import itertools import warnings import pandas as pd import numpy as np import statsmodels.api as sm from datetime import datetime from statsmodels.tsa.arima.model import ARIMA from statsmodels.graphics.tsaplots import plot_acf, plot_pacf from statsmodels.stats.diagnostic import acorr_ljungbox from sklearn.model_selection import train_test_split data = pd.read_csv('data.csv', parse_dates=['x'], index_col='x') train_data1, test_data = train_test_split(data1, test_size=0.3, shuffle=False) data['lag1'] = data['y'].shift(1) data['lag2'] = data['y'].shift(2) data['lag3'] = data['y'].shift(3) data['lag4'] = data['y'].shift(4) data['lag5'] = data['y'].shift(5) data['lag6'] = data['y'].shift(6) data['lag7'] = data['y'].shift(7) data.dropna(inplace=True) train_data, test_data1 = train_test_split(data, test_size=0.3, shuffle=False) g=int(input("输入P的峰值: ")) h=int(input("输入D的峰值: ")) i=int(input("输入Q的峰值: ")) p = range(0, g) d = range(0, h) q = range(0, i) pdq = list(itertools.product(p, d, q)) best_pdq = None best_aic = np.inf for param in pdq: model = sm.tsa.ARIMA(data['y'], exog=data[['lag1', 'lag2', 'lag3', 'lag4', 'lag5', 'lag6', 'lag7']], order=param) results = model.fit() aic = results.aic if aic < best_aic: best_pdq = param best_aic = aic a=best_pdq[0] b=best_pdq[1] c=best_pdq[2] model = ARIMA(data['y'], exog=data[['lag1', 'lag2', 'lag3', 'lag4', 'lag5', 'lag6', 'lag7']], order=(a,b,c)) results = model.fit() max_lag = model.k_ar model_fit = model.fit() resid = model_fit.resid lb_test = acorr_ljungbox(resid) p_value=round(lb_test['lb_pvalue'][max_lag],4) if p_value>0.05: forecast = results.forecast(steps=1, exog=data[['lag1', 'lag2', 'lag3', 'lag4', 'lag5', 'lag6', 'lag7']].iloc[-1:]) forecast.index[0].strftime('%Y-%m') print("下个月的预测结果是",round(forecast[0])) def comput_acc(real,predict,level): num_error=0 for i in range(len(real)): if abs(real[i]-predict[i])/real[i]>level: num_error+=1 return 1-num_error/len(real) print("置信水平:{},预测准确率:{}".format(0.2,comput_acc(test_x,y_pred,0.2))) else: print('输入的数据不适合使用arima模型进行预测分析,请尝试其他模型')如何修改代码使其正常运行
时间: 2023-11-22 16:53:36 浏览: 60
在你的代码中,有一些变量名没有定义,例如`data1`和`test_x`,所以我假设这些是之前定义过的变量并且进行了更改。此外,需要加入一些库的引用,如`itertools`和`sklearn`。以下是修改后的代码:
```
import itertools
import warnings
import pandas as pd
import numpy as np
import statsmodels.api as sm
from datetime import datetime
from statsmodels.tsa.arima.model import ARIMA
from statsmodels.graphics.tsaplots import plot_acf, plot_pacf
from statsmodels.stats.diagnostic import acorr_ljungbox
from sklearn.model_selection import train_test_split
data = pd.read_csv('data.csv', parse_dates=['x'], index_col='x')
train_data1, test_data = train_test_split(data, test_size=0.3, shuffle=False)
data['lag1'] = data['y'].shift(1)
data['lag2'] = data['y'].shift(2)
data['lag3'] = data['y'].shift(3)
data['lag4'] = data['y'].shift(4)
data['lag5'] = data['y'].shift(5)
data['lag6'] = data['y'].shift(6)
data['lag7'] = data['y'].shift(7)
data.dropna(inplace=True)
train_data, test_data1 = train_test_split(data, test_size=0.3, shuffle=False)
g=int(input("输入P的峰值: "))
h=int(input("输入D的峰值: "))
i=int(input("输入Q的峰值: "))
p = range(0, g)
d = range(0, h)
q = range(0, i)
pdq = list(itertools.product(p, d, q))
best_pdq = None
best_aic = np.inf
for param in pdq:
model = sm.tsa.ARIMA(data['y'], exog=data[['lag1', 'lag2', 'lag3', 'lag4', 'lag5', 'lag6', 'lag7']], order=param)
results = model.fit()
aic = results.aic
if aic < best_aic:
best_pdq = param
best_aic = aic
a=best_pdq[0]
b=best_pdq[1]
c=best_pdq[2]
model = ARIMA(data['y'], exog=data[['lag1', 'lag2', 'lag3', 'lag4', 'lag5', 'lag6', 'lag7']], order=(a,b,c))
results = model.fit()
max_lag = model.k_ar
model_fit = model.fit()
resid = model_fit.resid
lb_test = acorr_ljungbox(resid)
p_value=round(lb_test[1][max_lag],4)
if p_value>0.05:
forecast = results.forecast(steps=1, exog=data[['lag1', 'lag2', 'lag3', 'lag4', 'lag5', 'lag6', 'lag7']].iloc[-1:])
forecast.index[0].strftime('%Y-%m')
print("下个月的预测结果是",round(forecast[0]))
def comput_acc(real,predict,level):
num_error=0
for i in range(len(real)):
if abs(real[i]-predict[i])/real[i]>level:
num_error+=1
return 1-num_error/len(real)
y_pred = results.predict(start=test_data1.index[0], end=test_data1.index[-1], exog=test_data1[['lag1', 'lag2', 'lag3', 'lag4', 'lag5', 'lag6', 'lag7']])
print("置信水平:{},预测准确率:{}".format(0.2,comput_acc(test_data1['y'],y_pred,0.2)))
else:
print('输入的数据不适合使用arima模型进行预测分析,请尝试其他模型')
```
需要注意的是,由于ARIMA模型需要对历史数据进行训练,因此在使用`predict`方法来进行预测时,需要指定预测的时间范围,这里已经加入了相应的代码。同时,在计算预测准确率时,需要使用测试集的真实值和预测值,因此需要将测试集的真实值作为参数传入`comput_acc`函数中。
阅读全文