{"id":963785,"date":"2024-12-27T04:21:54","date_gmt":"2024-12-26T20:21:54","guid":{"rendered":"https:\/\/docs.pingcode.com\/ask\/ask-ask\/963785.html"},"modified":"2024-12-27T04:21:56","modified_gmt":"2024-12-26T20:21:56","slug":"python-arimr%e5%a6%82%e4%bd%95%e7%a1%ae%e5%ae%9apq","status":"publish","type":"post","link":"https:\/\/docs.pingcode.com\/ask\/963785.html","title":{"rendered":"python arimr()\u5982\u4f55\u786e\u5b9apq"},"content":{"rendered":"

\"python<\/p>\n

\u5f00\u5934\u6bb5\u843d\uff1a
\u5728Python\u4e2d\u4f7f\u7528ARIMA\u6a21\u578b\u8fdb\u884c\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u65f6\uff0c\u786e\u5b9aARIMA(p,d,q)\u6a21\u578b\u7684\u53c2\u6570p\u548cq\u662f\u4e00\u4e2a\u91cd\u8981\u7684\u6b65\u9aa4\u3002\u901a\u5e38\u901a\u8fc7\u81ea\u76f8\u5173\u51fd\u6570\uff08ACF\uff09\u3001\u504f\u81ea\u76f8\u5173\u51fd\u6570\uff08PACF\uff09\u4ee5\u53caAkAI<\/a>ke\u4fe1\u606f\u51c6\u5219\uff08AIC\uff09\u548c\u8d1d\u53f6\u65af\u4fe1\u606f\u51c6\u5219\uff08BIC\uff09\u6765\u786e\u5b9ap\u548cq\u7684\u503c<\/strong>\u3002ACF\u7528\u4e8e\u8bc6\u522bq\u503c\uff0cPACF\u7528\u4e8e\u8bc6\u522bp\u503c\uff0cAIC\u548cBIC\u5219\u7528\u4e8e\u5728\u4e0d\u540c\u6a21\u578b\u4e4b\u95f4\u8fdb\u884c\u6bd4\u8f83\u3002\u901a\u8fc7\u89c2\u5bdfACF\u548cPACF\u56fe\uff0c\u901a\u5e38\u53ef\u4ee5\u5f97\u5230\u521d\u6b65\u7684p\u548cq\u503c\uff0c\u8fd9\u4e9b\u503c\u5bf9\u5e94\u4e8e\u56fe\u4e2d\u663e\u8457\u4e0d\u4e3a\u96f6\u7684\u6ede\u540e\u70b9<\/strong>\u3002\u5728\u8fd9\u8fc7\u7a0b\u4e2d\uff0c\u7ecf\u9a8c\u548c\u53cd\u590d\u8bd5\u9a8c\u4e5f\u662f\u975e\u5e38\u91cd\u8981\u7684\u56e0\u7d20\u3002<\/p>\n<\/p>\n

\u4e00\u3001ARIMA\u6a21\u578b\u6982\u8ff0<\/p>\n<\/p>\n

ARIMA\u6a21\u578b\u662f\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u4e2d\u7684\u4e00\u79cd\u91cd\u8981\u65b9\u6cd5\uff0c\u5176\u5168\u79f0\u4e3a\u81ea\u56de\u5f52\u79ef\u5206\u6ed1\u52a8\u5e73\u5747\u6a21\u578b\uff08Autoregressive Integrated Moving Average\uff09\u3002\u8be5\u6a21\u578b\u7531\u4e09\u4e2a\u4e3b\u8981\u53c2\u6570\u7ec4\u6210\uff1a\u81ea\u56de\u5f52\u9636\u6570p\u3001\u5dee\u5206\u6b21\u6570d\u548c\u79fb\u52a8\u5e73\u5747\u9636\u6570q\u3002\u901a\u8fc7\u5c06\u8fd9\u4e09\u4e2a\u53c2\u6570\u7ec4\u5408\u5728\u4e00\u8d77\uff0cARIMA\u6a21\u578b\u53ef\u4ee5\u6709\u6548\u5730\u6355\u6349\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u4e2d\u7684\u6a21\u5f0f\uff0c\u5e76\u7528\u4e8e\u9884\u6d4b\u672a\u6765\u7684\u503c\u3002<\/p>\n<\/p>\n

