Arima hauv R yog dab tsi?
Arima hauv R yog dab tsi?

Video: Arima hauv R yog dab tsi?

Video: Arima hauv R yog dab tsi?
Video: yog hmoov dab tsi tub huas xyooj 2024, Kaum ib hlis
Anonim

ARIMA (autoregressive integrated txav nruab nrab) yog ib qho txheej txheem uas feem ntau siv los ua kom haum rau lub sij hawm series cov ntaub ntawv thiab kev kwv yees. Cov kauj ruam ntawm kev tsim ib qho ARIMA qauv yuav piav qhia. Thaum kawg, ib tug demostration siv R yuav nthuav tawm.

Ib yam li ntawd, koj tuaj yeem nug, koj siv Arima hauv R li cas?

arima () ua haujlwm hauv R siv cov kev ntsuam xyuas hauv paus, kev txo qis ntawm AIC thiab MLE kom tau txais ib qho ARIMA qauv. KPSS xeem yog siv los txiav txim tus naj npawb ntawm qhov sib txawv (d) Hauv Hyndman-Khandakar algorithm rau tsis siv neeg ARIMA kev ua qauv. Cov p, d, thiab q raug xaiv los ntawm kev txo qis AICc.

Tsis tas li ntawd, koj ua li cas Arima qauv hauv R? Tsis tas li ntawd nco ntsoov tias ARIMA tsuas yog kwv yees cov qauv keeb kwm yav dhau los thiab yog li tsis yog lub hom phiaj los piav qhia cov qauv ntawm cov ntaub ntawv hauv qab no.

  1. Kauj Ruam 1: Load R Pob.
  2. Kauj ruam 2: Tshawb xyuas koj cov ntaub ntawv.
  3. Kauj ruam 3: Decompose koj cov ntaub ntawv.
  4. Kauj Ruam 4: Kev ruaj ntseg.
  5. Kauj ruam 5: Autocorrelations thiab xaiv tus qauv txiav txim.

Ib tug kuj tseem nug, nws pib Arima ua dab tsi hauv R?

Nws pib ARIMA coj mus rau hauv tus account AIC thiab BIC qhov tseem ceeb tsim (raws li koj tuaj yeem pom hauv cov cai) los txiav txim siab qhov sib xyaw ua ke zoo tshaj plaws. AIC (Akaike Information Criterion) thiab BIC (Bayesian Information Criterion) qhov tseem ceeb yog cov kwv yees los piv cov qauv.

Arima sawv rau dab tsi?

Autoregressive Integrated Moving nruab nrab

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