我有一个ts对象,其中包含一列包含2016-2019年(从2019年开始仅一周)的每周数据(频率= 52)。
#>TEST_1
#>Time Series:
#>Start = c(2016, 1)
#>End = c(2019, 1)
#>Frequency = 52
因此,我正在使用此ts对象的预测包中的函数forcast()进行预测。此函数为我的系列选择了最佳模型ETS(指数平滑)。
Forecast method: STL + ETS(M,A,N)
Model Information:
ETS(M,A,N)
Call:
ets(y = x, model = etsmodel, allow.multiplicative.trend = allow.multiplicative.trend)
Smoothing parameters:
alpha = 0.0044
beta = 0.0044
Initial states:
l = 496.0001
b = -0.7495
sigma: 0.2538
AIC AICc BIC
2328.009 2328.406 2343.290
但这给我带来了一个新问题。也就是说,我尝试使用功能checkresiduals()对该模型的残差执行残差诊断,但收到此消息。
#> Warning message:
#> In modeldf.default(object) :
#> Could not find appropriate degrees of freedom for this model.
所以有人可以帮助我如何为该模型找到合适的自由度 与checkresiduals()函数?以下是残差数据。
residuals<-structure(c(103.861587225712, 232.922530738897, -177.501044573567,
-32.3310448885088, 51.8658720663952, -127.669525632371, -21.3736988850188,
31.8283388622758, 134.388167819753, -202.279672375648, -150.211885150427,
59.7872220312138, 7.21928088178879, -31.0067512774922, 240.664063232754,
-259.693899860492, 51.2068097649542, 133.051059120384, 153.754774108432,
-245.448120335887, -41.7151580882252, 329.736089553496, -176.574681226445,
-5.49877539363433, -57.9440644242901, -141.920372666123, 59.631632197218,
30.3566233456523, -19.5674149569647, 49.8299466802158, 8.08039437858747,
-179.219757481181, 61.6262480548803, 14.2886335749734, 147.521659709062,
-203.114556948222, 232.39658682842, 17.0359701527633, 122.671792930753,
1.17404214154658, -21.3604900851155, 43.6067134825538, 56.6694972222097,
-74.206099457236, 22.2154797604099, -42.6209506582884, -69.0881062270763,
44.9935627424999, -65.4843011281191, 45.9859871219855, 38.48475732006,
217.607886572158, -81.752879329815, -62.3165846738133, 91.3280029935076,
13.8065979268541, -27.5160607993942, -2.45614326754531, 8.82428074173083,
-21.9816546447523, 58.6350169306539, 2.99591624137327, 25.4548944489055,
-7.80971451574547, -33.741824891111, 148.727324165574, -103.887619405031,
13.6976122890256, -6.22642628362576, -89.0151943344358, 151.68500527824,
113.373271376477, 165.103295852743, -295.039665234726, 213.698114407198,
-76.4034402042766, -9.34573346398901, -71.4103830503603, 122.800589573655,
-55.724016585403, 63.7939569095491, 44.9784699409192, 151.519180259845,
-58.4408170188741, -74.3037359893916, -47.7713298497972, 163.367074626196,
-249.379445021869, -112.112655284116, -43.5458433646284, -53.5666005867634,
281.491207440336, -121.212142480196, -33.9138735682901, -31.1438180301793,
-31.2555698825003, 20.3181357200996, -46.2564548372715, 19.2769399131227,
82.0903051423776, -53.9874588993755, -81.7381076026692, -109.42037514781,
-128.567530337503, 239.606771386708, -163.928615298084, 88.3650587021525,
22.3840519205474, -19.7936259061341, 133.392615761316, 14.8789465334592,
-7.35384302392632, -193.309220279654, 199.807229000058, 124.081926626315,
-52.3795507957004, 26.248230162833, -123.352126375918, -136.687848362162,
242.06397333675, -49.2896526387001, -47.0413692896267, -315.639803224046,
122.111855110991, -135.453045844048, -34.9514109509343, -51.0671430546247,
75.2304903204274, 58.5168476811577, 205.900859581612, -195.231017102347,
17.0666471041718, -55.7835085816988, -105.931678098968, -173.52733115843,
229.313605012801, 4.76417288414814, 24.9291766474627, -324.904858037879,
449.500524512662, -126.709163220759, 18.7291455153395, -76.1328146141673,
