prophet里的changepoint_range怎么用optuna调最有参数
时间: 2024-06-12 22:05:27 浏览: 11
Prophet模型的changepoint_range参数用于控制拐点数量的范围,是一个浮点数,表示在时间序列中自动检测的拐点数量的范围。可以使用Optuna来调整该参数的最佳值。
以下是使用Optuna调整Prophet模型的changepoint_range参数的步骤:
1. 安装Optuna和Prophet:
```bash
pip install optuna fbprophet
```
2. 导入必要的库和数据集:
```python
import pandas as pd
import optuna
from fbprophet import Prophet
df = pd.read_csv('data.csv')
```
3. 定义目标函数:
```python
def objective(trial):
changepoint_range = trial.suggest_uniform('changepoint_range', 0.01, 1.0)
model = Prophet(changepoint_range=changepoint_range)
model.fit(df)
future = model.make_future_dataframe(periods=365)
forecast = model.predict(future)
error = forecast.yhat.values - df.y.values
return error.mean()
```
4. 运行Optuna搜索:
```python
study = optuna.create_study(direction='minimize')
study.optimize(objective, n_trials=100)
```
5. 得到最佳参数值:
```python
print(study.best_params)
```
参考资料:
1. [Prophet documentation](https://facebook.github.io/prophet/docs/)
2. [Optuna documentation](https://optuna.readthedocs.io/en/stable/)