statsmodels 使用 ARMA 模型进行预测 [英] statsmodels forecasting using ARMA model

问题描述

我想预测时间序列数据.我在以前的帖子中读到，模块 statsmodels 具有使用 ARMA 方法进行预测所需的工具，这正是我一直在寻找的工具.尽管如此，我在预测数据时遇到了麻烦.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

这个问题很笼统，对于背景信息 Rob Hyndman 的链接或任何时间序列分析的教科书都会很有用.

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 会议上展示了一个包含 ARMA 示例的教程

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 的文档中描述了各种方法和选项

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

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

据我所知，目前没有关于 statsmodels 中 ARMA 模型的书籍或文章风格的描述，但如果您提出更具体的问题，比如您想做什么以及遇到的问题，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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