Time Series Forecasting, Bayesian Machine Learning.
Statsmodels implementation of SARIMAX. mod = pmd.auto_arima(y=dfv_train.Transactions, exogenous=dfv_train.iloc[:,2:4], stepwise=True, m=12, seasonal=True) y_pred = mod.predict_in_sample(exogenous=dfv_train.iloc[:,2:4], return_conf_int=True, alpha=0.05) a_low = y_pred[1][:,0] a_high = y_pred[1][:,1]