[英]Why do I get nearly the same results from an ARIMA model when I do the forecast?
I've been changing the AR and MA coefficients but still the same..so this is my code :我一直在更改 AR 和 MA 系数,但仍然相同..所以这是我的代码:
model = ARIMA(df, order =(4,0,4))
results_ARIMA = model.fit(disp=0)
print(results_ARIMA.summary())
n = 520
result = results_ARIMA.forecast(steps=n+1)[0]
result.head()
array([ 41.95623053, 41.98185411, 41.89815634, 41.94481325,
41.87636322, 41.89761647, 41.82752735, 41.87473589,
41.80196085, 41.82483214, 41.76732314, 41.80917335,
41.73434308, 41.76354033, 41.71405822, 41.74715261,
41.67522211, 41.71211599, 41.66466619, 41.68942922,
41.62553526, 41.66771581, 41.61747084, 41.63769232,
41.58473465, 41.6272783 , 41.57252176, 41.59344323,
41.55081621, 41.58859627, 41.53118001, 41.55706031,
41.52102605, 41.55097806, 41.49517932, 41.52744945,
41.49288592, 41.51522557, 41.46560754, 41.50239611,
41.46506061, 41.48297757, 41.44226148, 41.47941698,
41.43768935, 41.45574504, 41.42363582, 41.45670059,
41.41206449, 41.43408257, 41.40750963, 41.43371217,
41.38983724, 41.41725247, 41.39183213, 41.41121285,
41.37212952, 41.40349845, 41.37549464, 41.39071864,
41.35894938, 41.39076871, 41.35865194, 41.37367136,
41.34914894, 41.37753874, 41.34247627, 41.36070523,
41.34090922, 41.36336173, 41.32848649, 41.35132692,
…
Model is taking average of your historical data and predicting the future.模型正在取历史数据的平均值并预测未来。 If you plot the data you will get stright line.
如果你绘制数据,你会得到一条直线。 This happens when your historical data does not have strong seasonality therefore model takes average of previous values and predict future data points.( in short its difficult for a model to predict with good accuracy with out strong seasonality) Hope answer to your question.
当您的历史数据没有很强的季节性时会发生这种情况,因此模型取先前值的平均值并预测未来的数据点。(简而言之,模型很难在没有强季节性的情况下准确预测)希望回答您的问题。
声明:本站的技术帖子网页,遵循CC BY-SA 4.0协议,如果您需要转载,请注明本站网址或者原文地址。任何问题请咨询:yoyou2525@163.com.