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Feb 27th, 2020
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Python 0.88 KB | None | 0 0
  1. %%time
  2. from IPython.display import clear_output
  3. import warnings
  4. warnings.filterwarnings("ignore")
  5. results = []
  6. best_aic = float("inf")
  7.  
  8. i = 1
  9. for param in parameters_list:
  10.     print("counting {}/{}".format(i,len(parameters_list)))
  11.     try:
  12.         model=sm.tsa.statespace.SARIMAX(ts.counts, exog=exog, order=(param[0], d, param[1]),
  13.                                         seasonal_order=(param[2], D, param[3], 7)).fit(disp=-1)
  14.     except ValueError:
  15.         print('wrong parameters:', param)
  16.         continue
  17.     aic = model.aic
  18.     if aic < best_aic:
  19.         best_model = model
  20.         best_aic = aic
  21.         best_param = param
  22.     results.append([param, model.aic])
  23.     i += 1
  24.     clear_output()
  25. best_model = sm.tsa.statespace.SARIMAX(ts.counts, exog=exog, order=(1, 0, 1),
  26.                                         seasonal_order=(0, 1, 1, 7)).fit(disp=-1)
  27. warnings.filterwarnings("default")
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