https://gitee.com/davylw/datasets/tree/master
http://alkaline-ml.com/pmdarima/modules/generated/pmdarima.datasets.load_wineind.html https://github.com/robjhyndman/forecast
pip install statsmodels
pip install pmdarima
pip install forecast 同时也可以使用一些函数
from pmdarima.datasets import load_winein
?
我们这里可以测试一个数据集
load_wineind(True).head()
? parameters.
.. raw:: html
"""
from matplotlib import pyplot as plt
import numpy as np
from pmdarima import model_selection
import pmdarima as pm
print(__doc__)
# Author: Taylor Smith <taylor.smith@alkaline-ml.com
本文的目标是介绍 DarTS、GluonTS、Sktime、pmdarima 和 Prophet/NeuralProphet 库的数据格式。 由于 Sktime、pmdarima 和 Prophet/NeuralProphet 都与 pandas 兼容,因此只需花更多时间学习。 pip install sktime pmdarima neuralprophet 获取长式数据集 加载一个长式数据集。 Pmdarima是Python封装程序,基于流行的"statsmodels"库,将ARIMA和SARIMA模型合并在一起。 此外,还介绍了Sktime、pmdarima和Prophet/NeuralProphet库。这些库都有各自的优势和特点,选择使用哪个取决于对速度、与其他Python环境的集成以及模型熟练程度的要求。
from pmdarima.datasets import load_airpassengers # https://github.com/vcerqueira/blog/blob/main/src 代码如下: import numpy as np from pmdarima.datasets import load_airpassengers from pmdarima.arima import
Data with Train and Test') y_train.plot(label = 'train') y_test.plot(label = 'test') plt.legend() pmdarima pmdarima是一个用于时间序列数据统计分析的Python库。 Pmdarima还提供了处理季节性数据的各种工具,包括季节性测试和季节性分解工具。 在时间序列分析中经常使用的预测模型之一是ARIMA(自回归综合移动平均)。 pmdarima是ARIMA模型的包装器,它自带一个自动超参数搜索函数,可以自动为ARIMA模型找到最佳超参数(p,d,q)。 比pmdarima快20倍,比Prophet快500倍,比NeuralProphet快100倍,比statmodels快4倍。 通过numba编译为高性能机器代码。
pip install pmdarima #--------------------------------------- #-----------------导入库----------------- # 数据探索 import pandas as pd import numpy as np from tqdm import tqdm # 核心模型 from pmdarima.arima import
pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima as pd # from statsmodels.tsa.statespace.sarimax import SARIMAX # from prophet import Prophet # from pmdarima
使用 Pmdarima 进行时间序列预测 Pmdarima 是一个统计库,有助于使用基于 ARIMA 的方法对时间序列进行建模。 这个包不是很常见,这里给出一个简单的例子: 上下滑动查看更多源码 import pmdarima as pm from pmdarima import model_selection import matplotlib.pyplot 发行年份 GitHub 星星 统计与计量经济学 机器学习 深度学习 Statsmodels 2010 7200 ✅ ✅ ✅ Pmdarima 2018 1100 ✅ ✅ Sklearn 2007 50000 statsmodels.tsa.seasonal.seasonal_decompose.html [8] Statsmodels: https://www.statsmodels.org/stable/tsa.html [9] pmdarima : https://alkaline-ml.com/pmdarima/ [10] Sklearn: https://scikit-learn.org/stable/index.html [11] PyTorch
matplotlib.pyplot as pltplt.style.use('fivethirtyeight')from matplotlib.pylab import rcParamsimport pmdarima 这里使用了pmdarima.autoarima()方法。这个方法可以帮助我们自动确定 * 0.85)# 确定训练集/测试集data_train, data_test =
图(F):针对 y_t+4 的直接策略 Make_reduction() 使用 ARIMA 进行多步预测 Sktime可以使用Python库pmdarima进行ARIMA并提供多步预测。 Sktime本身不提供多步预测,但是pmdarima库可以进行多步预测。一旦建立了ARIMA模型,它会对预测范围内的每个时间点进行提前一步预测,并且采用递归策略生成预测值。 ! pip install pmdarima 函数 temporal_train_test_split()。 首先将数据分成训练数据和测试数据。
这些方法都可以在Python的pmdarima 库中找到。 from pmdarima.arima import nsdiffs period = 12 # monthly data nsdiffs(x=series_det, m=period, test 该时间序列的自相关图如下图所示: 再使用我们上面介绍的Canova-Hansen检验来查看季节性单位根: from pmdarima.arima import nsdiffs nsdiffs( SARIMA是一种流行的方法,它应用了这个想法: import pmdarima as pm model = pm.auto_arima(yt, m=12, trace=True) model.summary
pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima
pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima
pmdarima模块的auto_arima方法就可以让我们指定一个阶数上限和信息准则计算方法,从而找到信息准则最小的阶数组合。 from statsmodels.tsa.arima_model import ARIMA import pmdarima as pm df = pd.read_csv('https://raw.githubusercontent.com pip3 install pyramid-arima import pmdarima as pm # Seasonal - fit stepwise auto-ARIMA smodel = pm.auto_arima
ARIMA_Model.py import pandas as pd import numpy as np import seaborn as sns from tqdm import tqdm from pmdarima.arima
4.2 SARIMA:处理季节性import pmdarima as pmdef sarima_forecast(train, seasonal=True, m=7): model = pm.auto_arima
pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX #from prophet import Prophet #from pmdarima as pd # from statsmodels.tsa.statespace.sarimax import SARIMAX # from prophet import Prophet # from pmdarima pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX #from prophet import Prophet #from pmdarima as pd # from statsmodels.tsa.statespace.sarimax import SARIMAX # from prophet import Prophet # from pmdarima
pandas as pd from statsmodels.tsa.statespace.sarimax import SARIMAX from prophet import Prophet from pmdarima
让我们试着将FEDOT与其他时间序列预测的开源框架AutoTS和pmdarima进行比较。代码在后面给出。因为不是所有库都在多个块上实现验证功能,所以我们决定只对时间序列的一个片段进行这个小的比较。
import pmdarima as pm from pmdarima.model_selection import train_test_split import numpy as np import https://www.statsmodels.org/dev/datasets/generated/co2.html [2] Pyramid官方文档: https://pypi.org/project/pmdarima
lightgbm as lgb from itertools import cycle from sklearn.svm import SVR import statsmodels.api as sm from pmdarima