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Sheyiyuan 2025-03-24 15:48:00 +08:00
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### 3. SARIMA时间序列预测模型
#### 建模思路
1. **数据特性分析**
- 通过ADF检验验证序列平稳性p值=0.03通过5%显著性水平)
- 季节分解显示存在周周期性s=7和长期趋势
- ACF/PACF分析确定初始参数范围
2. **参数选择**
采用网格搜索确定最优参数组合:
```python
final_order = (1, 1, 1) # 非季节性参数
seasonal_order = (1, 1, 1, 7) # 周周期季节性

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{ {
"metadata": { "metadata": {
"ExecuteTime": { "ExecuteTime": {
"end_time": "2025-03-24T07:17:24.611373Z", "end_time": "2025-03-24T07:23:26.872703Z",
"start_time": "2025-03-24T07:17:22.170632Z" "start_time": "2025-03-24T07:23:24.709736Z"
} }
}, },
"cell_type": "code", "cell_type": "code",
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"ax.set_xlabel('日期', fontsize=12)\n", "ax.set_xlabel('日期', fontsize=12)\n",
"ax.set_ylabel('AQI数值', fontsize=12)\n", "ax.set_ylabel('AQI数值', fontsize=12)\n",
"plt.legend()\n", "plt.legend()\n",
"plt.savefig('./images/AQI.png', dpi=200, bbox_inches='tight')\n",
"plt.show()\n", "plt.show()\n",
"\n", "\n",
"# 计算拟合度指标\n", "# 计算拟合度指标\n",
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], ],
"id": "24996a0c06820cdc", "id": "24996a0c06820cdc",
"outputs": [ "outputs": [
{
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"output_type": "stream",
"text": [
"<class 'pandas.core.indexes.datetimes.DatetimeIndex'>\n"
]
},
{ {
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] ]
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"execution_count": 12 "execution_count": 13
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## 题目3 ## 题目3
### SARIMA模型解读
### XGBOOST模型解读 ### XGBOOST模型解读
1. 该模型使用历史AQI数据并进行周期性编码和滞后特征构建3小时粒度的滞后特征最多7天作为特征工程。 1. 该模型使用历史AQI数据并进行周期性编码和滞后特征构建3小时粒度的滞后特征最多7天作为特征工程。
2. 每次预测均采用该时间点以前的真实数据,即每次预测均为单步预测。 2. 每次预测均采用该时间点以前的真实数据,即每次预测均为单步预测。