Forum Discussion
ML Model - SARIMAX
- 1 year ago
Hi LB_Team ,
If your data shows seasonal patterns and you want to forecast for 7 days, then SARIMAX is sensitive. Your model probably learned seasonal trends well over long periods, but struggles to generalize for short-term prediction due to overfitting to long cycles or reacting too much to end-point anomalies.Check residuals near the end of your training window.
If residuals are high, the model is already misfitting — so short-term forecasts will diverge quickly.
Tailor your model specifically for weekly forecasts-->s=7
Use smaller seasonal_order and possibly a narrower training window-- SARIMAX(..., seasonal_order=(P,D,Q,7))
I hope this helps!
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Thank You