简体   繁体   English

为什么我在进行预测时从 ARIMA 模型得到几乎相同的结果?

[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.

相关问题 为什么对entropy()不能得到相同的结果? - Why do I not get the same results for entropy()? 为什么我从同一个代码中得到两个不同的结果? - Why do I get two different results from the same code? 为什么当我使用 statsmodels 进行 OLS 和使用 scikit 进行 PooledOLS 时得到相同的结果? - Why do I get the same results when I do OLS using statsmodels and PooledOLS using scikit? 将损失乘以标量后,为什么在训练Keras模型时得到不同的结果? - Why do I get different results when training a Keras model when I multiply the loss by a scalar? 为什么同一个 model 的结果不同? - Why do I have different results for the same model? 卷积神经网络模型 - 为什么我在同一张图片上得到不同的结果 - Convolutional Neural Network Model - Why do I get different results on the same image 为什么我在 pycharm 和 IDLE 中运行相同的程序会得到不同的结果? - Why do I get different results when I run the same program in pycharm and IDLE? 为什么我的 LSTM model 结果滞后 - Why do i get lagged results on my LSTM model 为什么在训练模型时会有如此不一致的结果? - Why do I have such inconsistent results when training my model? 在 pyhton 中使用 ARIMA 并进行大量集成时,如何使预测不被集成? - When using a ARIMA in pyhton, and have a garde of integration how do you get the forecast to be not integrated?
 
粤ICP备18138465号  © 2020-2024 STACKOOM.COM