Python pmdarima auto_arima是一个用于时间序列分析和预测的Python库。它是基于ARIMA模型的自动化工具,可以帮助用户选择最佳的ARIMA模型参数。 ARIMA(自回归移动平均模型)是一种常用的时间序列分析方法,用于对时间序列数据进行建模和预测。ARIMA模型包括三个部分:自回归(AR)、差分(I)和移动平均(MA)。auto_arima函数是pm...
auto_arima(y, X=None, start_p=2, d=None, start_q=2, max_p=5, max_d=2, max_q=5, start_P=1, D=None, start_Q=1, max_P=2, max_D=1, max_Q=2, max_order=5, m=1, seasonal=True, stationary=False, information_criterion='aic', alpha=0.05, test='kpss', seasonal_test=...
Python pmdarima auto_arima最新版本问题当在一个非常基本的数据集上运行pmdarima1.7.1 auto_arima (sta...
auto_arima(y, seasonal=True, m=12, suppress_warnings=True, trace=True) # Fit ARIMA: order=(2, 1, 2) seasonal_order=(1, 1, 1, 12); AIC=3069.879, BIC=3094.629, Fit time=1.109 seconds # Fit ARIMA: order=(0, 1, 0) seasonal_order=(0, 1, 0, 12); AIC=3133.376, BIC=3139.564...
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function. pythonmachine-learningtime-serieseconometricsforecastingarimaforecasting-modelssarimaxpmdarima UpdatedNov 13, 2024 ...
c:\Users\pasca\Documents\SimWell\RPM\Projet\Prediction\ArimaPrediction.py in 84 85 # Fit your model ---> 86 model = pm.auto_arima(train , seasonal=True, m=12) 87 88 # make your forecasts ~\AppData\Local\Programs\Python\Python38\lib\site-packages\pmdarima\arima\auto.py in auto_arima...