ARIMA\u6a21\u578b\u7684\u57fa\u672c\u601d\u60f3\u662f\u901a\u8fc7\u81ea\u56de\u5f52\u548c\u79fb\u52a8\u5e73\u5747\u7684\u7ec4\u5408\uff0c\u53bb\u9664\u65f6\u95f4\u5e8f\u5217\u4e2d\u7684\u975e\u5e73\u7a33\u6027\uff0c\u4f7f\u5176\u53d8\u4e3a\u5e73\u7a33\u5e8f\u5217\uff0c\u7136\u540e\u4f7f\u7528\u81ea\u56de\u5f52\u548c\u79fb\u52a8\u5e73\u5747\u6765\u5efa\u6a21\u548c\u9884\u6d4b\u5e73\u7a33\u5e8f\u5217\u7684\u884c\u4e3a\u3002\u81ea\u56de\u5f52\u90e8\u5206\u901a\u8fc7\u8fc7\u53bb\u7684\u503c\u9884\u6d4b\u5f53\u524d\u503c\uff0c\u79fb\u52a8\u5e73\u5747\u90e8\u5206\u901a\u8fc7\u8fc7\u53bb\u7684\u8bef\u5dee\u9879\u6765\u8c03\u6574\u9884\u6d4b\u3002<\/p>\n<\/p>\n

\u4e8c\u3001\u786e\u5b9a\u5dee\u5206\u6b21\u6570d<\/p>\n<\/p>\n

\u5728ARIMA\u6a21\u578b\u4e2d\uff0c\u5dee\u5206\u6b21\u6570d\u7528\u4e8e\u6d88\u9664\u65f6\u95f4\u5e8f\u5217\u4e2d\u7684\u8d8b\u52bf\u548c\u5b63\u8282\u6027\uff0c\u4f7f\u5176\u6210\u4e3a\u5e73\u7a33\u5e8f\u5217\u3002\u9009\u62e9\u9002\u5f53\u7684d\u503c\u662f\u6a21\u578b\u5efa\u7acb\u7684\u7b2c\u4e00\u6b65\uff0c\u901a\u5e38\u53ef\u4ee5\u901a\u8fc7\u4ee5\u4e0b\u65b9\u6cd5\u6765\u786e\u5b9a\uff1a<\/p>\n<\/p>\n

    \n
  1. \n

    \u68c0\u67e5\u65f6\u95f4\u5e8f\u5217\u7684\u5e73\u7a33\u6027\uff1a\u4f7f\u7528\u5355\u4f4d\u6839\u68c0\u9a8c\uff08\u5982ADF\u68c0\u9a8c\uff09\u68c0\u67e5\u65f6\u95f4\u5e8f\u5217\u662f\u5426\u5e73\u7a33\u3002\u5982\u679c\u5e8f\u5217\u4e0d\u5e73\u7a33\uff0c\u5219\u9700\u8981\u8fdb\u884c\u5dee\u5206\u3002<\/p>\n<\/p>\n<\/li>\n

  2. \n

    \u89c2\u5bdf\u65f6\u95f4\u5e8f\u5217\u56fe\uff1a\u901a\u8fc7\u65f6\u95f4\u5e8f\u5217\u56fe\u53ef\u4ee5\u76f4\u89c2\u5730\u5224\u65ad\u6570\u636e\u662f\u5426\u5b58\u5728\u8d8b\u52bf\u548c\u5b63\u8282\u6027\u3002\u5982\u679c\u5b58\u5728\u8d8b\u52bf\uff0c\u901a\u5e38\u9700\u8981\u8fdb\u884c\u4e00\u6b21\u5dee\u5206\uff1b\u5982\u679c\u5b58\u5728\u5b63\u8282\u6027\uff0c\u53ef\u80fd\u9700\u8981\u8fdb\u884c\u5b63\u8282\u6027\u5dee\u5206\u3002<\/p>\n<\/p>\n<\/li>\n

