save or access auto_arima trace history?

[galenwilkerson]

Hi,

I can't quite see if this exists, seems not. It would be nice to be able to save or access the output of the auto_arima trace (since it contains BIC, AIC information for other candidate models)...

I.e. this information:

Fit ARIMA: order=(2, 1, 2) seasonal_order=(1, 0, 1, 52); AIC=4650.194, BIC=4678.269, Fit time=12.474 seconds
Fit ARIMA: order=(0, 1, 0) seasonal_order=(0, 0, 0, 52); AIC=4679.831, BIC=4686.850, Fit time=0.023 seconds
Fit ARIMA: order=(1, 1, 0) seasonal_order=(1, 0, 0, 52); AIC=4671.975, BIC=4686.013, Fit time=0.932 seconds
Fit ARIMA: order=(0, 1, 1) seasonal_order=(0, 0, 1, 52); AIC=4672.122, BIC=4686.160, Fit time=1.123 seconds
Fit ARIMA: order=(2, 1, 2) seasonal_order=(0, 0, 1, 52); AIC=4649.877, BIC=4674.443, Fit time=9.644 seconds
Fit ARIMA: order=(2, 1, 2) seasonal_order=(0, 0, 0, 52); AIC=4659.435, BIC=4680.491, Fit time=0.794 seconds
Fit ARIMA: order=(2, 1, 2) seasonal_order=(0, 0, 2, 52); AIC=nan, BIC=nan, Fit time=nan seconds
Fit ARIMA: order=(2, 1, 2) seasonal_order=(1, 0, 2, 52); AIC=nan, BIC=nan, Fit time=nan seconds
Fit ARIMA: order=(1, 1, 2) seasonal_order=(0, 0, 1, 52); AIC=4650.274, BIC=4671.330, Fit time=10.117 seconds
Fit ARIMA: order=(3, 1, 2) seasonal_order=(0, 0, 1, 52); AIC=nan, BIC=nan, Fit time=nan seconds
Fit ARIMA: order=(2, 1, 1) seasonal_order=(0, 0, 1, 52); AIC=4650.687, BIC=4671.743, Fit time=15.710 seconds
Fit ARIMA: order=(2, 1, 3) seasonal_order=(0, 0, 1, 52); AIC=4652.046, BIC=4680.121, Fit time=23.327 seconds
Fit ARIMA: order=(1, 1, 1) seasonal_order=(0, 0, 1, 52); AIC=4650.386, BIC=4667.933, Fit time=5.807 seconds
Fit ARIMA: order=(3, 1, 3) seasonal_order=(0, 0, 1, 52); AIC=4652.556, BIC=4684.140, Fit time=21.198 seconds
Total fit time: 101.177 seconds

Is this possible?

thanks!
best,

[tgsmith61591]

If it's solely the output you want, you could always do something like this:

import sys

orig_stdout = sys.stdout
f = open('out.txt', 'w')
sys.stdout = f

# fit your model
model = pm.auto_arima(...)

sys.stdout = orig_stdout
f.close()

However if there are other model attributes you might like to save, you can set return_valid_fits=True and you'll get back a list of the models from which you can access other stats

[galenwilkerson]

Great, thanks!

…

On Mon, Dec 10, 2018, 1:53 PM Taylor G Smith ***@***.*** wrote: If it's solely the output you want, you could always do something like: import sys orig_stdout = sys.stdout f = open('out.txt', 'w') sys.stdout = f # fit your model model = pm.auto_arima(...) sys.stdout = orig_stdout f.close() However if there are other model attributes you might like to save, you can set return_valid_fits=True and you'll get back a list of the models from which you can access other stats — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#64 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AAMumH_OFgloNRjsOi_eewg0IEoQDPbOks5u3llLgaJpZM4ZLNao> .