Mark Aron Szulyovszky

12/23/2022, 12:08 PM
Hello! We’re working on a couple of lightweight open sources TS libraries and we’re wrapping StatsForecast’s models - we love it so far! On another note, does anyone have any idea why AutoARIMA would be repeating exactly the same value when .predict() is called, no matter the forecasting time horizon? (with any of the data we’ve passed in so far) I’ll be working on a script that reproduces the issue, but wanted to ask if I’m making a fundamental mistake somewhere? The other models seem to be working.

Max (Nixtla)

12/23/2022, 4:06 PM
Thanks a lot! Have you tried different values for the seasonal length parameter ?

Kevin Kho

12/24/2022, 5:09 AM
What are you passing to predict and do you have exogenous variables?