How To Forecast With SARIMA

Author(s): Egor Howell

Originally published on Towards AI.

A deep dive into the SARIMA model and its applications

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In one of my previous posts we covered probably the most famous skforecasting model, Autoregressive Integrated Moving Average better known as ARIMA. However, one disadvantage of this model is that it is lacking awareness of any seasonality. This is where the Seasonal Autoregressive Integrated Moving Average, or SARIMA, model comes in. In this post, we will take a deep dive into the theory and main ideas behind the SARIMA model and how to implement it in Python.

I highly recommend reading my previous article if… Read the full blog for free on Medium.

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Published via Towards AI