excellent tutorial, very informative and lots of advanced concepts implemented for solving various small issues (like calculating growth rate for filling up the last 4 values of GDP column, after interpolation).
Wonderful tutorial, thank you so much! Just one question: To make the code more succinct, at 31:45 where you link the model to the score function and define the order, trend, and seasonal variable and index the hyperparameters, couldn't you index the hyperparameters once in a list instead, i.e., params[,,] instead of params [] 3x?
Hi Adrian! I don’t think so because the params is a dictionary (mapping keys to values) so I think it only accepts one key at a time. But can probably write this many different ways, there is likely a way to do it like you are saying
This is genius. Thank you so much. Most helpful thing I've found on the internet, as it pertains to Sarimax.
I worked a lot to come up with that method, so I'm glad it helps!
excellent tutorial, very informative and lots of advanced concepts implemented for solving various small issues (like calculating growth rate for filling up the last 4 values of GDP column, after interpolation).
Very cool explanation, dude! Thank you
Glad it was helpful!
Great stuff. Very clean teaching style.
Wonderful tutorial, thank you so much! Just one question: To make the code more succinct, at 31:45 where you link the model to the score function and define the order, trend, and seasonal variable and index the hyperparameters, couldn't you index the hyperparameters once in a list instead, i.e., params[,,] instead of params [] 3x?
Hi Adrian! I don’t think so because the params is a dictionary (mapping keys to values) so I think it only accepts one key at a time. But can probably write this many different ways, there is likely a way to do it like you are saying
Very well done. Thank you very much @datamodelingxp, Michael. Have compared your method to auto_arima model?
No I haven’t, but would be very interesting to experiment with that. I’m sure there are cases where one may perform better than the other.
@@mgcortes31 , thank you for your reply. Your video was very useful and instructive.
Great tutorial. Any books you recommend?
thanks for sharing