.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_examples/arima/example_add_new_samples.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_auto_examples_arima_example_add_new_samples.py>`
        to download the full example code.

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_examples_arima_example_add_new_samples.py:


=====================================
Adding new observations to your model
=====================================


This example demonstrates how to add new ground truth
observations to your model so that forecasting continues
with respect to true, observed values. This also slightly
updates the model parameters, taking several new steps from
the existing model parameters.

.. raw:: html

   <br/>

.. GENERATED FROM PYTHON SOURCE LINES 17-66



.. image-sg:: /auto_examples/arima/images/sphx_glr_example_add_new_samples_001.png
   :alt: Train samples & forecasted test samples, Added new observed values with new forecasts
   :srcset: /auto_examples/arima/images/sphx_glr_example_add_new_samples_001.png
   :class: sphx-glr-single-img





.. code-block:: Python

    print(__doc__)

    # Author: Taylor Smith <taylor.smith@alkaline-ml.com>

    import pmdarima as pm
    from pmdarima import model_selection
    import matplotlib.pyplot as plt
    import numpy as np

    # #############################################################################
    # Load the data and split it into separate pieces
    data = pm.datasets.load_lynx()
    train, test = model_selection.train_test_split(data, train_size=100)

    # #############################################################################
    # Fit with some validation (cv) samples
    arima = pm.auto_arima(train, start_p=1, start_q=1, d=0, max_p=5, max_q=5,
                          out_of_sample_size=10, suppress_warnings=True,
                          stepwise=True, error_action='ignore')

    # Now plot the results and the forecast for the test set
    preds, conf_int = arima.predict(n_periods=test.shape[0],
                                    return_conf_int=True)

    fig, axes = plt.subplots(2, 1, figsize=(12, 8))
    x_axis = np.arange(train.shape[0] + preds.shape[0])
    axes[0].plot(x_axis[:train.shape[0]], train, alpha=0.75)
    axes[0].scatter(x_axis[train.shape[0]:], preds, alpha=0.4, marker='o')
    axes[0].scatter(x_axis[train.shape[0]:], test, alpha=0.4, marker='x')
    axes[0].fill_between(x_axis[-preds.shape[0]:], conf_int[:, 0], conf_int[:, 1],
                         alpha=0.1, color='b')

    # fill the section where we "held out" samples in our model fit

    axes[0].set_title("Train samples & forecasted test samples")

    # Now add the actual samples to the model and create NEW forecasts
    arima.update(test)
    new_preds, new_conf_int = arima.predict(n_periods=10, return_conf_int=True)
    new_x_axis = np.arange(data.shape[0] + 10)

    axes[1].plot(new_x_axis[:data.shape[0]], data, alpha=0.75)
    axes[1].scatter(new_x_axis[data.shape[0]:], new_preds, alpha=0.4, marker='o')
    axes[1].fill_between(new_x_axis[-new_preds.shape[0]:],
                         new_conf_int[:, 0],
                         new_conf_int[:, 1],
                         alpha=0.1, color='g')
    axes[1].set_title("Added new observed values with new forecasts")
    plt.show()


.. rst-class:: sphx-glr-timing

   **Total running time of the script:** (0 minutes 0.645 seconds)


.. _sphx_glr_download_auto_examples_arima_example_add_new_samples.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: example_add_new_samples.ipynb <example_add_new_samples.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: example_add_new_samples.py <example_add_new_samples.py>`

    .. container:: sphx-glr-download sphx-glr-download-zip

      :download:`Download zipped: example_add_new_samples.zip <example_add_new_samples.zip>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_