Funded by the European Union. Views and opinions expressed are however those of the author(s) only and do not necessarily reflect those of the European Union or the European Education and Culture Executive Agency (EACEA). Neither the European Union nor EACEA can be held responsible for them.

Algorithms

SARIMA

ARIMA and SARIMA are both algorithms for forecasting. ARIMA takes into account the past values (autoregressive, moving average) and predicts future values based on that. SARIMA similarly uses past values but also takes into account any seasonality patterns. Since SARIMA brings in seasonality as a parameter, it’s significantly more powerful than ARIMA in forecasting complex data spaces containing cycles.

Scientific Area:
Python

Language/Environments:
Optimization

Target Group:
Advanced


Author of the review:
Spiros Sirmakessis
University of Peloponnese


Reviews

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