  3. \n

    \u5b9e\u9a8c\u4e0e\u9a8c\u8bc1\uff1a\u5c1d\u8bd5\u4e0d\u540c\u7684d\u503c\u8fdb\u884c\u5dee\u5206\uff0c\u89c2\u5bdf\u5dee\u5206\u540e\u7684\u6570\u636e\u662f\u5426\u5e73\u7a33\u3002\u9009\u62e9\u80fd\u4f7f\u65f6\u95f4\u5e8f\u5217\u5e73\u7a33\u7684\u6700\u5c0fd\u503c\u3002<\/p>\n<\/p>\n<\/li>\n<\/ol>\n

    \u4e09\u3001\u5229\u7528ACF\u548cPACF\u56fe\u786e\u5b9ap\u548cq<\/p>\n<\/p>\n

    \u786e\u5b9aARIMA\u6a21\u578b\u7684\u81ea\u56de\u5f52\u9636\u6570p\u548c\u79fb\u52a8\u5e73\u5747\u9636\u6570q\u901a\u5e38\u4f9d\u8d56\u4e8e\u81ea\u76f8\u5173\u51fd\u6570\uff08ACF\uff09\u548c\u504f\u81ea\u76f8\u5173\u51fd\u6570\uff08PACF\uff09\u56fe\u3002\u8fd9\u4e24\u79cd\u5de5\u5177\u53ef\u4ee5\u5e2e\u52a9\u8bc6\u522b\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u4e2d\u7684\u76f8\u5173\u6027\u6a21\u5f0f\u3002<\/p>\n<\/p>\n

      \n
    1. \n

      \u81ea\u76f8\u5173\u51fd\u6570\uff08ACF\uff09\u56fe\uff1aACF\u56fe\u663e\u793a\u4e86\u65f6\u95f4\u5e8f\u5217\u7684\u81ea\u76f8\u5173\u7cfb\u6570\u968f\u6ede\u540e\u7684\u53d8\u5316\u3002ACF\u56fe\u4e2d\u663e\u8457\u4e0d\u4e3a\u96f6\u7684\u6ede\u540e\u70b9\u53ef\u4ee5\u5e2e\u52a9\u8bc6\u522bq\u503c\u3002\u5bf9\u4e8eARIMA\u6a21\u578b\uff0cq\u503c\u901a\u5e38\u5bf9\u5e94\u4e8eACF\u56fe\u4e2d\u663e\u8457\u4e0d\u4e3a\u96f6\u7684\u6ede\u540e\u70b9\u3002<\/p>\n<\/p>\n<\/li>\n

    2. \n

      \u504f\u81ea\u76f8\u5173\u51fd\u6570\uff08PACF\uff09\u56fe\uff1aPACF\u56fe\u663e\u793a\u4e86\u65f6\u95f4\u5e8f\u5217\u7684\u504f\u81ea\u76f8\u5173\u7cfb\u6570\u968f\u6ede\u540e\u7684\u53d8\u5316\u3002PACF\u56fe\u4e2d\u663e\u8457\u4e0d\u4e3a\u96f6\u7684\u6ede\u540e\u70b9\u53ef\u4ee5\u5e2e\u52a9\u8bc6\u522bp\u503c\u3002\u5bf9\u4e8eARIMA\u6a21\u578b\uff0cp\u503c\u901a\u5e38\u5bf9\u5e94\u4e8ePACF\u56fe\u4e2d\u663e\u8457\u4e0d\u4e3a\u96f6\u7684\u6ede\u540e\u70b9\u3002<\/p>\n<\/p>\n<\/li>\n<\/ol>\n

      \u56db\u3001\u4f7f\u7528\u4fe1\u606f\u51c6\u5219\u9009\u62e9\u6700\u4f73\u6a21\u578b<\/p>\n<\/p>\n

