Question

我正在跟踪此链接，以在我的数据上创建auto_arima模型。 https://medium.com/@josemarcialportilla/using-python-and-auto-arima-to-forecast-seasonal-time-series-90877adff03c

Gitub代码的位置为：https://github.com/Pierian-Data/AutoArima-Time-Series-Blog/blob/master/Forecasting%20a%20Time%20Series%20in%20Python.ipynb

但是，在拟合操作stepwise_model.fit（train）期间，我遇到以下错误。谁能帮忙，我找不到和更改auto_arima构造函数中的forcen_stationarity参数

ValueError：在enforce_stationarity设置为True的情况下发现了非平稳的起始自回归参数。

以下完全错误：

stepwise_model.fit(train_amt)#, freq=1)#, enforce_invertibility=False)
Traceback (most recent call last):

  File "<ipython-input-217-1bb05453004a>", line 1, in <module>
    stepwise_model.fit(train_amt)#, freq=1)#, enforce_invertibility=False)

  File "C:\Softwares\ProgramFiles\Continuum\Anaconda3\lib\site-packages\pyramid\arima\arima.py", line 343, in fit
    fit, self.arima_res_ = _fit_wrapper()

  File "C:\Softwares\ProgramFiles\Continuum\Anaconda3\lib\site-packages\pyramid\arima\arima.py", line 337, in _fit_wrapper
    **fit_args)

  File "C:\Softwares\ProgramFiles\Continuum\Anaconda3\lib\site-packages\statsmodels\tsa\statespace\mlemodel.py", line 432, in fit
    start_params = self.start_params

  File "C:\Softwares\ProgramFiles\Continuum\Anaconda3\lib\site-packages\statsmodels\tsa\statespace\sarimax.py", line 999, in start_params
    raise ValueError('Non-stationary starting autoregressive'

ValueError: Non-stationary starting autoregressive parameters found with `enforce_stationarity` set to True.

适合期间Auto_Arima强制执行_平稳错误

0 个答案: