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
exog=...
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
code: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/