timeseries-arima

1openmodelstudio install timeseries-arima

1import openmodelstudio as oms
2
3model = oms.use_model("timeseries-arima")
4handle = oms.register_model("my-timeseries-arima", model=model)
5job = oms.start_training(handle.model_id, wait=True)

1"""Univariate time series forecasting with ARIMA."""
2
3import numpy as np
4
5def _difference(data, d=1):
6    result = np.array(data, dtype=float)
7    for _ in range(d):
8        result = np.diff(result)
9    return result
10
11def _undifference(forecasts, history, d=1):
12    result = np.array(forecasts, dtype=float)
13    for _ in range(d):
14        last = history[-1]
15        undiffed = np.empty(len(result))
16        for i in range(len(result)):
17            undiffed[i] = result[i] + last
18            last = undiffed[i]
19        result = undiffed
20    return result