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englianhu
englianhu
`forecast::Arima(xreg = XXXX)`咱们道家易经、天文历法、廿四节气、十二时辰、算卜与气象学，孔明借东风与草船借箭出现错误信息
秦谏启奏
有事启奏，无事退朝
大纲
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fabletools::accuracy()在咱们R鄀文艺坊和咱们道家终端杏林「牡蛎」有落差。 -
forecast::Arima(xreg = XXXX)咱们道家易经、天文历法、廿四节气、十二时辰、算卜与气象学，孔明借东风与草船借箭出现错误信息。
与预期出入/代码有误
问题一：fabletools::accuracy()在咱们R鄀文艺坊和咱们道家终端杏林「牡蛎」有落差如下：
> 外因周期自回归系列 <- bind_rows(list(
+ 外因周期自回归甲 = as_tibble(accuracy(外因周期自回归甲)),
+ 外因周期自回归乙 = as_tibble(accuracy(外因周期自回归乙)),
+ 外因周期自回归丙 = as_tibble(accuracy(外因周期自回归丙)),
+ 外因周期自回归丁 = as_tibble(accuracy(外因周期自回归丁)),
+ 外因周期自回归戊 = as_tibble(accuracy(外因周期自回归戊)),
+ 外因周期自回归己 = as_tibble(accuracy(外因周期自回归己)),
+ 外因周期自回归庾 = as_tibble(accuracy(外因周期自回归庾))), .id = '计数模型')
Error in accuracy(外因周期自回归甲) : 缺少参数"predicted",也没有缺省值
> 外因周期自回归系列
错误: 找不到对象'外因周期自回归系列'
问题二：咱们道家易经、天文历法、廿四节气、十二时辰、算卜与气象学，孔明借东风与草船借箭出现错误信息如下：
> 自回归均移模型最优值(tk_xts(总汇[, .(年月日时分, 预测价)]), 外因 = as.matrix(总汇[, .(廿四节气乙, 时辰乙)]))
Using column `年月日时分` for date_var.
Error in auto.arima(样本, D = 季节差分的次数, seasonal = 季节性, :
No suitable ARIMA model found
此外: Warning message:
Non-numeric columns being dropped: 年月日时分
https://github.com/englianhu/binary.com-interview-question/blob/d66db614679c452327adb91d39d0d1fe41e50d92/%E5%87%BD%E6%95%B0/%E8%87%AA%E5%9B%9E%E5%BD%92%E5%9D%87%E7%A7%BB%E6%A8%A1%E5%9E%8B%E6%9C%80%E4%BC%98%E5%80%BC.R#L1-L24
操作系统信息
$ $ neofetch
##### englianhu@Scibrokes
####### -------------------
##O#O## OS: RedFlag Desktop 11.0 x86_64
####### Host: 23-p080d
########### Kernel: 5.10.0-1-amd64
############# Uptime: 2 days, 6 hours, 1 min
############### Packages: 7971 (dpkg)
################ Shell: bash 5.0.3
################# Resolution: 1920x1080
##################### DE: KDE
##################### WM: KWin
################# Theme: RedFlag Dark [KDE], Breeze [GTK3]
Icons: RedFlag-Themes-Chinrse-Red [KDE], oxygen [GTK3]
Terminal: konsole
CPU: Intel i5-4590T (4) @ 3.000GHz
GPU: NVIDIA GeForce 710M
GPU: Intel HD Graphics
Memory: 14498MiB / 15901MiB
#R> devtools::session_info()$platform
setting value
version R version 4.3.3 (2024-02-29)
os RedFlag Desktop 11.0
system x86_64, linux-gnu
ui X11
language zh_CN:en
collate zh_CN.UTF-8
ctype zh_CN.UTF-8
tz Asia/Shanghai
date 2024-03-29
pandoc NA (via rmarkdown)
#R> Sys.info()
sysname
"Linux"
release
"5.10.0-1-amd64"
version
"#1 SMP Debian 5.10.40-1~rf11u1.2 (2022-09-22)"
nodename
"Scibrokes"
machine
"x86_64"
login
"englianhu"
user
"englianhu"
effective_user
"englianhu"
原本预期结果
> 外因周期自回归系列 <- bind_rows(list(
+ 外因周期自回归甲 = as_tibble(accuracy(外因周期自回归甲)),
+ 外因周期自回归乙 = as_tibble(accuracy(外因周期自回归乙)),
+ 外因周期自回归丙 = as_tibble(accuracy(外因周期自回归丙)),
+ 外因周期自回归丁 = as_tibble(accuracy(外因周期自回归丁)),
+ 外因周期自回归戊 = as_tibble(accuracy(外因周期自回归戊)),
+ 外因周期自回归己 = as_tibble(accuracy(外因周期自回归己)),
+ 外因周期自回归庾 = as_tibble(accuracy(外因周期自回归庾))), .id = '计数模型')
> 外因周期自回归系列
# A tibble: 7 × 8
计数模型 ME RMSE MAE MPE MAPE MASE ACF1
<chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 外因周期自回归甲 2.44e-14 1.96 1.66 -0.0323 1.53 0.0152 1.00
2 外因周期自回归乙 -4.94e-14 0.801 0.651 -0.00539 0.600 0.00599 1.00
3 外因周期自回归丙 -6.89e-14 1.96 1.66 -0.0323 1.53 0.0152 1.00
4 外因周期自回归丁 -5.33e-14 0.801 0.651 -0.00539 0.600 0.00599 1.00
5 外因周期自回归戊 3.18e-13 1.96 1.66 -0.0323 1.53 0.0152 1.00
6 外因周期自回归己 -2.45e-14 0.799 0.651 -0.00537 0.600 0.00598 1.00
7 外因周期自回归庾 3.66e-14 0.799 0.651 -0.00537 0.600 0.00598 1.00
提案
文献与案例
- https://github.com/robjhyndman/forecast/issues/102
- No suitable ARIMA model found
- No suitable ARIMA model found error
- Unable to get suitable forecast for ARIMA model in R due to outliers-- attached code for easy replication
- Why I cannot find suitable ARIMA model for the dataset?
- No suitable ARIMA models found
- https://groups.google.com/g/r-help-archive/c/fDDyZxvTIiA/m/76BaDxXGBgAJ?pli=1
- https://stat.ethz.ch/pipermail/r-help/2017-January/444499.html
- https://robjhyndman.com/hyndsight/badarima/index.html
- auto.arima "no suitable ARIMA model found" for measuring dependency between debt and GDP
众卿商议
结论
众方案
- 方案一
- 方案二
- 方案三
最优方案
相关奏折
- 奏折一：https://github.com/englianhu/RedFlag-Linux/issues/6
- 奏折二：https://github.com/englianhu/binary.com-interview-question/issues/8
- 奏折三：https://github.com/englianhu/binary.com-interview-question/issues/7
- 奏折四：https://github.com/englianhu/binary.com-interview-question/issues/6
- 奏折五：https://github.com/englianhu/RedFlag-Linux/issues/8
- 奏折六：https://github.com/englianhu/RedFlag-Linux/issues/12#issuecomment-1676066137
