Question

我在我的mac上开发了下面的代码并且运行正常。我在一个带有anaconda和下面的python版本的jupyter笔记本中运行代码。一切运行正常，并在我的mac上正确保存pickle文件。当我尝试与我的朋友分享相同的代码时，他在他的Windows机器上使用下面的版本信息运行它。他得到以下错误。除了保存pickle文件的步骤之外，代码中的所有内容都运行正常。他也在一个jupyter笔记本中运行它。所有的ARIMA代码运行正常，它只是将模型保存到抛出错误的pickle文件中。有谁知道问题可能是什么，你能建议一个解决方案吗？任何提示都非常感激。

Mac info:
statsmodel: 0.9.0
python: 3.6.5
macOS Sierra version 10.12.6    



Windows info Version:

    statswisemodel: 0.9.0
    python : 3.6.3
    Win10 machine
    RAM: 16GB

Code:

import numpy as np
import pandas as pd
from time import time
import scipy.stats as stats

from IPython.display import display # Allows the use of display() for DataFrames

# Pretty display for notebooks
%matplotlib inline

import glob
import matplotlib.pyplot as plt


Code:

stepwise_model 

Output:

ARIMA(callback=None, disp=0, maxiter=50, method=None, order=(1, 1, 3),
   out_of_sample_size=0, scoring='mse', scoring_args={},
   seasonal_order=(2, 1, 2, 12), solver='lbfgs', start_params=None,
   suppress_warnings=True, transparams=True, trend='c')

# saving stepwise_model to pickle file

import pickle
your_data = stepwise_model

# stepwise_model data (serialize)
with open('stepwise_model.pickle', 'wb') as handle:
    pickle.dump(your_data, handle, protocol=pickle.HIGHEST_PROTOCOL)


TypeError                                 Traceback (most recent call last)
<ipython-input-21-cee2e10d7185> in <module>()
      6 # stepwise_model data (serialize)
      7 with open('stepwise_model.pickle', 'wb') as handle:
----> 8     pickle.dump(your_data, handle, protocol=pickle.HIGHEST_PROTOCOL)

~\Anaconda3\lib\site-packages\pyramid\arima\arima.py in __getstate__(self)
    476             # https://github.com/statsmodels/statsmodels/issues/3290
    477             self.arima_res_.summary()
--> 478             self.arima_res_.save(fname=new_loc)  # , remove_data=False)
    479 
    480             # point to the location of the saved MLE model

~\Anaconda3\lib\site-packages\statsmodels\base\wrapper.py in save(self, fname, remove_data)
     70             self.remove_data()
     71 
---> 72         save_pickle(self, fname)
     73 
     74     @classmethod

~\Anaconda3\lib\site-packages\statsmodels\iolib\smpickle.py in save_pickle(obj, fname)
     13     """
     14     with get_file_obj(fname, 'wb') as fout:
---> 15         cPickle.dump(obj, fout, protocol=-1)
     16 
     17 

TypeError: can't pickle statsmodels.tsa.statespace._statespace.dStatespace objects

Answer 1

def __getnewargs__(self):
    return ((self.endog),(self.k_lags, self.k_diff, self.k_ma))
ARIMA.__getnewargs__ = __getnewargs__

Answer 2

使用statsmodels 0.9.0版解决此问题

在windows上保存pickle文件的statsmodel错误

2 个答案: