I need some help in time series, I am working on a time series and have built an ARIMA model in Python but the results are not very good ( getting an increasing trend over the time).
I have tried the following:
1- Made the series stationary by differencing (dickey -fuller test)
2- Tuned the parameters using grid search
3-Did other transformation like log but results are more or less same
4- walk forward method for the validation
My series is an increasing trend but there are many ups and downs in the past, Residuals are high in recent past but still growth is same (almost), Please help me if there is something I should try in order to get a better prediction which can take residuals or noise in account on a timely basis.
PS: this is my first project and I am totally new to the time series.