Toilet_Assassin
Toilet_Assassin t1_jbz6bjm wrote
Reply to comment by TywinASOIAF in [D] Statsmodels ARIMA model predict function not working by ng_guardian
What do you mean when you say it can't handle hour data? I haven't ran into any issues with it as of yet.
Toilet_Assassin t1_jbva7zk wrote
Reply to comment by ng_guardian in [D] Statsmodels ARIMA model predict function not working by ng_guardian
Try googling 'statsmodels predict' and pay attention to which object the .predict()
method is called from.
Toilet_Assassin t1_jbujz0i wrote
Read the documentation, you are using it incorrectly.
Toilet_Assassin t1_jbh2499 wrote
Reply to comment by bubudumbdumb in [D] Text embedding model for financial documents by [deleted]
There are teams of people working on and refining this in the mortgage and quantitative finance industries, it is highly unlikely that they would be willing to open source it for competitors to compare notes and take market share.
Toilet_Assassin t1_jc0gn35 wrote
Reply to comment by TywinASOIAF in [D] Statsmodels ARIMA model predict function not working by ng_guardian
In the end the observations you feed to the model will boil down to a sequentially indexed array, so it isn't too much effort to map indices to hour intervals with a time column. You will have to extend the time column to match the forecasted indices though, but that isn't too much effort at the end of the day.