arima时间序列预测代码
时间: 2023-09-17 13:09:43 浏览: 77
Sure! Here's an example code for ARIMA time series forecasting using the statsmodels library in Python:
```python
import pandas as pd
import numpy as np
from statsmodels.tsa.arima.model import ARIMA
# Read the time series data
data = pd.read_csv('data.csv', parse_dates=['date'], index_col='date')
# Fit the ARIMA model
model = ARIMA(data, order=(p, d, q)) # Replace p, d, q with your desired values
model_fit = model.fit()
# Forecast future values
forecast = model_fit.predict(start=start_date, end=end_date) # Replace start_date and end_date with your desired range
# Print the forecasted values
print(forecast)
```
Make sure to replace `'data.csv'` with the path to your actual data file. Set the appropriate values for `p`, `d`, and `q` in the `order` parameter of the `ARIMA` model. Also, replace `start_date` and `end_date` with the desired range for forecasting.
Remember to preprocess your data if necessary, such as removing outliers or handling missing values, before fitting the ARIMA model.
阅读全文