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Pre-optimization for ARIMAX + ARMA models #45

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RJT1990 opened this issue Sep 17, 2016 · 1 comment
Closed

Pre-optimization for ARIMAX + ARMA models #45

RJT1990 opened this issue Sep 17, 2016 · 1 comment

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@RJT1990
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RJT1990 commented Sep 17, 2016

ARIMAX models in particular need better initialization.
@RJT1990
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RJT1990 commented Sep 17, 2016

On further investigation, issue may be related to the choice of optimization parameters for Scipy's L-BFGS routine. Now going to try and reduce the tolerance threshold to see the effects.

@RJT1990 RJT1990 closed this as completed Oct 9, 2016
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