MA 模型总是在时间序列中给出相同的输出（python）

Question

Does MA model can be used for prediction? In time series analysis, my ARIMA order is (0,1,7),which indicates that it is a MA model, unfortunately I am always getting a straight line for my prediction. Only first 7 values are different, as the lag is 7 here. And after that it predicts the same value.

my question is " is it normal that the model is predicting like that or there is a solution to overcome this problem. I would be grateful if anyone could help.

Answer 1

Yes, for a simple MA model it's normal to have a straight line for the prediction. Simple AR and MA models are intended to perform one-step-ahead predictions. In your case, you have a MA order of 7 , so after your first seven "step ahead" the predictions start to repeat since you don't have new data.

One way to avoid this would be to treat the predictions as ground-truth values and retrain the model with them. But don't expect this to improve your results significantly.

For a more detailed explanation, I suggest reading this section from the Forecast: Principles And Practices by Hyndman.