使用ARMA模型的statsmodels预测 [英] statsmodels forecasting using ARMA model

问题描述

我想预测时间序列数据.我在以前的文章中读到，模块statsmodels具有使用ARMA方法进行预测所需的工具，而这正是我一直在寻找的工具.尽管如此，我在预测数据时还是遇到了麻烦.有人可以解释模型中使用的各种参数和/或提供示例示例吗?

I want to forecast timeseries data. I read in previous posts that module statsmodels has the required tool for using ARMA method for forecasting which is exactly the one I have been looking for. In spite of that I am having trouble in forecasting the data. Can someone explain the various parameters used in the model and/or provide a sample example?

推荐答案

这个问题非常笼统，对于背景信息，Rob Hyndman的链接或任何用于时间序列分析的教科书都是有用的.

The question is very general, for background information Rob Hyndman's link or any text book for time series analysis will be useful.

Skipper Seabold在scipy会议上介绍了一个教程，其中包括一个ARMA示例

Skipper Seabold presented a tutorial at the scipy conference that includes an ARMA example

https://github.com/jseabold/tutorial/blob/master/tsa_arma.py

ARMA文档中介绍了各种方法和选项

The various methods and options are described in the documentation for ARMA

http://statsmodels.sourceforge.net/devel/generation/statsmodels.tsa .arima_model.ARMA.html

我所知道的目前在statsmodels中没有关于ARMA模型的书或文章样式描述，但是如果您问一个更具体的问题，想要做什么和遇到什么麻烦，也许您会得到更具体的答案.是.

There is currently no book or article style description of the ARMA model in statsmodels that I'm aware of, but maybe you will get more specific answers if you ask a more specific question with what you want to do and what your troubles are.

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