{"id":2545,"date":"2024-09-26T07:46:23","date_gmt":"2024-09-25T22:46:23","guid":{"rendered":"https:\/\/secondlife.lol\/?p=2545"},"modified":"2024-09-27T21:23:01","modified_gmt":"2024-09-27T12:23:01","slug":"stock-data-time-series-analysis-trend-forecasting","status":"publish","type":"post","link":"https:\/\/secondlife.lol\/zh\/stock-data-time-series-analysis-trend-forecasting\/","title":{"rendered":"Python \u6570\u636e\u5206\u6790\u793a\u4f8b\uff1a\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u80a1\u7968\u6570\u636e\u7684\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u548c\u672a\u6765\u4ef7\u683c\u9884\u6d4b"},"content":{"rendered":"<p class=\"wp-block-paragraph\">\u6570\u636e\u5206\u6790\u5728\u80a1\u5e02\u4e2d\u53d1\u6325\u7740\u81f3\u5173\u91cd\u8981\u7684\u4f5c\u7528\u3002\u6295\u8d44\u8005\u5229\u7528\u6570\u636e\u5206\u6790\u6765\u786e\u5b9a\u80a1\u7968\u4ef7\u683c\u8d8b\u52bf\u3001\u9884\u6d4b\u672a\u6765\u4ef7\u683c\u5e76\u505a\u51fa\u51b3\u7b56\u3002\u5728\u8fd9\u7bc7\u6587\u7ae0\u4e2d <strong>\u4ee5\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u80a1\u7968\u6570\u636e\u4e3a\u4f8b\uff0c\u5b66\u4e60\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u6280\u672f\uff0c\u8bc6\u522b\u80a1\u7968\u4ef7\u683c\u8d8b\u52bf\uff0c\u5e76\u5229\u7528\u8fd9\u4e9b\u8d8b\u52bf\u9884\u6d4b\u672a\u6765\u4ef7\u683c\u3002<\/strong>\u672c\u6587\u7ed3\u675f\u65f6\uff0c\u60a8\u5c06\u4e86\u89e3\u80a1\u7968\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u7684\u5173\u952e\u6982\u5ff5\u548c\u5206\u6790\u6280\u672f\u3002<\/p>\n\n\n<style>.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap{padding-top:var(--global-kb-spacing-sm, 1.5rem);padding-right:var(--global-kb-spacing-sm, 1.5rem);padding-bottom:var(--global-kb-spacing-sm, 1.5rem);padding-left:var(--global-kb-spacing-sm, 1.5rem);border-top:3px solid var(--global-palette2, #2B6CB0);border-right:3px solid var(--global-palette2, #2B6CB0);border-bottom:3px solid var(--global-palette2, #2B6CB0);border-left:3px solid var(--global-palette2, #2B6CB0);border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;box-shadow:0px 0px 14px 0px rgba(0, 0, 0, 0.2);}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title-wrap{padding-top:0px;padding-right:0px;padding-bottom:0px;padding-left:0px;}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title-wrap{color:var(--global-palette2, #2B6CB0);}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title{color:var(--global-palette2, #2B6CB0);font-size:28px;font-weight:regular;font-style:normal;}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap .kb-table-of-content-list{color:var(--global-palette1, #3182CE);line-height:2em;font-weight:regular;font-style:normal;margin-top:var(--global-kb-spacing-sm, 1.5rem);margin-right:0px;margin-bottom:0px;margin-left:0px;}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap .kb-table-of-content-list .kb-table-of-contents__entry:hover{color:var(--global-palette6, #718096);}@media all and (max-width: 1024px){.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap{border-top:3px solid var(--global-palette2, #2B6CB0);border-right:3px solid var(--global-palette2, #2B6CB0);border-bottom:3px solid var(--global-palette2, #2B6CB0);border-left:3px solid var(--global-palette2, #2B6CB0);}}@media all and (max-width: 1024px){.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title{font-size:28px;}}@media all and (max-width: 767px){.