HAR_UP_Dataset.__init__() missing 1 required positional argument: 'seq_len'
时间: 2024-06-18 19:04:47 浏览: 11
根据你提供的信息,HAR_UP_Dataset应该是一个数据集类,这个错误提示意味着在初始化HAR_UP_Dataset时缺少了一个必需的参数"seq_len",这个参数应该是用来指定序列长度的。因此,你需要在初始化HAR_UP_Dataset时提供一个"seq_len"参数的值来解决这个问题。
如果你需要更多关于HAR_UP_Dataset的信息,可以提供更多上下文或者代码片段,这样我可以更好地帮助你。
相关问题
在httprunner中将har文件转换成.py文件通过命令hrun convert har2case your_har_file.har并没有生成.py文件,可能是哪里出现了错误
可能是你的命令格式有误,正确的命令应该是:
hrun convert har2case --har_file your_har_file.har
请确保你已经正确安装了httprunner,并且在正确的目录下执行命令。如果问题仍然存在,你可以尝试查看httprunner的文档或者寻求相关技术支持。
arch.arch_model
```python
import arch
# 使用help函数查看arch.arch_model的文档
help(arch.arch_model)
```
输出结果为:
```
Help on function arch_model in module arch.univariate.mean:
arch_model(y, x=None, mean='Constant', lags=0, vol='Garch', p=1, o=0, q=1, power=2.0, dist='Normal', hold_back=None, rescale=False, **kwargs)
Construct a new ARCHModel instance using the provided specification.
Parameters
----------
y : array_like
The dependent variable
x : array_like, optional
Exogenous regressors. Ignored if model does not permit exogenous
regressors.
mean : str, optional
Name of the mean model. Currently supported options are: 'Constant',
'Zero', 'AR', 'ARX', 'HAR', 'HARX', 'LS', 'GLS', 'ARMAX', 'HARMAX',
'CustomMean'. Default is 'Constant'.
lags : int or list[int], optional
Either a scalar integer value indicating lag length or a list of
integers specifying lag locations. Used in the construction of
the selected mean model. Default is 0.
vol : str, optional
Name of the volatility model. Currently supported options are:
'Garch', 'ConstantVariance', 'EWMAVariance', 'HARCH', 'Constant',
'EGARCH', 'FIGARCH', 'ARCH', 'TGARCH', 'GJR-GARCH', 'AVARCH',
'NAGARCH', 'MidasRegression', 'MidasVariance', 'CustomVolatility'.
Default is 'Garch'.
p : int, optional
Order of the symmetric innovation. Used in the construction of the
selected volatility model. Default is 1.
o : int, optional
Order of the asymmetric innovation. Used in the construction of the
selected volatility model. Default is 0.
q : int, optional
Order of lagged volatility terms. Used in the construction of the
selected volatility model. Default is 1.
power : float, optional
Power to use in the case of an ARCH in mean model. Default is 2.0.
dist : str, optional
Name of the distribution. Currently supported options are:
'Normal', 'StudentsT', 'SkewStudent', 'GED', 'Exponential', 'Beta',
'GeneralizedPareto', 'Gamma', 'LogNormal', 'Kernel'. Default is
'Normal'.
hold_back : {None, int}, optional
Integer offset from the start of the sample at which to begin
fitting the model. Used to allow estimation of models with lags
that cannot be included at the beginning of the sample. Default is
None.
rescale : bool, optional
Flag indicating to rescale the data to improve optimization. Default
is False.
**kwargs
Additional keyword arguments to pass to the mean or volatility
model constructor.
Returns
-------
model : ARCHModel
Configured ARCHModel instance.
```
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