python之无法理解和使用 Statsmodels 的 SARIMAX `conf_int()` 输出 我一直在尝试使用 statsmodels 的 SARIMAX 模型,但返回了我的预测的置信区间。 我的目标是生成置信区间上限和下限的一系列预测。 我尝试拟合我的模型,然后使用get_prediction(),最后使用conf_int()。get_prediction()按预期返回每个索引的数据。然而...
可以使用statsmodels.tsa.statespace.SARIMAXResults类中的get_prediction方法来获取预测结果,并使用评估指标(如均方根误差、平均绝对误差)来评估预测的准确性。
根据频率,时间序列可以是每年(例如:年度预算),每季度(例如:支出),每周(例如:销售数量),每天...
This must have something to do with a bad value getting into one of the arrays being decomposed. I can't replicate any LU decomposition error on my machine, can you try the following and see what you get: Hi folks, I was having the same error, ...
I think in the long run we should get away from pickling as the only or recommended way to reuse the model estimate for, for example, prediction. If it's cheap to rebuild a model or if we have standalone predict/filter functions, then we need to store/pickle only the relevant parameter...
M. Multivariate Vehicular Traffic Flow Prediction: Evaluation of ARIMAX Modeling. In Transportation Research Record: Journal of the Transportation Research Board, No. 1776, TRB, National Research Council, Washington, D.C., 2001, pp. 194–200. Google Scholar, Crossref8. Van Der Voort, M., ...
xiaohong); 运行结果: 选择少数属性 有时候需要选中少数属性。类似于TS的pick 例子: let person ...