train_arima_model
Train ARIMA models on Indian stock data with automatic parameter selection, data transformation, and validation metrics to forecast price trends.
Instructions
Train ARIMA model with intelligent parameter selection using pmdarima auto_arima.
Provides:
Model training with automated ARIMA order selection via pmdarima
Data transformation support (log, Box-Cox) for improved normality
Performance metrics and validation on holdout set
Model persistence with caching capability
Error handling and graceful fallbacks
Args: ticker: Stock ticker symbol (e.g., 'RELIANCE', 'TCS', 'INFY') p: AR order (None for auto-selection) d: Differencing order (default 1 for stock prices) q: MA order (None for auto-selection) validation_split: Train-validation split ratio (default 0.2) auto_select: Use pmdarima auto_arima for parameter selection (True) or manual (False) lags: Number of lags for analysis (default 40, used for fallback ACF/PACF) period: Time period for training data ('1mo', '3mo', '6mo', '1y', '2y', '5y') transform: Data transformation type ("log", "boxcox", or None for no transformation)
Returns: List containing text analysis and ImageContent with training plot
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| d | No | ||
| p | No | ||
| q | No | ||
| lags | No | ||
| period | No | 1y | |
| ticker | Yes | ||
| transform | No | ||
| auto_select | No | ||
| validation_split | No |