ARIMA的预测距离很远

时间:2018-11-23 06:52:18

标签: r time-series arima

我正在使用ARIMA(auto.arima)进行52周的预测。时间序列模型很好地拟合了数据(请参见下图,红线是拟合值)。输入数据呈下降趋势。

enter image description here

但是,预测(突出显示的区域)似乎只是在实际值结束后才开始起飞。

enter image description here

如何调整预测?

输入内容

> dput(baseTs)
structure(c(5.41951956469523, 5.49312499014084, 5.56299025716832, 
5.64442852110163, 5.71385023974044, 5.77578632033402, 5.82985917237953, 
5.86346591034374, 5.89626165157029, 5.92013286862512, 5.94200331713403, 
5.93996840759539, 5.93917517855891, 5.90355191030718, 5.87180377346416, 
5.83190030607801, 5.79624428055153, 5.75377043604686, 5.71445345904649, 
5.70025269940165, 5.69789272204017, 5.73728731204876, 5.77015169357394, 
5.78936321107329, 5.80113284575595, 5.79449448552444, 5.78193215198878, 
5.74003482344406, 5.71694163930612, 5.66689345413153, 5.614357635737, 
5.58578389962286, 5.55824727570498, 5.58495146060423, 5.61344117957187, 
5.63637441850401, 5.65948408172102, 5.65558124383951, 5.64909390802285, 
5.6664546352889, 5.68205689033408, 5.69991437586231, 5.72273650369514, 
5.72006065065194, 5.71556512542993, 5.6717608006789, 5.64610326418084, 
5.57193975508467, 5.49406607804055, 5.40126523530993, 5.31513540386482, 
5.238437956722, 5.15362077920702, 5.11960611878249, 5.08498887979172, 
5.08408134201562, 5.07361213981111, 5.04830559379816, 5.01401413448689, 
5.0418662607737, 5.06947584464062, 5.08771495309317, 5.10587165060358, 
5.1438369937098, 5.1815251206981, 5.2318657906363, 5.29385492077065, 
5.29652029253008, 5.29998067741868, 5.28242409629194, 5.2722770646788, 
5.24927444462166, 5.22226735874711, 5.16555064465208, 5.10956459841778, 
5.09439240612378, 5.07617974794969, 5.04418337811006, 5.0075619037348, 
4.99108423417745, 4.9874504485194, 4.99135285004736, 4.99217791657733, 
4.94874445528885, 4.90320874819525, 4.84508278068469, 4.79086127023963, 
4.75236840849279, 4.71431573721527, 4.71936529020481, 4.72422850167074, 
4.72203091743033, 4.71732868614755, 4.71175323610448, 4.70566162766782, 
4.71165837247331, 4.71767529028615, 4.75129316683193, 4.7863855803437, 
4.85248191548789, 4.91865394024373, 4.9590849617955, 4.99960686851895, 
5.02020678181827, 5.04201201976595, 5.02025906892952, 4.99735920720967, 
4.92520279823639, 4.84822505567723, 4.81118504683572, 4.77330440072099, 
4.72636395544651, 4.6861111959621, 4.64912520396312, 4.61348981514599, 
4.58517820348434, 4.56378688913207, 4.549011597464, 4.52900600122321, 
4.56028365470815, 4.60248987909752, 4.65628990381626, 4.70496326660038, 
4.73779351647955, 4.76616725791407, 4.79569018347378, 4.83185281078024, 
4.85177852259102, 4.87488251014986, 4.89468916229158, 4.9077984323135, 
4.92375782591088, 4.96363767543938, 5.05416277704822, 5.1426680212522, 
5.232495043331, 5.32153608753653, 5.41780853915163, 5.51131526881126, 
5.62791210324026), .Tsp = c(2015.05769230769, 2017.73076923077, 
52), class = "ts")

使用的代码

fc <- try(auto.arima(baseTs,ic='aic',approximation = F))
baseFc <- forecast(fc,h = weeks_forecasted)
  baseVolume_forecast_new <- baseFc$mean

预测爆炸的原因可能是什么?

0 个答案:

没有答案