如何从 pmdarima 模块中的 pipe.fit() 获取 AIC 值
How to get AIC value from the pipe.fit() in pmdarima module
我需要获得最好的估算器,例如 AIC、BIC
import pmdarima as pm
pipe = Pipeline([
("fourier", FourierFeaturizer(m=12, k=4)),
("arima", pm.AutoARIMA(start_p=1, d=None, start_q=1, max_p=4,
max_d=3, max_q=4, start_P=1, D=None, start_Q=1, max_P=2,
max_D=1, max_Q=2, max_order=10, m=12, seasonal=False,
stationary=False, information_criterion='aic', alpha=0.05,
))])
pipe.fit(y_train,X_train)
pipe.summary()
总结:输出
如何获取估算值?谢谢
试试这个:
pipe.steps[-1][1].model_.aic()
我需要获得最好的估算器,例如 AIC、BIC
import pmdarima as pm
pipe = Pipeline([
("fourier", FourierFeaturizer(m=12, k=4)),
("arima", pm.AutoARIMA(start_p=1, d=None, start_q=1, max_p=4,
max_d=3, max_q=4, start_P=1, D=None, start_Q=1, max_P=2,
max_D=1, max_Q=2, max_order=10, m=12, seasonal=False,
stationary=False, information_criterion='aic', alpha=0.05,
))])
pipe.fit(y_train,X_train)
pipe.summary()
总结:输出
如何获取估算值?谢谢
试试这个:
pipe.steps[-1][1].model_.aic()