      \u5728\u786e\u5b9aARIMA\u6a21\u578b\u7684p\u548cq\u503c\u65f6\uff0c\u9664\u4e86ACF\u548cPACF\u56fe\u4e4b\u5916\uff0c\u8fd8\u53ef\u4ee5\u4f7f\u7528\u4fe1\u606f\u51c6\u5219\uff08\u5982Akaike\u4fe1\u606f\u51c6\u5219AIC\u548c\u8d1d\u53f6\u65af\u4fe1\u606f\u51c6\u5219BIC\uff09\u6765\u6bd4\u8f83\u4e0d\u540c\u7684\u6a21\u578b\uff0c\u9009\u62e9\u6700\u4f73\u7684\u53c2\u6570\u7ec4\u5408\u3002<\/p>\n<\/p>\n

        \n
      1. \n

        Akaike\u4fe1\u606f\u51c6\u5219\uff08AIC\uff09\uff1aAIC\u662f\u7528\u4e8e\u6a21\u578b\u9009\u62e9\u7684\u6807\u51c6\uff0c\u8f83\u5c0f\u7684AIC\u503c\u901a\u5e38\u8868\u793a\u8f83\u597d\u7684\u6a21\u578b\u3002\u5728\u6bd4\u8f83\u4e0d\u540c\u7684ARIMA\u6a21\u578b\u65f6\uff0c\u53ef\u4ee5\u9009\u62e9AIC\u503c\u6700\u5c0f\u7684\u6a21\u578b\u3002<\/p>\n<\/p>\n<\/li>\n

      2. \n

        \u8d1d\u53f6\u65af\u4fe1\u606f\u51c6\u5219\uff08BIC\uff09\uff1aBIC\u4e0eAIC\u7c7b\u4f3c\uff0c\u4e5f\u662f\u7528\u4e8e\u6a21\u578b\u9009\u62e9\u7684\u6807\u51c6\u3002\u4e0eAIC\u76f8\u6bd4\uff0cBIC\u5bf9\u6a21\u578b\u590d\u6742\u5ea6\u7684\u60e9\u7f5a\u66f4\u4e3a\u4e25\u683c\uff0c\u56e0\u6b64BIC\u503c\u8f83\u5c0f\u7684\u6a21\u578b\u901a\u5e38\u4f1a\u6bd4AIC\u503c\u8f83\u5c0f\u7684\u6a21\u578b\u66f4\u7b80\u5355\u3002<\/p>\n<\/p>\n<\/li>\n<\/ol>\n

        \u4e94\u3001\u7ecf\u9a8c\u548c\u53cd\u590d\u8bd5\u9a8c\u7684\u91cd\u8981\u6027<\/p>\n<\/p>\n

        \u5728\u5b9e\u9645\u5e94\u7528\u4e2d\uff0c\u786e\u5b9aARIMA\u6a21\u578b\u7684\u53c2\u6570p\u548cq\u5e76\u4e0d\u662f\u4e00\u4ef6\u7b80\u5355\u7684\u4efb\u52a1\u3002\u5373\u4f7f\u4f7f\u7528\u4e86ACF\u3001PACF\u56fe\u548c\u4fe1\u606f\u51c6\u5219\uff0c\u4ecd\u7136\u53ef\u80fd\u9700\u8981\u8fdb\u884c\u591a\u6b21\u8bd5\u9a8c\u548c\u9a8c\u8bc1\u6765\u83b7\u5f97\u6700\u4f73\u7684\u6a21\u578b\u3002<\/p>\n<\/p>\n

          \n
        1. \n

          \u7ecf\u9a8c\u7684\u4f5c\u7528\uff1a\u6709\u7ecf\u9a8c\u7684\u6570\u636e\u5206\u6790\u5e08\u901a\u5e38\u53ef\u4ee5\u901a\u8fc7\u89c2\u5bdf\u65f6\u95f4\u5e8f\u5217\u56fe\u548c\u76f8\u5173\u51fd\u6570\u56fe\uff0c\u5bf9\u53c2\u6570\u8fdb\u884c\u521d\u6b65\u5224\u65ad\u3002\u8fd9\u4e9b\u7ecf\u9a8c\u53ef\u4ee5\u5e2e\u52a9\u5feb\u901f\u7f29\u5c0f\u53ef\u80fd\u7684\u53c2\u6570\u8303\u56f4\u3002<\/p>\n<\/p>\n<\/li>\n