-298.217791616455, 137.973841964018, -16.2916958267025, -31.8650948708939,
99.4876416447454, -49.4760819558044, 84.1071094148195, 44.155870901787,
-133.53348599245, 117.30321085781, 35.0222913102854, 71.5981819455558,
-87.2032279610021, -272.900607282635), .Tsp = c(2016, 2019, 52
), class = "ts")
答案 0 :(得分:0)
自由度为:DF =(待测试的滞后数)-(您估计的#个参数)。
您可以使用以下方法手动设置自由度:
2019-10-16 16:34:45.368 INFO 1388 --- [ restartedMain] com.app.dash.DashApplication : Starting DashApplication on LAPTOP-UH51ORMM with PID 1388 (E:\Download-E\RawTxn\27thSept\Dash\target\classes started by user in E:\Download-E\RawTxn\27thSept\Dash)
2019-10-16 16:34:45.372 INFO 1388 --- [ restartedMain] com.app.dash.DashApplication : No active profile set, falling back to default profiles: default
2019-10-16 16:34:45.448 INFO 1388 --- [ restartedMain] ConfigServletWebServerApplicationContext : Refreshing org.springframework.boot.web.servlet.context.AnnotationConfigServletWebServerApplicationContext@37115abe: startup date [Wed Oct 16 16:34:45 SGT 2019]; root of context hierarchy
2019-10-16 16:34:46.993 INFO 1388 --- [ restartedMain] trationDelegate$BeanPostProcessorChecker : Bean 'org.springframework.transaction.annotation.ProxyTransactionManagementConfiguration' of type [org.springframework.transaction.annotation.ProxyTransactionManagementConfiguration$$EnhancerBySpringCGLIB$$60543c7c] is not eligible for getting processed by all BeanPostProcessors (for example: not eligible for auto-proxying)
2019-10-16 16:34:47.961 INFO 1388 --- [ restartedMain] o.s.b.w.embedded.tomcat.TomcatWebServer : Tomcat initialized with port(s): 8081 (http)
2019-10-16 16:34:47.999 INFO 1388 --- [ restartedMain] o.apache.catalina.core.StandardService : Starting service [Tomcat]
2019-10-16 16:34:47.999 INFO 1388 --- [ restartedMain] org.apache.catalina.core.StandardEngine : Starting Servlet Engine: Apache Tomcat/8.5.32
2019-10-16 16:34:48.012 INFO 1388 --- [ost-startStop-1] o.a.catalina.core.AprLifecycleListener : The APR based Apache Tomcat Native library which allows optimal performance in production environments was not found on the java.library.path: [C:\Program Files\Java\jre1.8.0_221\bin;C:\windows\Sun\Java\bin;C:\windows\system32;C:\windows;C:/Program Files/Java/jre1.8.0_221/bin/server;C:/Program Files/Java/jre1.8.0_221/bin;C:/Program Files/Java/jre1.8.0_221/lib/amd64;C:\Program Files\Microsoft MPI\Bin\;C:\Program Files (x86)\Business Objects\Common\3.5\bin\NOTES\;C:\Program Files (x86)\Business Objects\Common\3.5\bin\NOTES\DATA\;C:\Program Files (x86)\Common Files\Oracle\Java\javapath;C:\windows\system32;C:\windows;C:\windows\System32\Wbem;C:\windows\System32\WindowsPowerShell\v1.0\;C:\windows\System32\OpenSSH\;%JAVA_HOME%\bin;%JUNIT_HOME%\junit-4.10.jar;C:\Program Files (x86)\Microsoft SQL Server\90\Tools\binn\;C:\Program Files (x86)\Microsoft SQL Server\150\DTS\Binn\;C:\Program Files\Microsoft SQL Server\Client SDK\ODBC\130\Tools\Binn\;C:\Program Files (x86)\Microsoft SQL Server\140\Tools\Binn\;C:\Program Files\Microsoft SQL Server\140\Tools\Binn\;C:\Program Files\Microsoft SQL Server\140\DTS\Binn\;C:\Program Files (x86)\Microsoft SQL Server\140\DTS\Binn\;C:\Users\user\AppData\Local\Programs\Python\Python37-32\Scripts\;C:\Users\user\AppData\Local\Programs\Python\Python37-32\;C:\Program Files\MySQL\MySQL Shell 8.0\bin\;C:\Users\user\AppData\Local\atom\bin;C:\windows\System32;;.]
