mautorrese/arima-forecasting-autoselectparams

Arima model to forecast time series from json format. Automatically selects best model using Dickey-Fuller test and selects best parameters for model.

ARIMA forecasting model.

Uses Dickey-Fuller Test to select best model and parameters for the model.

Takes a file path with a file in json format, or a string with json structure.

Sample json:

{ "fecha": 1467349200000, "valor": 44503.07 }

Returns json (fecha, prediccion, error), error_prom, accuracy