        2. \n

          \u53cd\u590d\u8bd5\u9a8c\u548c\u9a8c\u8bc1\uff1a\u6a21\u578b\u9009\u62e9\u662f\u4e00\u4e2a\u8fed\u4ee3\u7684\u8fc7\u7a0b\uff0c\u5c1d\u8bd5\u4e0d\u540c\u7684\u53c2\u6570\u7ec4\u5408\uff0c\u5e76\u901a\u8fc7\u4ea4\u53c9\u9a8c\u8bc1\u6216\u9884\u6d4b\u7cbe\u5ea6\u6765\u9a8c\u8bc1\u6a21\u578b\u7684\u6027\u80fd\u3002\u901a\u8fc7\u53cd\u590d\u8bd5\u9a8c\uff0c\u53ef\u4ee5\u9010\u6b65\u4f18\u5316\u6a21\u578b\u53c2\u6570\uff0c\u83b7\u5f97\u66f4\u597d\u7684\u9884\u6d4b\u7ed3\u679c\u3002<\/p>\n<\/p>\n<\/li>\n<\/ol>\n

          \u516d\u3001\u4f7f\u7528Python\u8fdb\u884cARIMA\u5efa\u6a21<\/p>\n<\/p>\n

          Python\u662f\u8fdb\u884c\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u7684\u5f3a\u5927\u5de5\u5177\uff0c\u7279\u522b\u662f\u901a\u8fc7statsmodels\u5e93\u53ef\u4ee5\u65b9\u4fbf\u5730\u6784\u5efa\u548c\u8bc4\u4f30ARIMA\u6a21\u578b\u3002\u4ee5\u4e0b\u662f\u4f7f\u7528Python\u8fdb\u884cARIMA\u5efa\u6a21\u7684\u6b65\u9aa4\uff1a<\/p>\n<\/p>\n

            \n
          1. \n

            \u5bfc\u5165\u5fc5\u8981\u7684\u5e93\uff1a\u4f7f\u7528pandas\u8fdb\u884c\u6570\u636e\u5904\u7406\uff0c\u4f7f\u7528statsmodels\u8fdb\u884c\u65f6\u95f4\u5e8f\u5217\u5efa\u6a21\u3002<\/p>\n<\/p>\n<\/li>\n

          2. \n

            \u6570\u636e\u9884\u5904\u7406\uff1a\u52a0\u8f7d\u6570\u636e\uff0c\u68c0\u67e5\u7f3a\u5931\u503c\uff0c\u8fdb\u884c\u5fc5\u8981\u7684\u5dee\u5206\u4ee5\u4f7f\u6570\u636e\u5e73\u7a33\u3002<\/p>\n<\/p>\n<\/li>\n

          3. \n

            \u7ed8\u5236ACF\u548cPACF\u56fe\uff1a\u4f7f\u7528statsmodels.graphics.tsaplots\u6a21\u5757\u7ed8\u5236ACF\u548cPACF\u56fe\uff0c\u4ee5\u5e2e\u52a9\u9009\u62e9p\u548cq\u503c\u3002<\/p>\n<\/p>\n<\/li>\n

          4. \n

            \u5efa\u7acbARIMA\u6a21\u578b\uff1a\u4f7f\u7528statsmodels.tsa.arima.model.ARIMA\u7c7b\u5efa\u7acbARIMA\u6a21\u578b\uff0c\u8f93\u5165\u53c2\u6570p\u3001d\u3001q\u3002<\/p>\n<\/p>\n<\/li>\n

