问题描述
我有每月数据,并使用一些额外的回归变量将y转换为log(y)以使用Uncaught TypeError: Cannot read property '_handle' of undefined
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从201601到202008年我有60个数据点。
这是我的模式:
prophet model.
我只用60分就对相同的数据进行训练和测试。
现在要提一个重要的问题,我想在holidays = pd.DataFrame({
"holiday":"New_Year","ds": pd.to_datetime(["2015-11-30","2016-11-30","2017-11-30","2018-11-30","2019-11-30","2020-11-30"]),"lower_window":-15,"upper_window":90
})
m = Prophet(interval_width=0.95,holidays=holidays)
for c in cols:
m.add_regressor(c)
m.fit(data)
train_forecast = m.predict(data)
当前方法:我采用yhat的均值和标准差,然后在这60个数据点上绘制1std,2std和3std线。无论超出第三标准,我都将其标记为预警。这是正确的方法吗?
问题1 :由于我采用了interval_width = 0.95,所以我对未来数据的预测是否始终落在3个标准差的预测值之内?在那种情况下,我将永远不会异常。
我也在许多博客中看到了这种方法:
202009 to 202012
但是对于看不见的数据(未来6个月),我不会使用y_original > forecasted['yhat_upper'] = 1
y_original< forecasted['yhat_lower']= -1
吗?因此,该方法不适用于预测值。
问题2::如何使用现有的Prophet模型为未来的预测值标记异常?
解决方法
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