examples/SARIMAX-ACO-Search.ipynb

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      "The autoreload extension is already loaded. To reload it, use:\n",
      "  %reload_ext autoreload\n"
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   "source": [
    "%load_ext autoreload\n",
    "%autoreload 2\n",
    "\n",
    "from statsmodels.tsa.statespace.sarimax import SARIMAX\n",
    "import matplotlib.pyplot as plt\n",
    "import numpy as np\n",
    "import warnings\n",
    "import itertools\n",
    "import pickle\n",
    "import datetime\n",
    "import copy\n",
    "import os,sys,inspect\n",
    "currentdir = os.path.dirname(os.path.abspath(inspect.getfile(inspect.currentframe())))\n",
    "parentdir = os.path.dirname(currentdir)\n",
    "sys.path.insert(0,parentdir)\n",
    "\n",
    "from ML_Algorithms.TimeSeriesUtils import sarimax_ACO_search\n",
    "\n",
    "warnings.filterwarnings(\"ignore\")"
   ]
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  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "len_array = 100\n",
    "number_exog_variables = 10\n",
    "exog = np.random(len_array, number_exog_variables)\n",
    "gen = np.random(len_array,)"
   ]
  },
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   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
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   "source": []
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   "cell_type": "code",
   "execution_count": null,
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   "outputs": [],
   "source": [
    "p = d = q = [0, 1] #range(0, 2)\n",
    "sp = sd = sq = [0, 1] #range(0, 2)\n",
    "s = [12,24] #como são dados horarios...\n",
    "# search Space, exog possibilities comes in the functions.\n",
    "searchSpace = [p, d, q, sp, sd, sq, s]\n",
    "options_ACO={'antNumber':4, 'antTours':2, 'alpha':2, 'beta':2, 'rho':0.5, 'Q':2}\n",
    "y_sarimax_ACO = sarimax_ACO_search(endo_var=gen, exog_var_matrix=exog, searchSpace=copy.copy(searchSpace),\n",
    "                                   options_ACO=options_ACO, verbose=True)"
   ]
  }
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