Mean absolute error

Jelas, sebelum Anda menggunakan model untuk melakukan prediksi, Anda ingin mengetahui seberapa akurat prediksi tersebut. Mean absolute error (MAE) adalah statistik yang baik untuk ini. Nilai ini merupakan selisih rata-rata antara prediksi dan nilai sebenarnya.

Pada latihan ini, Anda akan menghitung MAE untuk model ARMA(1,1) yang dipasangkan pada deret waktu gempa bumi

numpy telah diimpor ke lingkungan Anda sebagai np dan deret waktu gempa bumi tersedia untuk Anda sebagai earthquake.

Latihan ini adalah bagian dari kursus

Model ARIMA di Python

Petunjuk latihan

Gunakan fungsi np untuk menghitung Mean Absolute Error (MAE) dari atribut .resid pada objek results.
Cetak nilai MAE.
Gunakan metode .plot() milik DataFrame tanpa argumen untuk memplot deret waktu earthquake.

Latihan interaktif praktis

Cobalah latihan ini dengan menyelesaikan kode contoh berikut.

# Fit model
model = ARIMA(earthquake, order=(1,0,1))
results = model.fit()

# Calculate the mean absolute error from residuals
mae = ____

# Print mean absolute error
print(____)

# Make plot of time series for comparison
____
plt.show()

Edit dan Jalankan Kode

Latihan ini adalah bagian dari kursus

Model ARIMA di Python

SkillTag.level.advancedSkillTag.label

4.9+

Mulai Kursus Gratis

Dive straight in and learn about the most important properties of time series. You'll learn about stationarity and how this is important for ARMA models. You'll learn how to test for stationarity by eye and with a standard statistical test. Finally, you'll learn the basic structure of ARMA models and use this to generate some ARMA data and fit an ARMA model.

Exercise 1: Intro to time series and stationarity Exercise 2: Exploration Exercise 3: Train-test splits Exercise 4: Is it stationary Exercise 5: Making time series stationary Exercise 6: Augmented Dicky-Fuller Exercise 7: Taking the difference Exercise 8: Other tranforms Exercise 9: Intro to AR, MA and ARMA models Exercise 10: Model order Exercise 11: Generating ARMA data Exercise 12: Fitting Prelude

What lies ahead in this chapter is you predicting what lies ahead in your data. You'll learn how to use the elegant statsmodels package to fit ARMA, ARIMA and ARMAX models. Then you'll use your models to predict the uncertain future of stock prices!

Exercise 1: Fitting time series models Exercise 2: Fitting AR and MA models Exercise 3: Fitting an ARMA model Exercise 4: Fitting an ARMAX model Exercise 5: Forecasting Exercise 6: Generating one-step-ahead predictions Exercise 7: Plotting one-step-ahead predictions Exercise 8: Generating dynamic forecasts Exercise 9: Plotting dynamic forecasts Exercise 10: Intro to ARIMA models Exercise 11: Differencing and fitting ARMA Exercise 12: Unrolling ARMA forecast Exercise 13: Fitting an ARIMA model Exercise 14: Choosing ARIMA model

In this chapter, you will become a modeler of discerning taste. You'll learn how to identify promising model orders from the data itself, then, once the most promising models have been trained, you'll learn how to choose the best model from this fitted selection. You'll also learn a great framework for structuring your time series projects.

Exercise 1: Pengantar ACF dan PACF Exercise 2: AR atau MA Exercise 3: Orde gempa bumi Exercise 4: Pengantar AIC dan BIC Exercise 5: Mencari orde model Exercise 6: Memilih orde dengan AIC dan BIC Exercise 7: AIC dan BIC vs ACF dan PACF Exercise 8: Diagnostik model Exercise 9: Mean absolute error

Latihan Saat Ini

Exercise 10: Statistik ringkasan diagnostik Exercise 11: Plot diagnostik Exercise 12: Metode Box-Jenkins Exercise 13: Identifikasi Exercise 14: Identifikasi II Exercise 15: Estimasi Exercise 16: Diagnostik

In this final chapter, you'll learn how to use seasonal ARIMA models to fit more complex data. You'll learn how to decompose this data into seasonal and non-seasonal parts and then you'll get the chance to utilize all your ARIMA tools on one last global forecast challenge.

Exercise 1: Seasonal time series Exercise 2: Seasonal decompose Exercise 3: Seasonal ACF and PACF Exercise 4: SARIMA models Exercise 5: Fitting SARIMA models Exercise 6: Choosing SARIMA order Exercise 7: SARIMA vs ARIMA forecasts Exercise 8: Automation and saving Exercise 9: Automated model selection Exercise 10: Saving and updating models Exercise 11: SARIMA and Box-Jenkins Exercise 12: Multiplicative vs additive seasonality Exercise 13: SARIMA model diagnostics Exercise 14: SARIMA forecast Exercise 15: Congratulations!