我可以使用 ARIMA 对已终止的数据进行预测吗?

数据挖掘 Python 机器学习模型 预测
2022-02-20 00:39:49

我有每月的销售数据,但几个月的信息不在 CSV 文件或数据文件中。我可以用现有记录中的其他计算值来预测或填充那个缺失的月份吗?

在此处输入图像描述

我正在使用的部分代码:

AIC = []
SARIMAX_model = []
for param in pdq:
    for param_seasonal in seasonal_pdq:
        try:
            mod = sm.tsa.statespace.SARIMAX(train_data,
                                            order=param,
                                            seasonal_order=param_seasonal,
                                            enforce_stationarity=False,
                                            enforce_invertibility=False)

            results = mod.fit()

            print('SARIMAX{}x{} - AIC:{}'.format(param, param_seasonal, results.aic), end='\r')
            AIC.append(results.aic)
            SARIMAX_model.append([param, param_seasonal])
        except:
            continue
print('The smallest AIC is {} for model SARIMAX{}x{}'.format(min(AIC), SARIMAX_model[AIC.index(min(AIC))][0],SARIMAX_model[AIC.index(min(AIC))][1]))

# Let's fit this model
mod = sm.tsa.statespace.SARIMAX(train_data,
                                order=SARIMAX_model[AIC.index(min(AIC))][0],
                                seasonal_order=SARIMAX_model[AIC.index(min(AIC))][1],
                                enforce_stationarity=False,
                                enforce_invertibility=False)
1个回答

我遇到了类似的问题,这对我有用:

#First I resampled the data to have all the months
train_data = df['sum of received quantity'].resample('MS').mean()
#Then I filled the Nan values
train_data = train_data.fillna(train_data.bfill())