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Why is pmdarima predict function missing start and end parameters like the underlying statsmodels arima module. #141
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This is what I was talking about--> |
Short answer: pmdarima is not statsmodels. Longer answer: Do you have a good, specific reason why this is necessary? And if so, can you demonstrate it with a repeatable example? |
Thank you for your reply. |
I understand that need, but date logic is something that semantically probably shouldn't live within a mathematical library, especially with nuances like timezones, daylight savings, etc. Make sense? Best advice would be to have a utility function that computes the number of periods forward from today that you need to estimate, and just calculate that number of periods forward. Furthermore, we convert all timeseries arrays to numpy arrays as internal representations (because we use a lot of Cython internally) so any date information in an index would be lost. Finally, we tend to support the philosophy that a project should address its scope very well rather than trying to solve all possible permutations of a problem. Given this type of issue can be so domain specific, we made an early decision not to deal with dates and to handle everything with slicing. We feel, in the long-term, this gives everyone more flexibility since they can pre- and post-process as needed, and aren't at the mercy of a black box. I'll leave this issue open for a while and if there is enough interest, I may change my stance. But keep in mind, PRs are always welcome. |
Also keep in mind the |
In that case, I'll look at the possibility of saving the last date of the training data as metadata in our system and use that to calculate n_periods while forecasting. |
(Sorry I misread your comment) That said, you can access the original endogenous array of a fitted arima:
That indirectly solves your problem |
yeah.. like you said, model.arima_res_.model.data.endog, does not give the index of the data, which is date, even if I fit the model with a series having date as index. |
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