2019-10-16 16:34:48.188 INFO 1388 --- [ost-startStop-1] o.a.c.c.C.[Tomcat].[localhost].[/] : Initializing Spring embedded WebApplicationContext
2019-10-16 16:34:48.188 INFO 1388 --- [ost-startStop-1] o.s.web.context.ContextLoader : Root WebApplicationContext: initialization completed in 2744 ms
2019-10-16 16:34:48.341 INFO 1388 --- [ost-startStop-1] o.s.b.w.servlet.FilterRegistrationBean : Mapping filter: 'characterEncodingFilter' to: [/*]
2019-10-16 16:34:48.342 INFO 1388 --- [ost-startStop-1] o.s.b.w.servlet.FilterRegistrationBean : Mapping filter: 'hiddenHttpMethodFilter' to: [/*]
2019-10-16 16:34:48.342 INFO 1388 --- [ost-startStop-1] o.s.b.w.servlet.FilterRegistrationBean : Mapping filter: 'httpPutFormContentFilter' to: [/*]
2019-10-16 16:34:48.343 INFO 1388 --- [ost-startStop-1] o.s.b.w.servlet.FilterRegistrationBean : Mapping filter: 'requestContextFilter' to: [/*]
2019-10-16 16:34:48.343 INFO 1388 --- [ost-startStop-1] .s.DelegatingFilterProxyRegistrationBean : Mapping filter: 'springSecurityFilterChain' to: [/*]
2019-10-16 16:34:48.344 INFO 1388 --- [ost-startStop-1] o.s.b.w.servlet.ServletRegistrationBean : Servlet dispatcherServlet mapped to [/]
2019-10-16 16:34:48.791 INFO 1388 --- [ restartedMain] com.zaxxer.hikari.HikariDataSource : HikariPool-1 - Starting...
2019-10-16 16:34:49.321 INFO 1388 --- [ restartedMain] com.zaxxer.hikari.HikariDataSource : HikariPool-1 - Start completed.
2019-10-16 16:34:49.438 INFO 1388 --- [ restartedMain] j.LocalContainerEntityManagerFactoryBean : Building JPA container EntityManagerFactory for persistence unit 'default'
2019-10-16 16:34:49.495 INFO 1388 --- [ restartedMain] o.hibernate.jpa.internal.util.LogHelper : HHH000204: Processing PersistenceUnitInfo [
name: default
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2019-10-16 16:34:49.698 INFO 1388 --- [ restartedMain] org.hibernate.Version : HHH000412: Hibernate Core {5.2.17.Final}
2019-10-16 16:34:49.702 INFO 1388 --- [ restartedMain] org.hibernate.cfg.Environment : HHH000206: hibernate.properties not found
2019-10-16 16:34:49.823 INFO 1388 --- [ restartedMain] o.hibernate.annotations.common.Version : HCANN000001: Hibernate Commons Annotations {5.0.1.Final}
2019-10-16 16:34:50.101 INFO 1388 --- [ restartedMain] org.hibernate.dialect.Dialect : HHH000400: Using dialect: org.hibernate.dialect.MySQL5InnoDBDialect
2019-10-16 16:34:51.408 INFO 1388 --- [ restartedMain] j.LocalContainerEntityManagerFactoryBean : Initialized JPA EntityManagerFactory for persistence unit 'default'
2019-10-16 16:34:51.682 WARN 1388 --- [ restartedMain] ConfigServletWebServerApplicationContext : Exception encountered during context initialization - cancelling refresh attempt: org.springframework.beans.factory.UnsatisfiedDependencyException: Error creating bean with name 'securityConfiguration': Unsatisfied dependency expressed through field 'userService'; nested exception is org.springframework.beans.factory.NoSuchBeanDefinitionException: No qualifying bean of type 'com.app.dash.service.UsersService' available: expected at least 1 bean which qualifies as autowire candidate. Dependency annotations: {@org.springframework.beans.factory.annotation.Autowired(required=true)}
2019-10-16 16:34:51.683 INFO 1388 --- [ restartedMain] j.LocalContainerEntityManagerFactoryBean : Closing JPA EntityManagerFactory for persistence unit 'default'
2019-10-16 16:34:51.685 INFO 1388 --- [ restartedMain] com.zaxxer.hikari.HikariDataSource : HikariPool-1 - Shutdown initiated...
2019-10-16 16:34:51.699 INFO 1388 --- [ restartedMain] com.zaxxer.hikari.HikariDataSource : HikariPool-1 - Shutdown completed.
2019-10-16 16:34:51.705 INFO 1388 --- [ restartedMain] o.apache.catalina.core.StandardService : Stopping service [Tomcat]
希望它能起作用。 古斯