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Tag Archive for pythonoptimizationstatsmodelssarimax

Python SARIMA dealing with residuals / get better SMAPE

I’ve a SARIMA with weekly seasonality (order=(1, 0, 0), seasonal_order=(1, 0, 1, 7))
I chose the model comparing SMAPE with some easy hyperparameters : results are 6% (when sundays and not working days are excluded), good !