Question

我正在寻找AIC最低的型号。我无法使函数返回模型的AIC最低。下面的代码演示了我遇到的困难。

p = d = q = range(0,2)
pdq = list(itertools.product(p,d,q))
seasonal_pdq = [(x[0],x[1],x[2],12) for x in list(itertools.product(p,d,q))]
parameters = []
for param in pdq:
     for param_seasonal in seasonal_pdq:
       try:  
          model=sm.tsa.statespace.SARIMAX(y_hat,method='css',order=param,
           seasonal_order = param_seasonal,enforce_stationarity=False
            enforce_invertibility=False)  

             results = model.fit()
            print('ARIMA{}x{}12 - AIC: 
            {}'.format(param,param_seasonal,results.aic))
        except:
            continue
        aic = results.aic
        parameters.append([param,param_seasonal,aic])

result_table = pd.DataFrame(parameters)
result_table.columns = ['parameters','parameters_seasonal','aic']
result_table = result_table.sort_values(by='aic',ascending = True).reset_index(drop = True)

Answer 1

请尝试以下代码。希望他们能为您效劳！

干杯！

parameters = []
for param in pdq:
    for param_seasonal in seasonal_pdq:
        try:
            mod = sm.tsa.statespace.SARIMAX(df_final,
                                            order=param,
                                            seasonal_order=param_seasonal,
                                            enforce_stationarity=False,
                                            enforce_invertibility=False)

            results = mod.fit()

            print('ARIMA{}x{}12 - AIC:{}'.format(param, param_seasonal, results.aic))
        except:
            continue
        aic = results.aic
        parameters.append([param,param_seasonal,aic])

result_table = pd.DataFrame(parameters)
result_table.columns = ['parameters',     'parameters_seasonal','aic']
result_table = result_table.sort_values(by='aic',ascending = True).reset_index(drop = True)
minimum = result_table['aic'].min()
a = result_table.loc[result_table['aic'] == minimum]
print(' The best combination that gives the lowest AIC is:')
print(a)

在python中查找具有最低AIC的模型[return statement]

1 个答案:

干杯！