How to Grid Search SARIMA Hyperparameters for Time Series Forecasting
Last Updated on August 28, 2020 The Seasonal Autoregressive Integrated Moving Average, or SARIMA, model is an approach for modeling univariate time series data that may contain trend and seasonal components. It is an effective approach for time series forecasting, although it requires careful analysis and domain expertise in order to configure the seven or more model hyperparameters. An alternative approach to configuring the model that makes use of fast and parallel modern hardware is to grid search a suite […]
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