利用python中predict函数进行arima(1,2,0)的时间序列预测
时间: 2023-06-24 09:04:34 浏览: 281
首先,我们需要安装 `statsmodels` 和 `pandas` 库。可以使用以下命令安装:
```
pip install statsmodels pandas
```
然后,我们可以按照以下步骤进行arima(1,2,0)的时间序列预测:
1. 导入必要的库和数据
```python
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from statsmodels.tsa.arima_model import ARIMA
# 读取数据
data = pd.read_csv('data.csv', index_col='Date', parse_dates=True)
```
2. 对数据进行差分
```python
# 进行二阶差分
diff = data.diff().diff().dropna()
```
3. 使用 `ARIMA` 函数进行模型拟合和预测
```python
# 拟合模型
model = ARIMA(diff, order=(1,2,0))
result = model.fit()
# 预测未来10个时间点
forecast = result.predict(start=len(diff), end=len(diff)+9, dynamic=True)
```
4. 还原预测值
```python
# 将预测值进行累加并加上之前的值,还原为原始数据的值
forecast = forecast.cumsum().add(data.iloc[-1,0])
# 绘制预测结果
plt.plot(data, label='Actual')
plt.plot(forecast, label='Forecast')
plt.legend()
plt.show()
```
完整代码如下:
```python
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from statsmodels.tsa.arima_model import ARIMA
# 读取数据
data = pd.read_csv('data.csv', index_col='Date', parse_dates=True)
# 进行二阶差分
diff = data.diff().diff().dropna()
# 拟合模型
model = ARIMA(diff, order=(1,2,0))
result = model.fit()
# 预测未来10个时间点
forecast = result.predict(start=len(diff), end=len(diff)+9, dynamic=True)
# 将预测值进行累加并加上之前的值,还原为原始数据的值
forecast = forecast.cumsum().add(data.iloc[-1,0])
# 绘制预测结果
plt.plot(data, label='Actual')
plt.plot(forecast, label='Forecast')
plt.legend()
plt.show()
```
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