Lyla Yang lylayang
lylayang
/ sarima_7.py
Created
March 23, 2020 03:32
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| import statsmodels.api as sm | |
| fit1 = sm.tsa.statespace.SARIMAX(train.Spend, order=(7, 1, 2), seasonal_order=(0, 1, 2, 7)).fit(use_boxcox=True) | |
| test['SARIMA'] = fit1.predict(start="2019-07-23", end="2019-09-23", dynamic=True) | |
| plt.figure(figsize=(16, 8)) | |
| plt.plot(train['Spend'], label='Train') | |
| plt.plot(test['Spend'], label='Test') | |
| plt.plot(test['SARIMA'], label='SARIMA') | |
| plt.legend(loc='best') | |
| plt.show() |
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| from statsmodels.tsa.api import ExponentialSmoothing | |
| fit1 = ExponentialSmoothing(np.asarray(train['Spend']) ,seasonal_periods=7 ,trend='add', seasonal='add').fit(use_boxcox=True) | |
| test['Holt_Winter'] = fit1.forecast(len(test)) | |
| plt.figure(figsize=(16,8)) | |
| plt.plot( train['Spend'], label='Train') | |
| plt.plot(test['Spend'], label='Test') | |
| plt.plot(test['Holt_Winter'], label='Holt_Winter') | |
| plt.legend(loc='best') | |
| plt.show() |
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