如何从 pmdarima 模块中的 pipe.fit() 获取 AIC 值

Question

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

Answer 1

试试这个：

pipe.steps[-1][1].model_.aic()

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

python-3.x

scikit-learn

pipeline

pyramid-arima

pmdarima