Below is the code for a triple exponential smoothing model, also known by the last names of its creators — Charles Holt and his student Peter Winters. Additionally Brutlag method was included into the model to build confidence intervals: where T is the length of the season, d is the ...
# 可视化预测结果及置信区间plt.figure(figsize=(12,6))plt.plot(data,label='Observed',color='blue')plt.plot(predicted_mean,label='Predicted',color='orange')plt.fill_between(predicted_ci.index,predicted_ci.iloc[:,0],predicted_ci.iloc[:,1],color='gray',alpha=0.5,label='Confidence Interval')...
pred = results.get_prediction(start=pd.to_datetime('1998-01-01'), dynamic=False) pred_ci = pred.conf_int() # return the confidence interval of fitted parameters # plot real values and predicted values # pred.predicted_mean is a pandas series ax = y['1990':].plot(label='observed') ...
{0:.0%} confidence interval'.format(1 - alpha)1742 ax.fill_between(x[-out_of_sample:], conf_int[:, 0], conf_int[:, 1],1743 color='gray', alpha=.5, label=label)1744 1745 if plot_insample:1746 ax.plot(x[:end + 1 - start], self.model.endog[start:end+1],1747 label=...
and the two-sidedconfidence interval is truncated at zero.. estat icAkaike's information...
# scaling_factor - sets the width of the confidence interval by Brutlag (usually takes values from 2 to 3) """ def __init__(self, series, slen, alpha, beta, gamma, n_preds, scaling_factor=1.96): self.series = series self.slen = slen ...
ENARIMA模型最重要的地方在于时序数据的平稳性。平稳性是要求经由样本时间序列得到的拟合曲线在未来的短...
(mins) are allowed 'regress':level smoothing coefficient, float, int, None (0~1) 'diff':trend smoothing coefficient, float, int, None (0~1) 'erroravg':season smoothing coefficient, float, int, None (0~1) 'interval_width':conf_interval for confidence interval 'sigma_num':sigma_num ...
return_conf_int:返回置信区间(confidence interval),置信区间提供了预测值的一个范围,表明预测的不确定性程度,默认情况下是95%的置信水平 forecast:一维数组,返回的是预测值 conf_int:二维数组,返回的是置信区间。 欢迎交流,扫码获取完整代码。 https://t.zsxq.com/NsY4q (二维码自动识别)发布...
95% Confidence Interval: [3232.58, 3408.30]