ARIMA

statsmodels

ARMA

generate

https://www.statsmodels.org/dev/generated/statsmodels.tsa.arima_process.ArmaProcess.html

fit

https://www.statsmodels.org/stable/generated/statsmodels.tsa.arima_model.ARMA.html

ARMAX model

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SARIMAX

statsmodels.tsa.statespace.sarimax.SARIMAX

https://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.sarimax.SARIMAX.html

Box-Jenkins method

Pythonによる時系列分析の基礎 | Logics of Blue

https://logics-of-blue.com/python-time-series-analysis/

Examples

generate AR1

python

from statsmodels.tsa.arima_process import arma_generate_sample

arma_generate_sample([1, -0.7],[1 ],nsample=10000)

串本・浦神潮位差と日本南岸の黒潮緯度 (on google colaboratory )

https://colab.research.google.com/drive/1oFYvIrQ9TuFgjClZx3-5IZ7ayyqUT8on#scrollTo=P3J0RwiLIEkD

PyFlux

ARIMA models — PyFlux documentation

https://pyflux.readthedocs.io/en/latest/arima.html

ARIMAX models — PyFlux documentation

https://pyflux.readthedocs.io/en/latest/arimax.html

pmdarima

Paid Tutorial

Time Series Analysis in Python | DataCamp

https://www.datacamp.com/courses/introduction-to-time-series-analysis-in-python

Forecasting Using ARIMA Models in Python | DataCamp

https://www.datacamp.com/courses/forecasting-using-arima-models-in-python

Examples

Comparing ARIMA Model and LSTM RNN Model in Time-Series Forecasting

https://analyticsindiamag.com/comparing-arima-model-and-lstm-rnn-model-in-time-series-forecasting/