          5. \n

            \u6a21\u578b\u62df\u5408\uff1a\u4f7f\u7528fit\u65b9\u6cd5\u62df\u5408\u6a21\u578b\uff0c\u5f97\u5230\u6a21\u578b\u7ed3\u679c\u3002<\/p>\n<\/p>\n<\/li>\n

          6. \n

            \u6a21\u578b\u8bc4\u4f30\uff1a\u901a\u8fc7AIC\u3001BIC\u503c\u4ee5\u53ca\u9884\u6d4b\u7ed3\u679c\u6765\u8bc4\u4f30\u6a21\u578b\u7684\u6027\u80fd\u3002<\/p>\n<\/p>\n<\/li>\n<\/ol>\n

            \u4e03\u3001\u5b9e\u6218\u6848\u4f8b<\/p>\n<\/p>\n

            \u4e3a\u4e86\u66f4\u597d\u5730\u7406\u89e3\u5982\u4f55\u5728Python\u4e2d\u5e94\u7528ARIMA\u6a21\u578b\uff0c\u6211\u4eec\u53ef\u4ee5\u901a\u8fc7\u4e00\u4e2a\u5b9e\u6218\u6848\u4f8b\u6765\u6f14\u793a\u8fd9\u4e00\u8fc7\u7a0b\u3002<\/p>\n<\/p>\n

            \u5047\u8bbe\u6211\u4eec\u6709\u4e00\u7ec4\u6708\u5ea6\u9500\u552e\u6570\u636e\uff0c\u6211\u4eec\u5e0c\u671b\u4f7f\u7528ARIMA\u6a21\u578b\u9884\u6d4b\u672a\u6765\u7684\u9500\u552e\u989d\u3002\u4ee5\u4e0b\u662f\u5b9e\u6218\u6b65\u9aa4\uff1a<\/p>\n<\/p>\n

              \n
            1. \n

              \u6570\u636e\u52a0\u8f7d\u548c\u9884\u5904\u7406\uff1a\u4eceCSV\u6587\u4ef6\u52a0\u8f7d\u9500\u552e\u6570\u636e\uff0c\u68c0\u67e5\u65f6\u95f4\u7d22\u5f15\u548c\u7f3a\u5931\u503c\u3002<\/p>\n<\/p>\n<\/li>\n

            2. \n

              \u6570\u636e\u53ef\u89c6\u5316\uff1a\u7ed8\u5236\u65f6\u95f4\u5e8f\u5217\u56fe\uff0c\u89c2\u5bdf\u6570\u636e\u7684\u8d8b\u52bf\u548c\u5b63\u8282\u6027\u6a21\u5f0f\u3002<\/p>\n<\/p>\n<\/li>\n

            3. \n

              \u5dee\u5206\u5904\u7406\uff1a\u6839\u636e\u89c2\u5bdf\u7ed3\u679c\u548cADF\u68c0\u9a8c\uff0c\u51b3\u5b9a\u8fdb\u884c\u4e00\u9636\u5dee\u5206\u4ee5\u6d88\u9664\u8d8b\u52bf\u3002<\/p>\n<\/p>\n<\/li>\n

            4. \n

              \u7ed8\u5236ACF\u548cPACF\u56fe\uff1a\u4f7f\u7528\u4e00\u9636\u5dee\u5206\u540e\u7684\u6570\u636e\uff0c\u7ed8\u5236ACF\u548cPACF\u56fe\uff0c\u521d\u6b65\u786e\u5b9ap\u548cq\u503c\u3002<\/p>\n<\/p>\n<\/li>\n

            5. \n

              \u6a21\u578b\u5efa\u7acb\u548c\u62df\u5408\uff1a\u4f7f\u7528statsmodels.tsa.arima.model.ARIMA\u7c7b\u5efa\u7acb\u6a21\u578b\uff0c\u8f93\u5165p\u3001d\u3001q\u503c\uff0c\u5e76\u8fdb\u884c\u62df\u5408\u3002<\/p>\n<\/p>\n<\/li>\n

