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- %%time
- from IPython.display import clear_output
- import warnings
- warnings.filterwarnings("ignore")
- results = []
- best_aic = float("inf")
- i = 1
- for param in parameters_list:
- print("counting {}/{}".format(i,len(parameters_list)))
- try:
- model=sm.tsa.statespace.SARIMAX(ts.counts, exog=exog, order=(param[0], d, param[1]),
- seasonal_order=(param[2], D, param[3], 7)).fit(disp=-1)
- except ValueError:
- print('wrong parameters:', param)
- continue
- aic = model.aic
- if aic < best_aic:
- best_model = model
- best_aic = aic
- best_param = param
- results.append([param, model.aic])
- i += 1
- clear_output()
- best_model = sm.tsa.statespace.SARIMAX(ts.counts, exog=exog, order=(1, 0, 1),
- seasonal_order=(0, 1, 1, 7)).fit(disp=-1)
- warnings.filterwarnings("default")
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