我是pmdarima的新手,我试图使用pmdarima来找到最适合的模型。我已经将最大p,d,q值设置为9(或其他更高的数字(。然而,我认为它只将数字增加到5。有什么原因吗?或者我必须更改模型中的参数。欣赏
代码:
from pmdarima import auto_arima
auto_arima(training_data,start_p=0, max_p=9, start_d=0, max_d=9, start_q=0, max_q=9, seasonal=True, trace = True, stepwise=False).summary()
结果:
ARIMA(2,1,1)(0,0,0)[1] intercept : AIC=15730.844, Time=0.47 sec
ARIMA(2,1,2)(0,0,0)[1] intercept : AIC=15732.920, Time=0.42 sec
ARIMA(2,1,3)(0,0,0)[1] intercept : AIC=15727.096, Time=1.40 sec
ARIMA(3,1,0)(0,0,0)[1] intercept : AIC=15728.615, Time=0.16 sec
ARIMA(3,1,1)(0,0,0)[1] intercept : AIC=15730.312, Time=0.34 sec
ARIMA(3,1,2)(0,0,0)[1] intercept : AIC=15727.051, Time=1.02 sec
ARIMA(4,1,0)(0,0,0)[1] intercept : AIC=15729.898, Time=0.18 sec
ARIMA(4,1,1)(0,0,0)[1] intercept : AIC=15731.086, Time=0.55 sec
ARIMA(5,1,0)(0,0,0)[1] intercept : AIC=15730.233, Time=0.19 sec
Total fit time: 8.190 seconds
其中一个默认参数(我认为是max_order(控制订单的总和。尝试设置max_order=10或其他值。