Python中Statsmodels ARIMA的多个输入 [英] Multiple inputs into Statsmodels ARIMA in Python

问题描述

我正在尝试使用具有多个输入的ARIMA模型.只要输入是单个数组，它就可以正常工作.

I am trying to fit a ARIMA model with multiple inputs. As long as the input was a single array it worked fine.

在此，建议将输入数组放入类似多维数组的结构中.所以我做到了:

Here, I was adviced to put input arrays into a multidimensional array-like structure. So I did:

import numpy as np
from statsmodels.tsa.arima_model import ARIMA

a = [1, 2, 3]
b = [4, 5, 6]

data = np.dstack([a, b])
for p in range(6):
    for d in range(2):
        for q in range(4):
            order = (p,d,q)         
            try:
                model = ARIMA(data, order=(p,d,q))
                print("this works:{}, {}, {} ".format(p,d,q))
            except:
                pass

但是，此脚本的输出是这样的:

However, the output of this script was this:

   this works:0, 0, 0

很明显，出了点问题(如果p，d，q都为0，则根本不起作用).有人知道我在做什么错吗?

Obviously, there is something wrong (if p,d,q are all 0 then it is not working at all). Does anyone know what I am doing wrong?

任何能给我指明正确方向的建议，将不胜感激.

Any advice that would point me to the right direction would be much appreciated.

推荐答案

当因此，您的代码存在的问题是np.dstack产生的数组形状为(1,3,2)，这意味着它只有一个数据元素.您至少需要6个数据元素才能运行p值为5的ARIMA模型.

So, the issue with your code is that np.dstack produces the shape of the array as (1,3,2) which means it has only one data element. You need a minimum number of 6 data elements to be able to run the ARIMA model with p-value 5.

关于数组操作的

示例.我使用np.vstack产生尽可能多的行.

Example on array operations. I used np.vstack to produce as many as rows as possible.

请运行下面的代码片段，您将了解.

Please run the code snippet below and you will understand.

import numpy as np
from statsmodels.tsa.arima_model import ARIMA

a = [1, 2]
b = [3, 4]
c = [5, 6]
d = [7, 8]

data = np.vstack([a, b, c, d])

print(data.shape)
print(data)

for p in range(4):
    for d in range(1):
        for q in range(2):
            order = (p,d,q)    
            try:
                model = ARIMA(data, order=(p,d,q))
                print("this works:{}, {}, {} ".format(p,d,q))
            except:
                print(order)
                print('reached exception')
                pass

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