from statsmodels.tsa.stattools import adfuller

from statsmodels.tsa.stattools import acf, pacf
from statsmodels.tsa.seasonal import seasonal_decompose
from statsmodels.tsa.arima.model import ARIMA
data = pd.read_csv('/content/AirPassengers.csv')
data['Date'] = pd.to_datetime(data['Month'])
data = data.drop(columns = 'Month')
data = data.set_index('Date')
data = data.rename(columns = {'#Passengers':'Passengers'})
data.head()
output Passengers
Date
1949-01-01 112
1949-02-01 118
1949-03-01 132
1949-04-01 129
1949-05-01 121
Model
model = ARIMA(data['Passengers'],order = (2,1,2))

model_fit = model.fit()
print(model_fit.summary())
/usr/local/lib/python3.10/dist-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: No frequency information was provided,

self._init_dates(dates, freq)
SARIMAX Results
==============================================================================
Dep. Variable: Passengers No. Observations: 144
Model: ARIMA(2, 1, 2) Log Likelihood -671.673
Date: Tue, 31 Oct 2023 AIC 1353.347
Time: 16:35:28 BIC 1368.161
Sample: 01-01-1949 HQIC 1359.366
- 12-01-1960
Covariance Type: opg
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
ar.L1 1.6850 0.020 83.061 0.000 1.645 1.725
ar.L2 -0.9549 0.017 -55.420 0.000 -0.989 -0.921
ma.L1 -1.8432 0.124 -14.845 0.000 -2.087 -1.600
ma.L2 0.9953 0.135 7.398 0.000 0.732 1.259
sigma2 665.9646 113.887 5.848 0.000 442.751 889.178
===================================================================================
Ljung-Box (L1) (Q): 0.30 Jarque-Bera (JB): 1.84
Prob(Q): 0.59 Prob(JB): 0.40
Heteroskedasticity (H): 7.38 Skew: 0.27
Prob(H) (two-sided): 0.00 Kurtosis: 3.14
===================================================================================
Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
/usr/local/lib/python3.10/dist-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed t
warnings.warn("Maximum Likelihood optimization failed to "
Predictions
size = int(len(data) - 30)

train, test = data['Passengers'][0:size], data['Passengers'][size:len(data)]
print('\t ARIMA MODEL : In- Sample Forecasting \n')
history = [x for x in train]

predictions = []
for t in range(len(test)):
model = ARIMA(history, order=(2,1,2))

model_fit = model.fit()
output = model_fit.forecast()
yhat = output[0]
predictions.append(float(yhat))
obs = test[t]
history.append(obs)
print('predicted = %f, expected = %f' % (yhat, obs))
ARIMA MODEL : In- Sample Forecasting
predicted = 435.368729, expected = 491.000000

predictions_series = pd.Series(predictions, index = test.index)

fig,ax = plt.subplots(nrows = 1,ncols = 1,figsize = (15,5))
plt.subplot(1,1,1)
plt.plot(data['Passengers'],label = 'Expected Values')
plt.plot(predictions_series,label = 'Predicted Values');
plt.legend(loc="upper left")
plt.show()
RMSE SCORE
from sklearn.metrics import mean_squared_error

error = np.sqrt(mean_squared_error(test,predictions))
print('Test RMSE: %.4f' % error)
Test RMSE: 45.3502

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IOT DA5

SUYASH AGARWAL 20BBS0123

from datetime import datetime

from statsmodels.tsa.stattools import adfuller

model = ARIMA(data['Passengers'],order = (2,1,2))

/usr/local/lib/python3.10/dist-packages/statsmodels/tsa/base/tsa_model.py:473: ValueWarning: No frequency information was provided,

size = int(len(data) - 30)

print('\t ARIMA MODEL : In- Sample Forecasting \n')

history = [x for x in train]

model = ARIMA(history, order=(2,1,2))

print('predicted = %f, expected = %f' % (yhat, obs))

ARIMA MODEL : In- Sample Forecasting

predicted = 435.368729, expected = 491.000000

predictions_series = pd.Series(predictions, index = test.index)

from sklearn.metrics import mean_squared_error

Test RMSE: 45.3502

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