forecast_time_obj_week = forecast_time_obj.weekday() # 判断预测的值是否周末 if forecast_time_obj_week == 6: # 判断是否是周日，0代表周一，6代表周日 pre_true_24hour = dataset_history[(week_list[-1] - 95): (week_list[-1] + 1)] else: pre_true_24hour = pre_true 代码优化

可以将判断周末的部分代码进行简化，如下所示：

if forecast_time_obj.weekday() == 6:  # 判断是否是周日，0代表周一，6代表周日
    pre_true_24hour = dataset_history[(week_list[-1] - 95): (week_list[-1] + 1)]
else:
    pre_true_24hour = pre_true

这样可以省去中间变量`forecast_time_obj_week`的定义，使代码更加简洁。另外，如果`week_list`是一个变量，可以对其进行判断是否为空，以避免出现`IndexError`的情况。

相关问题

forecast_time = forecast_time + ' 0:00:00'#不要动空格 forecast_time_obj = datetime.datetime.strptime(forecast_time, "%Y-%m-%d %H:%M:%S") 代码优化

可以使用以下代码将两行合并并进行优化：

forecast_time_obj = datetime.datetime.strptime(forecast_time.strip() + ' 0:00:00', "%Y-%m-%d %H:%M:%S")

这样可以避免使用`+`操作符连接字符串和空格，同时使用`strip`函数去除字符串首尾空格。

import pandas as pd import numpy as np import matplotlib.pyplot as plt import statsmodels.api as sm from arch import arch_model # 读取数据 data = pd.read_csv('三个-负标准化-二分.csv', index_col=0, parse_dates=True) data = data[['F4']] data = data.dropna() # 拆分训练集和测试集 train_data = data[:'2022-06-15'] test_data = data['2022-06-16':] # ARIMA模型 arima_model = sm.tsa.ARIMA(train_data, order=(10, 1, 0)).fit() # GARCH模型 garch_model = arch_model(arima_model.resid, vol='GARCH', p=1, q=1).fit() # 预测 forecast_mean = arima_model.forecast(steps=len(test_data))[0] forecast_vol = garch_model.forecast(horizon=len(test_data)) # 计算置信区间 forecast_upper = forecast_mean + 1.96 * forecast_vol.mean forecast_lower = forecast_mean - 1.96 * forecast_vol.mean # 绘制预测结果 plt.plot(test_data.index, test_data.values, label='Actual') plt.plot(test_data.index, forecast_mean, label='Forecast') plt.fill_between(test_data.index, forecast_upper, forecast_lower, color='gray', alpha=0.2) plt.legend() plt.show() # 数据检验 resid = arima_model.resid / garch_model.conditional_volatility sm.stats.acorr_ljungbox(resid, lags=[10])这段代码的问题

这段代码的主要问题是在导入模块时没有使用正确的语法，应该在每行语句之间添加换行符。另外，最后一行代码没有输出检验结果。正确的代码应该是这样的：

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import statsmodels.api as sm
from arch import arch_model

# 读取数据
data = pd.read_csv('三个-负标准化-二分.csv', index_col=0, parse_dates=True)
data = data[['F4']]
data = data.dropna()

# 拆分训练集和测试集
train_data = data[:'2022-06-15']
test_data = data['2022-06-16':]

# ARIMA模型
arima_model = sm.tsa.ARIMA(train_data, order=(10, 1, 0)).fit()

# GARCH模型
garch_model = arch_model(arima_model.resid, vol='GARCH', p=1, q=1).fit()

# 预测
forecast_mean = arima_model.forecast(steps=len(test_data))[0]
forecast_vol = garch_model.forecast(horizon=len(test_data))

# 计算置信区间
forecast_upper = forecast_mean + 1.96 * forecast_vol.mean
forecast_lower = forecast_mean - 1.96 * forecast_vol.mean

# 绘制预测结果
plt.plot(test_data.index, test_data.values, label='Actual')
plt.plot(test_data.index, forecast_mean, label='Forecast')
plt.fill_between(test_data.index, forecast_upper, forecast_lower, color='gray', alpha=0.2)
plt.legend()
plt.show()

# 数据检验
resid = arima_model.resid / garch_model.conditional_volatility
lb_test = sm.stats.acorr_ljungbox(resid, lags=[10])
print(lb_test)

这样修改后，代码就可以正常执行了。