.. _sphx_glr_auto_examples_arima_example_persisting_a_model.py:
=========================
Persisting an ARIMA model
=========================
This example demonstrates how we can persist an ARIMA model to disk after
fitting it. It can then be loaded back up and used to generate forecasts.
.. raw:: html
.. rst-class:: sphx-glr-script-out
Out::
Predictions: array([21966.69715733, 25983.70919801, 30225.30978394, 35417.12495868,
13011.36187901, 19639.41027197, 21506.58175768, 23674.3399782 ,
21685.76393784, 23669.77818253, 26955.352556 , 22755.25061502,
19808.16131847, 23578.78184151, 27845.86719122, 32923.89426012,
10475.68777637, 17024.74532795, 18831.64796761, 20929.54670768,
18876.02413908, 20792.57511906, 24011.97546537, 19745.03906516,
16731.45362601, 20435.40469849, 24635.90937735, 29647.3102966 ,
7132.50096043, 13614.94372521, 15355.23769165, 17386.52462673,
15266.39185742, 17116.33181488, 20269.12155966, 15935.57434226,
12855.3781964 , 16492.71850557, 20626.61245011, 25571.40262018,
2989.98254245, 9405.81456178, 11079.49778475, 13044.17397535,
10857.43046209, 12640.75967531, 15726.938676 , 11326.78071444,
8179.97382445, 11750.70338948, 15817.98658988])
|
.. code-block:: python
print(__doc__)
# Author: Taylor Smith
import pmdarima as pm
import joblib # for persistence
import os
# #############################################################################
# Load the data and split it into separate pieces
y = pm.datasets.load_wineind()
train, test = y[:125], y[125:]
# Fit an ARIMA
arima = pm.ARIMA(order=(1, 1, 2), seasonal_order=(0, 1, 1, 12))
arima.fit(y)
# #############################################################################
# Persist a model and create predictions after re-loading it
pickle_tgt = "arima.pkl"
try:
# Pickle it
joblib.dump(arima, pickle_tgt, compress=3)
# Load the model up, create predictions
arima_loaded = joblib.load(pickle_tgt)
preds = arima_loaded.predict(n_periods=test.shape[0])
print("Predictions: %r" % preds)
finally:
# Remove the pickle file at the end of this example
try:
os.unlink(pickle_tgt)
except OSError:
pass
**Total running time of the script:** ( 0 minutes 1.125 seconds)
.. only :: html
.. container:: sphx-glr-footer
.. container:: sphx-glr-download
:download:`Download Python source code: example_persisting_a_model.py `
.. container:: sphx-glr-download
:download:`Download Jupyter notebook: example_persisting_a_model.ipynb `
.. only:: html
.. rst-class:: sphx-glr-signature
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