How to do prediction using online ARIMA algorithm

arima
time_series

#1

I have daily time-series data for stocks data.

I am using ARIMA to forecast values. It works perfectly fine, however it takes time. I am looking for online ARIMA algorithm implementation using Python, where I can pass new data and it can predict based on new information.


#2

Hi @pooja16,

As per my knowledge, at present we do not have an online ARIMA model. You can choose to resample your daily data into a weekly series and then forecast. (certainly the forecast will be for a weekly basis and you will have to convert the same into a daily series … A lot of math here!)