python错误:应用时内存错误ARIMA.fit公司对于MA,高阶q=367

2024-03-29 10:07:24 发布

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各位stackoverflow论坛专家您好 我使用的是pyCharm2018.1.1软件

我尝试用python语言建立ARIMA模型,我的模型已经被参数识别出来了 (p=0,d=0,q=367),代码如下:

enter code here def arima_Model_Static_PlotErrorAC_PAC(series): 
train, expctd =series , series 
arima_orders = (0, 0, 367)
model = ARIMA(series, order=arima_orders)
results_MA = model.fit(disp=-1, start_params=[.1 for i in range(1 + arima_orders[2])])
yhatList=results_MA.fittedvalues 
residuals = [expctd[i] - yhatList[i] for i in range(len(expctd))] 
mse = mean_squared_error(expctd, yhatList)
rmse = sqrt(mse)
print(results_MA.summary())
print(rmse)

此模型称为:

^{pr2}$

此高q阶加载错误,即:

Blockquote C:\109_personel\112_pyCharmArima\venv\Scripts\python.exe C:/109_personel/112_pyCharmArima/Presentation_Vers2_ModelOneFunct_3_5.py Traceback (most recent call last):
File "C:/109_personel/112_pyCharmArima/Presentation_Vers2_ModelOneFunct_3_5.py", line 243, in arima_Model_Static_PlotErrorAC_PAC results_MA = model.fit(disp=-1, start_params=[.1 for i in range(1 + arima_orders[2])], solver='bfgs') File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\arima_model.py", line 959, in fit callback=callback, **kwargs) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\base\model.py", line 466, in fit full_output=full_output) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\base\optimizer.py", line 191, in _fit hess=hessian) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\base\optimizer.py", line 327, in _fit_bfgs disp=disp, retall=retall, callback=callback) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\scipy\optimize\optimize.py", line 916, in fmin_bfgs res = _minimize_bfgs(f, x0, args, fprime, callback=callback, **opts) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\scipy\optimize\optimize.py", line 970, in _minimize_bfgs gfk = myfprime(x0) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\scipy\optimize\optimize.py", line 300, in function_wrapper return function(*(wrapper_args + args)) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\base\model.py", line 451, in score return -self.score(params, *args) / nobs File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\arima_model.py", line 583, in score return approx_fprime_cs(params, self.loglike, args=(False,)) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tools\numdiff.py", line 202, in approx_fprime_cs for i, ih in enumerate(increments)] File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tools\numdiff.py", line 202, in for i, ih in enumerate(increments)] File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\arima_model.py", line 780, in loglike return self.loglike_kalman(params, set_sigma2) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\arima_model.py", line 790, in loglike_kalman return KalmanFilter.loglike(params, self, set_sigma2) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\statsmodels\tsa\kalmanf\kalmanfilter.py", line 654, in loglike R_mat, T_mat) File "kalman_loglike.pyx", line 359, in statsmodels.tsa.kalmanf.kalman_loglike.kalman_loglike_complex File "kalman_loglike.pyx", line 228, in statsmodels.tsa.kalmanf.kalman_loglike.kalman_filter_complex File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\numpy\core\numeric.py", line 2200, in identity return eye(n, dtype=dtype) File "C:\109_personel\112_pyCharmArima\venv\lib\site-packages\numpy\lib\twodim_base.py", line 186, in eye m = zeros((N, M), dtype=dtype, order=order)
MemoryError

进程结束,退出代码为1

我的模型运行良好,并预测到q阶MA 150,即0,0150。选择q=367作为顺序时引发的错误内存错误

是任何人都可以帮我解决这个错误,我已经在谷歌上搜索了很多次这个错误,但我没有找到合适的解决方案 谢谢你的帮助。在


Tags: inpymodelvenvlibpackageslinesite