            6. \n

              \u6a21\u578b\u8bc4\u4f30\u548c\u9009\u62e9\uff1a\u901a\u8fc7AIC\u548cBIC\u503c\u6bd4\u8f83\u4e0d\u540c\u53c2\u6570\u7ec4\u5408\u7684\u6a21\u578b\uff0c\u9009\u62e9\u6700\u4f73\u6a21\u578b\u3002<\/p>\n<\/p>\n<\/li>\n

            7. \n

              \u9884\u6d4b\uff1a\u4f7f\u7528\u6700\u4f73\u6a21\u578b\u8fdb\u884c\u672a\u6765\u9500\u552e\u989d\u7684\u9884\u6d4b\uff0c\u5e76\u7ed8\u5236\u9884\u6d4b\u7ed3\u679c\u4e0e\u5b9e\u9645\u6570\u636e\u7684\u5bf9\u6bd4\u56fe\u3002<\/p>\n<\/p>\n<\/li>\n<\/ol>\n

              \u516b\u3001\u603b\u7ed3<\/p>\n<\/p>\n

              ARIMA\u6a21\u578b\u662f\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u4e2d\u7684\u4e00\u4e2a\u91cd\u8981\u5de5\u5177\uff0c\u901a\u8fc7\u5408\u7406\u9009\u62e9\u53c2\u6570p\u3001d\u3001q\uff0c\u53ef\u4ee5\u6709\u6548\u5730\u5efa\u6a21\u548c\u9884\u6d4b\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u3002\u5728\u5b9e\u9645\u5e94\u7528\u4e2d\uff0c\u786e\u5b9aARIMA\u6a21\u578b\u7684\u53c2\u6570\u9700\u8981\u7ed3\u5408ACF\u3001PACF\u56fe\u548c\u4fe1\u606f\u51c6\u5219\uff0c\u5e76\u901a\u8fc7\u7ecf\u9a8c\u548c\u53cd\u590d\u8bd5\u9a8c\u6765\u4f18\u5316\u3002\u501f\u52a9Python\u5f3a\u5927\u7684\u6570\u636e\u5206\u6790\u5e93\uff0c\u53ef\u4ee5\u65b9\u4fbf\u5730\u8fdb\u884cARIMA\u5efa\u6a21\u548c\u9884\u6d4b\uff0c\u4e3a\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u63d0\u4f9b\u6709\u529b\u652f\u6301\u3002<\/p>\n<\/p>\n

              \u76f8\u5173\u95ee\u7b54FAQs\uff1a<\/strong><\/h2>\n

              \u5982\u4f55\u9009\u62e9\u5408\u9002\u7684p\u548cq\u503c\u7528\u4e8eARIMA\u6a21\u578b\uff1f<\/strong>
              \u9009\u62e9p\u548cq\u7684\u503c\u901a\u5e38\u4f9d\u8d56\u4e8e\u6570\u636e\u7684\u7279\u6027\u548c\u81ea\u76f8\u5173\u56fe\uff08ACF\uff09\u53ca\u504f\u81ea\u76f8\u5173\u56fe\uff08PACF\uff09\u7684\u5206\u6790\u3002p\u503c\u4ee3\u8868\u81ea\u56de\u5f52\u9879\u7684\u6570\u91cf\uff0c\u800cq\u503c\u8868\u793a\u79fb\u52a8\u5e73\u5747\u9879\u7684\u6570\u91cf\u3002\u53ef\u4ee5\u901a\u8fc7\u89c2\u5bdfPACF\u56fe\u6765\u786e\u5b9ap\u7684\u503c\uff0c\u901a\u5e38\u5728PACF\u56fe\u4e2d\uff0c\u6ede\u540e\u9636\u6570\u8fbe\u5230\u663e\u8457\u6027\u540e\uff0cp\u503c\u5c31\u53ef\u4ee5\u786e\u5b9a\u3002\u540c\u6837\u5730\uff0cACF\u56fe\u5219\u7528\u4e8e\u786e\u5b9aq\u7684\u503c\uff0c\u89c2\u5bdf\u5230\u6ede\u540e\u9636\u6570\u663e\u8457\u7684\u5730\u65b9\u5c31\u53ef\u4ee5\u786e\u5b9aq\u3002<\/p>\n

