我有这个系列hospitalization_diff
,其中.head()
date
2020-10-16 347.0
2020-10-15 149.0
2020-10-14 530.0
2020-10-13 -489.0
2020-10-12 -859.0
Name: hospitalizedIncrease, dtype: float64
我想使用ARIMA模型(已经测试了平稳性、差异性和优化参数)预测时间序列。我从here得到了代码位
# split into train-test set
size = int(len(X) * 0.75)
train, test = hospitalization_diff[:size], hospitalization_diff[size:]
# Build Model
model = ARIMA(train, order=(0, 0, 1))
fitted = model.fit(disp=-1)
# Forecast
fc, se, conf = fitted.forecast(len(test), alpha=0.05) # 95% conf
# Make as pandas series
fc_series = pd.Series(fc, index=test.index)
lower_series = pd.Series(conf[:, 0], index=test.index)
upper_series = pd.Series(conf[:, 1], index=test.index)
# Plot
plt.figure(figsize=(12,5), dpi=100)
plt.plot(train, label='training')
plt.plot(test, label='actual')
plt.plot(fc_series, label='forecast')
plt.fill_between(lower_series.index, lower_series, upper_series,
color='k', alpha=.15)
plt.title('Forecast vs Actuals')
plt.legend(loc='upper left', fontsize=8)
plt.show()
我不明白为什么它会预测这个系列的开始,我做错了什么
因为您的数据集(包括
train
和test
)是按相反的时间顺序排列的,必须在一开始就进行更正相关问题 更多 >
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