我正在使用 ARIMA 在 Python 中進行預測,以下是我的代碼:import numpy as np import pandas as pd import matplotlib.pyplot as plt from statsmodels.tsa.seasonal import seasonal_decomposefrom sklearn import datasets, linear_modelfrom sklearn.model_selection import train_test_splitHSBC = pd.read_csv('HSBC.csv', index_col = 'Date', parse_dates = True)HSBC2 = HSBC['Close']result = seasonal_decompose(HSBC2, model='multiplicative', period = 1)from pmdarima import auto_arimaimport warningswarnings.filterwarnings("ignore")stepwise_fit = auto_arima(HSBC2, start_p = 1, start_q = 1, max_p = 3, max_q = 3, m = 12, start_P = 0, seasonal = True, d = None, D = 1, trace = True, error_action ='ignore', suppress_warnings = True, stepwise = True) train = HSBC2[0:173]test = HSBC2[173:248]model = SARIMAX(train, order = (0, 1, 1), seasonal_order =(0,1,1,12)) result = model.fit()start = len(train)end = len(train) + len(test) - 1prediction = result.predict(start,end, typ = 'levels').rename("Predictions") predictions.plot(legend = True) test.plot(legend = True)我很困惑為什么預測圖的 x 軸變成數字,它應該是像測試圖一樣的日期。
1 回答

幕布斯7119047
TA貢獻1794條經驗 獲得超8個贊
如果我沒有錯,這是由于您沒有指定索引的頻率。嘗試這個:
HSBC.index = pd.date_range(freq='d', start=HSBC.index[0], periods=len(HSBC)
請注意,如果您的索引是每日間隔的,您應該頻率='d'
編輯:
所以,答案就是改變 predict 方法的參數 start 和 end 參數,例如:
start = test['Date'].iloc[0]
end = test['Date'].iloc[-1]
prediction = result.predict(start,end,
typ = 'levels').rename("Predictions")
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