如何在pmdarima的auto_arima中指定季节性参数?

时间:2019-10-18 20:57:29

标签: python time-series regression prediction

我知道我想传递pmdarima.arima.auto_arima(P,D,Q,m)的季节性参数,但是我想搜索有价参数(p,d,q)。当我将sarimax参数设置为stats.models sarimax函数

import pmdarima as pm

train = read.csv("train_data.csv")
pm.auto_arima(train.target, 
              start_p=0, 
              start_q=0,
              max_p=3, max_q=3, # maximum p and q
              d = 1,
              seasonal=True,   
              sarimax_kwargs = {'seasonal_order': [1, 0, 1, 12]})

我得到了错误:

TypeError: _fit_arima() got multiple values for keyword argument 'seasonal_order'

p,{{上搜索时,如何指定SARIMAX(p,d,q)x(P,D,Q,m)模型的(P,D,Q,m) 1}}和d参数?

0 个答案:

没有答案