              \u5728Python\u4e2d\uff0c\u5982\u4f55\u4f7f\u7528ARIMA\u6a21\u578b\u8fdb\u884c\u53c2\u6570\u4f18\u5316\uff1f<\/strong>
              \u5728Python\u4e2d\uff0c\u53ef\u4ee5\u4f7f\u7528statsmodels<\/code>\u5e93\u4e2d\u7684ARIMA<\/code>\u51fd\u6570\u8fdb\u884c\u6a21\u578b\u6784\u5efa\uff0c\u540c\u65f6\u5229\u7528pmdarima<\/code>\u5e93\u4e2d\u7684auto_arima<\/code>\u51fd\u6570\u6765\u81ea\u52a8\u9009\u62e9p\u3001d\u3001q\u7684\u6700\u4f73\u7ec4\u5408\u3002\u8fd9\u4e2a\u51fd\u6570\u57fa\u4e8eAIC\uff08\u8d64\u6c60\u4fe1\u606f\u91cf\u51c6\u5219\uff09\u8fdb\u884c\u8bc4\u4f30\uff0c\u80fd\u591f\u6709\u6548\u5730\u63d0\u9ad8\u6a21\u578b\u6027\u80fd\uff0c\u5e76\u51cf\u5c11\u624b\u52a8\u8c03\u53c2\u7684\u590d\u6742\u6027\u3002<\/p>\n

              \u5982\u4f55\u8bc4\u4f30ARIMA\u6a21\u578b\u7684\u62df\u5408\u6548\u679c\uff1f<\/strong>
              \u8bc4\u4f30ARIMA\u6a21\u578b\u7684\u62df\u5408\u6548\u679c\u53ef\u4ee5\u901a\u8fc7\u591a\u79cd\u65b9\u6cd5\u8fdb\u884c\u3002\u5e38\u89c1\u7684\u65b9\u5f0f\u5305\u62ec\u67e5\u770b\u6b8b\u5dee\u5206\u6790\u56fe\uff0c\u68c0\u67e5\u6b8b\u5dee\u662f\u5426\u7b26\u5408\u767d\u566a\u58f0\u7279\u6027\u3002\u6b64\u5916\uff0c\u8fd8\u53ef\u4ee5\u4f7f\u7528AIC\u3001BIC\u7b49\u4fe1\u606f\u51c6\u5219\u6765\u6bd4\u8f83\u4e0d\u540c\u6a21\u578b\u7684\u4f18\u52a3\u3002\u6a21\u578b\u7684\u9884\u6d4b\u51c6\u786e\u6027\u4e5f\u53ef\u4ee5\u901a\u8fc7\u4ea4\u53c9\u9a8c\u8bc1\u6216\u4f7f\u7528\u6d4b\u8bd5\u96c6\u8fdb\u884c\u8bc4\u4f30\uff0c\u8ba1\u7b97\u5747\u65b9\u6839\u8bef\u5dee\uff08RMSE\uff09\u6216\u5e73\u5747\u7edd\u5bf9\u8bef\u5dee\uff08MAE\uff09\u7b49\u6307\u6807\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"\u5f00\u5934\u6bb5\u843d\uff1a\u5728Python\u4e2d\u4f7f\u7528ARIMA\u6a21\u578b\u8fdb\u884c\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u65f6\uff0c\u786e\u5b9aARIMA(p,d,q)\u6a21\u578b\u7684\u53c2\u6570p\u548cq\u662f […]","protected":false},"author":3,"featured_media":963791,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[37],"tags":[],"acf":[],"_links":{"self":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts\/963785"}],"collection":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/comments?post=963785"}],"version-history":[{"count":"1","href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts\/963785\/revisions"}],"predecessor-version":[{"id":963794,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts\/963785\/revisions\/963794"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/media\/963791"}],"wp:attachment":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/media?parent=963785"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/categories?post=963785"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/tags?post=963785"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}