在指数平滑中,model.fitted值与model.level,model.slope和model.season之和不匹配

时间:2019-05-05 07:35:29

标签: python-2.7 time-series statsmodels forecasting

在具有趋势和季节性的指数平滑中,

    from statsmodels.tsa.holtwinters import ExponentialSmoothing
    model = ExponentialSmoothing(ts, trend = 'add', seasonal = 'add', seasonal_periods = seasonal_periods).fit(use_boxcox = False )

model.fittedvalues [1]应该等于model.level [0] + model.slope [0] + model.season [0]

我尝试调试代码,并获得以下时间序列数据结果

[中间结果]

l           b           s           fittedvalues
7.825891    0.092598    4.184139    12.1026285
6.830679    0.092598    25.566966   32.49024301
44.539827   0.092598    75.694492   120.3269171
33.817185   0.092598    49.497633   83.40741656
36.030335   0.092598    299.227998  335.3509305

[最终结果]

level       slope       season      fittedvalues
6.830679    0.092598    4.184139    12.1026285
44.539827   0.092598    25.566966   32.49024301
33.817185   0.092598    75.694492   120.3269171
36.030335   0.092598    49.497633   83.40741656
21.170956   0.092598    299.227998  335.3509305

为什么更改跟随值后拟合值不改变

level = l[1:nobs + 1].copy()
slope = b[1:nobs + 1].copy()
season = s[m:nobs + m].copy()

如果我错了,请纠正我,

0 个答案:

没有答案