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- import itertools
- # evaluate combinations of p, d and q values for an ARIMA model
- def evaluate_models(dataset, p_values, d_values, q_values):
- dataset = dataset.astype('float32')
- best_score, best_cfg = float("inf"), None
- for order in itertools.product(p_values, d_values,q_values):
- try:
- mse = evaluate_arima_model(dataset, order)
- if mse < best_score:
- best_score, best_cfg = mse, order
- except:
- continue
- mse = evaluate_arima_model(dataset, order)
- print('Best ARIMA%s RMSE=%.3f' % (best_cfg, best_score))
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