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当ARIMA模型包括其它时间序列作为输入变量时,被称为传递函数模型(transfer function model)、多变量时间序列模型(multivariate time series model)、ARIMAX模型或Box-Tiao模型。传递函数模型是ARIMA模型的自然推广,Pankratz统称这种包含其它时间序列作为输入变量的ARIMA模型为动态回归。
Here is the code, and here is the output `# For predicting from grid search cv from sktime.performance_metrics.forecasting import smape_loss history = [x for x in train] his_u = ex_train predictions = list() data=list() test_index = list() for t in range(len(ex_test)): model_...