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add comment on grid search
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‎content/posts/finance/stock_prediction/ARIMA/arima_example.ipynb

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‎content/posts/finance/stock_prediction/ARIMA/images/test_forecast.png

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‎content/posts/finance/stock_prediction/ARIMA/index.md

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> Best ARIMA order based on grid search: (3, 2, 4)
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At the end, we found that *(3,2,4)* offer better testing results (mape of 7.6% vs. 7.8% of manual parameters finding), even if there is only a tiny difference (0.2%). Moreover, since the values of p and q are lower the model will be faster and less prone to overfitting (smaller values of AR or MA coefficients).
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## 7. Limitations and Considerations
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‎public/categories/finance/index.html

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‎public/index.json

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‎public/posts/finance/index.html

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Friday, June 28, 2024
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| 9 minutes </span>
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<a
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‎public/posts/finance/stock_prediction/arima/images/test_forecast.png

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‎public/posts/finance/stock_prediction/arima/index.html

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<div class="author-profile ms-auto align-self-lg-center">
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<img class="rounded-circle" src='/images/author/profile_hu8a567cefac8c1a165d433ac0796ac418_3088978_120x120_fit_q75_box.jpg' alt="Author Image">
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<h5 class="author-name">Stefano Giannini</h5>
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<p class="text-muted">Friday, June 28, 2024 | 8 minutes</p>
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<p class="text-muted">Friday, June 28, 2024 | 9 minutes</p>
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<p>temp best: (3, 2, 4) 0.07647187068962996</p>
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<p>Best ARIMA order based on grid search: (3, 2, 4)</p>
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<p>At the end, we found that <em>(3,2,4)</em> offer better testing results (mape of 7.6% vs. 7.8% of manual parameters finding), even if there is only a tiny difference (0.2%). Moreover, since the values of p and q are lower the model will be faster and less prone to overfitting (smaller values of AR or MA coefficients).</p>
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<h2 id="7-limitations-and-considerations">7. Limitations and Considerations</h2>
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<p>While ARIMA models can be powerful for time series prediction, they have limitations:</p>
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‎public/posts/finance/stock_prediction/index.html

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‎public/posts/index.html

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‎public/tags/finance/index.html

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‎resources/_gen/images/posts/finance/stock_prediction/arima/images/test_forecast_hu33e6fdb9a01ef596c609277b16651792_359646_148x0_resize_box_3.png

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