ARIMAX with Fourier Series

Predict time series with non-integer seasonality

You may have used SARIMAX to model time series data with some recurring seasonality. For example, you may have hourly data with a pattern which repeats every 12 hours. But what you have, say, weekly data, and expect some kind of yearly seasonality. You can’t use n_periods=52, because the number of weeks in a year is somewhere between 52 and 53. So what …

arima data science python timeseries