计量经济学(一)——时间序列平稳化的Holt-Winters方法 在计量经济学和时间序列分析中,Ping稳性是建模和预测的重要前提条件。Ping稳时间序列能够帮助分析师和研究人员更好地理解和预测数据的行为。研究时间序列是依据已知的历史数据,来预测未来的趋势、季节性和变化情况。时间序列数据与一般数据的最大区别在于数据点之间...
legend(handles = [l1, l2, l3], labels = ['data', 'SES', sel_model_name], loc='best', prop={'size': 7}) plt.show() 5. 示例下载 指数平滑各种版本的实现细节过于琐碎,以上Excel示例实现,可以后台回复“ES”获取,对于想要了解细节的朋友必会有所帮助。 参考链接 statsmodels.org/v0.11.0 ...
values def evaluate_model(y_true, y_pred, model_name="Holt-Winters"): r_squared = r2_score(y_true, y_pred) mae = mean_absolute_error(y_true, y_pred) mse = mean_squared_error(y_true, y_pred) rmse = mean_squared_error(y_true, y_pred, squared=False) print(f"模型评估结果 ({...
其中,smoothing_level参数用于控制平滑程度。 # 创建模型model=ExponentialSmoothing(data,trend=None,damped=False,seasonal=None) 1. 2. 4. 拟合模型 接下来,我们需要拟合模型,以便它可以适应我们的数据。我们可以使用fit()方法来实现。 # 拟合模型model_fit=model.fit(smoothing_level=0.5,optimized=False) 1. 2...
Vercher. Bayesian forecasting with the Holt-Winters model. Journal of the Operational Research Society, DOI: 10.1057/jors.2008.152, 2008b.Bermudez, J.D., Segura, J.V. and Vercher, E., Bayesian forecasting with the Holt-Winters model. Journal of the Operational Research Society, 61(1), pp....
import pandas as pd import matplotlib.pyplot as plt from statsmodels.tsa.holtwinters import ExponentialSmoothing # 准备时间序列数据 data = pd.Series(你的时间序列数据) # 创建Holt-Winters模型实例 model = ExponentialSmoothing(data, trend='add', seasonal='add', seasonal_periods=季节性周期) # 拟合模...
values def evaluate_model(y_true, y_pred, model_name="Holt-Winters"): r_squared = r2_score(y_true, y_pred) mae = mean_absolute_error(y_true, y_pred) mse = mean_squared_error(y_true, y_pred) rmse = mean_squared_error(y_true, y_pred, squared=False) print(f"模型评估结果 ({...
model = ExponentialSmoothing(data, trend='add', seasonal='add', seasonal_periods=4) model_fit = model.fit() 现在,我们可以使用模型来预测未来值: python forecast = model_fit.forecast(12) #预测未来12个时间点的值 最后,我们可以将预测的结果可视化: python import matplotlib.pyplot as plt #绘制原始...
Note that ifγ= 0, then the Holt-Winters model is equivalent to Holt’s Linear Trend Model, and ifβ= 0 andγ= 0, then the Holt-Winters model is equivalent to theSimple Exponential Smoothing Model. Examples Example 1: Calculate the forecasted values of the time series shown in range C4...
However, you can try the following steps to improve your model:Solution: Extend Data Period: If possible, include more historical data (preferably at least 24 months) to allow Excel to detect trends and seasonal variations better.Use Moving Averages Instead: 1. If you don’t have a full ...