Rappresentare le previsioni one-step-ahead

Ora che hai ottenuto le previsioni sul titolo Amazon, dovresti tracciarle per vedere com'è andata.

Hai effettuato previsioni sugli ultimi 30 giorni di dati disponibili, stimando ogni volta solo il giorno successivo. Valutando queste previsioni puoi capire come il modello si comporta nel predire solo il giorno dopo, quando non conosci ancora la risposta.

I DataFrame lower_limits, upper_limits e amazon, così come la tua previsione media mean_forecast creata nell'esercizio precedente, sono disponibili nel tuo ambiente.

Questo esercizio fa parte del corso

Modelli ARIMA in Python

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Istruzioni dell'esercizio

Traccia i dati amazon, usando amazon.index come coordinate x.
Traccia allo stesso modo la previsione mean_forecast, usando mean_forecast.index come coordinate x.
Traccia un'area ombreggiata tra lower_limits e upper_limits del tuo intervallo di confidenza. Usa l'indice di lower_limits come coordinate x.

Esercizio pratico interattivo

Prova a risolvere questo esercizio completando il codice di esempio.

# plot the amazon data
plt.plot(____, ____, label='observed')

# plot your mean predictions
plt.plot(____, ____, color='r', label='forecast')

# shade the area between your confidence limits
plt.____(____, ____,
		 ____, color='pink')

# set labels, legends and show plot
plt.xlabel('Date')
plt.ylabel('Amazon Stock Price - Close USD')
plt.legend()
plt.show()

Modifica ed esegui il codice

Questo esercizio fa parte del corso

Modelli ARIMA in Python

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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: Adattare modelli per serie temporali Exercise 2: Adattare modelli AR e MA Exercise 3: Adattare un modello ARMA Exercise 4: Adattare un modello ARMAX Exercise 5: Previsioni Exercise 6: Generare previsioni a un passo avanti Exercise 7: Rappresentare le previsioni one-step-ahead

Esercizio in corso

Exercise 8: Generare previsioni dinamiche Exercise 9: Rappresentare le previsioni dinamiche Exercise 10: Introduzione ai modelli ARIMA Exercise 11: Differenziazione e stima di un ARMA Exercise 12: Srotolare la previsione ARMA Exercise 13: Adattare un modello ARIMA Exercise 14: Scelta del modello ARIMA

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: Intro to ACF and PACF Exercise 2: AR or MA Exercise 3: Order of earthquakes Exercise 4: Intro to AIC and BIC Exercise 5: Searching over model order Exercise 6: Choosing order with AIC and BIC Exercise 7: AIC and BIC vs ACF and PACF Exercise 8: Model diagnostics Exercise 9: Mean absolute error Exercise 10: Diagnostic summary statistics Exercise 11: Plot diagnostics Exercise 12: Box-Jenkins method Exercise 13: Identification Exercise 14: Identification II Exercise 15: Estimation Exercise 16: Diagnostics

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!