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap{border-top:3px solid var(--global-palette2, #2B6CB0);border-right:3px solid var(--global-palette2, #2B6CB0);border-bottom:3px solid var(--global-palette2, #2B6CB0);border-left:3px solid var(--global-palette2, #2B6CB0);}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title{font-size:28px;}}<\/style>\n\n\n<h2 class=\"wp-block-heading\">\u5206\u6790\u80a1\u7968\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u7684\u91cd\u8981\u6027<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u80a1\u7968\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u663e\u793a\u4e86\u80a1\u7968\u4ef7\u683c\u968f\u65f6\u95f4\u7684\u53d8\u5316\u60c5\u51b5\u3002\u901a\u8fc7\u5206\u6790\u8fd9\u4e9b\u6570\u636e\uff0c\u60a8\u53ef\u4ee5\u627e\u51fa\u80a1\u7968\u4ef7\u683c\u7684\u6a21\u5f0f\u548c\u8d8b\u52bf\uff0c\u751a\u81f3\u521b\u5efa\u9884\u6d4b\u672a\u6765\u4ef7\u683c\u7684\u6a21\u578b\u3002\u5728\u8fd9\u4e2a Python \u6570\u636e\u5206\u6790\u793a\u4f8b\u4e2d\uff0c\u6211\u4eec\u5c06\u4f7f\u7528\u80a1\u7968\u4ef7\u683c\u7684\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u5206\u6790\u8d8b\u52bf\uff0c\u5e76\u521b\u5efa\u4e00\u4e2a <strong>\u5982\u4f55\u4f7f\u7528 ARIMA \u6a21\u578b\u9884\u6d4b\u672a\u6765\u4ef7\u683c<\/strong>\u5728\u672c\u6587\u4e2d\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u52a0\u8f7d\u548c\u63a2\u7d22\u6570\u636e<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u9996\u5148\uff0c\u6211\u4eec\u5c06\u4f7f\u7528 Python \u7684 <strong>yfinance<\/strong> \u8ba9\u6211\u4eec\u4f7f\u7528\u4e00\u4e2a\u5e93\u6765\u83b7\u53d6\u548c\u63a2\u7d22\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u7684\u80a1\u7968\u6570\u636e\u3002yfinance \u662f\u4e00\u4e2a\u5e93\uff0c\u53ef\u4ee5\u8f7b\u677e\u4ece\u96c5\u864e\u8d22\u7ecf\u83b7\u53d6\u80a1\u7968\u6570\u636e\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u4ece Python \u52a0\u8f7d\u6570\u636e<\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>\u5bfc\u5165 yfinance \u4e3a yf\n\n\u4e0b\u8f7d # \u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u6570\u636e\nsp500 = yf.download('^GSPC', start='2010-01-01', end='2023-01-01')\n\n\u63a2\u7d22 # \u6570\u636e\nprint(sp500.head())\nprint(sp500.describe())<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e0a\u9762\u7684\u4ee3\u7801\u4ece\u96c5\u864e\u8d22\u7ecf\u83b7\u53d6\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u6570\u636e\uff0c\u5e76\u4ee5\u6570\u636e\u5e27\u683c\u5f0f\u5b58\u50a8\u3002\u8fd9\u4e9b\u6570\u636e\u5b58\u50a8\u5728 <strong>\u6536\u76d8\u4ef7<\/strong>, <strong>\u96ea\u8304<\/strong>, <strong>\u6602\u8d35<\/strong>, <strong>\u4f4e\u6210\u672c<\/strong>\u548c <strong>\u4ea4\u6613\u91cf<\/strong>\u5728\u6587\u4ef6\u4e2d\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u6570\u636e\u7ed3\u6784\u8bf4\u660e<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><code>\u65e5\u671f<\/code>\u65e5\u671f<\/li>\n\n\n\n<li><code>\u5f00\u653e<\/code>\u96ea\u8304<\/li>\n\n\n\n<li><code>\u9ad8<\/code>: \u6602\u8d35<\/li>\n\n\n\n<li><code>\u4f4e<\/code>\u6210\u672c\u4f4e<\/li>\n\n\n\n<li><code>\u5173\u95ed<\/code>\u5173\u95ed<\/li>\n\n\n\n<li><code>Adj Close<\/code>\uff1a \u66f4\u6b63\u540e\u7684\u6536\u76d8\u4ef7\uff08\u53cd\u6620\u80a1\u606f\u548c\u80a1\u7968\u5206\u5272\u7684\u4ef7\u683c\uff09<\/li>\n\n\n\n<li><code>\u5377\u6570<\/code>\u97f3\u91cf<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u8be5\u6570\u636e\u5305\u542b\u80a1\u7968\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u6240\u9700\u7684\u6240\u6709\u4fe1\u606f\uff0c\u7279\u522b\u662f <strong>\u6536\u76d8\u4ef7<\/strong>\u5728\u80a1\u4ef7\u5206\u6790\u4e2d\u53d1\u6325\u7740\u91cd\u8981\u4f5c\u7528\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u6570\u636e\u53ef\u89c6\u5316<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u5206\u6790\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u65f6\uff0c\u60a8\u53ef\u4ee5\u9996\u5148\u4f7f\u7528 <strong>\u786e\u5b9a\u8d8b\u52bf\u548c\u6a21\u5f0f\u975e\u5e38\u91cd\u8981<\/strong>\u4e0a\u7684\u80a1\u7968\u3002\u901a\u8fc7\u8fd9\u79cd\u65b9\u6cd5\uff0c\u60a8\u53ef\u4ee5\u4e86\u89e3\u80a1\u7968\u4ef7\u683c\u662f\u957f\u671f\u4e0a\u6da8\u8fd8\u662f\u957f\u671f\u4e0b\u8dcc\uff0c\u6216\u8005\u662f\u5426\u9075\u5faa\u67d0\u79cd\u7279\u5b9a\u6a21\u5f0f\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u53ef\u89c6\u5316\u80a1\u7968\u4ef7\u683c<\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>import matplotlib.pyplot as plt\n\n\u53ef\u89c6\u5316 # \u6536\u76d8\u4ef7\u6570\u636e\nplt.figure(figsize=(10, 6))\nplt.plot(sp500['Close'], label='\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u6536\u76d8\u4ef7', color='blue')\nplt.title('S&amp;P 500 \u6307\u6570\u6536\u76d8\u4ef7\u65f6\u95f4\u5e8f\u5217')\nplt.xlabel('Date')\nplt.ylabel\uff08'\u6536\u76d8\u4ef7\uff08\u7f8e\u5143\uff09')\nplt.legend()\nplt.show()<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u8be5\u4ee3\u7801\u53ef\u89c6\u5316\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u7684\u6536\u76d8\u4ef7\u6570\u636e\uff0c\u8ba9\u60a8\u4e86\u89e3\u80a1\u7968\u4ef7\u683c\u968f\u65f6\u95f4\u7684\u53d8\u5316\u60c5\u51b5\u3002\u4e00\u822c\u6765\u8bf4\uff0c\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u957f\u671f\u8d8b\u4e8e\u4e0a\u6da8\u3002<\/p>\n\n\n<style>.kb-image2545_d34f3d-2d .kb-image-has-overlay:after{opacity:0.3;border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;}.kb-image2545_d34f3d-2d img.kb-img, .kb-image2545_d34f3d-2d .kb-img img{border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;box-shadow:0px 0px 14px 0px rgba(0, 0, 0, 0.2);}<\/style>\n<div class=\"wp-block-kadence-image kb-image2545_d34f3d-2d\"><figure class=\"aligncenter size-large\"><img decoding=\"async\" width=\"600\" height=\"382\" src=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-16-600x382.jpg\" alt=\"\ud30c\uc774\uc36c \ub370\uc774\ud130\ubd84\uc11d \uc608\uc81c \uadf8\ub9bc S&amp;P 500 \uc8fc\uc2dd \ub370\uc774\ud130\" class=\"kb-img wp-image-2551\" srcset=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-16-600x382.jpg 600w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-16-300x191.jpg 300w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-16-768x489.jpg 768w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-16.jpg 859w\" sizes=\"(max-width: 600px) 100vw, 600px\" \/><\/figure><\/div>\n\n\n\n<p class=\"wp-block-paragraph\">\u4f46\u5947\u602a\u7684\u662f\uff0c\u6253\u5370\u51fa\u6765\u7684\u6587\u5b57\u5374\u6b8b\u7f3a\u4e0d\u5168\uff0c\u8fd9\u662f\u4e3a\u4ec0\u4e48\u5462\uff1f <a href=\"https:\/\/secondlife.lol\/zh\/%ed%8c%8c%ec%9d%b4%ec%8d%ac-%ed%95%9c%ea%b8%80-%ea%b9%a8%ec%a7%90-%ed%95%b4%ea%b2%b0-%ec%8b%9c%ea%b0%81%ed%99%94%ec%97%90%ec%84%9c-%ed%95%9c%ea%b8%80-%ed%85%8d%ec%8a%a4%ed%8a%b8-%eb%ac%b8%ec%a0%9c\/\" data-type=\"post\" data-id=\"2575\">\u4fee\u590d Python \u7684\u97e9\u6587\u9519\u8bef\uff1a\u89e3\u51b3\u53ef\u89c6\u5316\u4e2d\u97e9\u6587\u6587\u672c\u7684\u95ee\u9898<\/a>  \u5728\u672c\u5e16\u4e2d\u67e5\u770b\u5e76\u4fee\u590d\u5b83\uff01<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u5229\u7528\u79fb\u52a8\u5e73\u5747\u7ebf\u8fdb\u884c\u8d8b\u52bf\u5206\u6790<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u79fb\u52a8\u5e73\u5747\u6570<\/strong>\u662f\u6d88\u9664\u80a1\u4ef7\u77ed\u671f\u6ce2\u52a8\u548c\u8bc6\u522b\u6574\u4f53\u8d8b\u52bf\u7684\u6709\u7528\u6280\u672f\u3002\u4e00\u822c\u6765\u8bf4 <strong>\u77ed\u671f\u79fb\u52a8\u5e73\u5747\u7ebf<\/strong>\u548c <strong>\u957f\u671f\u79fb\u52a8\u5e73\u5747\u7ebf<\/strong>\u5171\u540c\u5206\u6790\u8d8b\u52bf\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u53ef\u89c6\u5316\u77ed\u671f\u548c\u957f\u671f\u79fb\u52a8\u5e73\u5747\u7ebf<\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>\u8ba1\u7b97 # \u77ed\u671f\uff0850 \u5929\uff09\u548c\u957f\u671f\uff08200 \u5929\uff09\u79fb\u52a8\u5e73\u5747\u7ebf\nsp500['MA50'] = sp500['Close'].rolling(window=50).mean()\nsp500['MA200'] = sp500['Close'].rolling(window=200).mean()\n\n\u53ef\u89c6\u5316 # \u79fb\u52a8\u5e73\u5747\u7ebf\nplt.figure(figsize=(10, 6))\nplt.plot(sp500['Close'], label='Close', color='blue')\nplt.plot(sp500['MA50'], label='50 \u5929\u79fb\u52a8\u5e73\u5747\u7ebf', color='red')\nplt.plot(sp500['MA200'], \u6807\u7b7e='200 \u5929\u79fb\u52a8\u5e73\u5747\u7ebf', \u989c\u8272='\u7eff\u8272')\nplt.title('S&amp;P 500 \u6307\u6570\u548c\u79fb\u52a8\u5e73\u5747\u7ebf')\nplt.xlabel('Date')\nplt.ylabel\uff08'\u4ef7\u683c\uff08\u7f8e\u5143\uff09')\nplt.legend()\nplt.show()<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e0a\u8ff0\u4ee3\u7801\u4e0e 50 \u5929\u548c 200 \u5929 <strong>\u79fb\u52a8\u5e73\u5747\u7ebf<\/strong>\u6765\u8bf4\u660e\u5982\u4f55\u5206\u6790\u80a1\u7968\u4ef7\u683c\u7684\u8d8b\u52bf\u3002\u5f53\u77ed\u671f\u79fb\u52a8\u5e73\u5747\u7ebf\u9ad8\u4e8e\u957f\u671f\u79fb\u52a8\u5e73\u5747\u7ebf\u65f6\uff0c\u53ef\u4ee5\u89e3\u91ca\u4e3a\u4e0a\u5347\u8d8b\u52bf\uff1b\u53cd\u4e4b\uff0c\u5f53\u77ed\u671f\u79fb\u52a8\u5e73\u5747\u7ebf\u4f4e\u4e8e\u957f\u671f\u79fb\u52a8\u5e73\u5747\u7ebf\u65f6\uff0c\u53ef\u4ee5\u89e3\u91ca\u4e3a\u4e0b\u964d\u8d8b\u52bf\u3002<\/p>\n\n\n<style>.kb-image2545_16f4b0-71 .kb-image-has-overlay:after{opacity:0.3;border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;}.kb-image2545_16f4b0-71 img.kb-img, .kb-image2545_16f4b0-71 .kb-img img{border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;box-shadow:0px 0px 14px 0px rgba(0, 0, 0, 0.2);}<\/style>\n<div class=\"wp-block-kadence-image kb-image2545_16f4b0-71\"><figure class=\"aligncenter size-large\"><img decoding=\"async\" width=\"600\" height=\"382\" src=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-17-600x382.jpg\" alt=\"\ud30c\uc774\uc36c \ub370\uc774\ud130\ubd84\uc11d \uc608\uc81c \uadf8\ub9bc S&amp;P 500 \uc8fc\uc2dd \ub370\uc774\ud130\" class=\"kb-img wp-image-2552\" srcset=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-17-600x382.jpg 600w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-17-300x191.jpg 300w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-17-768x489.jpg 768w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-17.jpg 859w\" sizes=\"(max-width: 600px) 100vw, 600px\" \/><\/figure><\/div>\n\n\n\n<h2 class=\"wp-block-heading\">\u4f7f\u7528 ARIMA \u6a21\u578b\u9884\u6d4b\u672a\u6765\u4ef7\u683c<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u57fa\u4e8e\u80a1\u7968\u4ef7\u683c\u6570\u636e <strong>\u81ea\u56de\u5f52\u7efc\u5408\u79fb\u52a8\u5e73\u5747\u6cd5 (ARIMA)<\/strong> \u60a8\u53ef\u4ee5\u4f7f\u7528\u6a21\u578b\u6765\u9884\u6d4b\u672a\u6765\u7684\u80a1\u7968\u4ef7\u683c\u3002ARIMA \u6a21\u578b\u662f\u5206\u6790\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u548c\u9884\u6d4b\u672a\u6765\u4ef7\u503c\u7684\u5e38\u7528\u65b9\u6cd5\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u5efa\u7acb\u548c\u9884\u6d4b ARIMA \u6a21\u578b<\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>\u4ece statsmodels.tsa.arima.model \u5bfc\u5165 ARIMA\n\n\u4ec5\u9009\u62e9 # \u6536\u76d8\u6570\u636e\nsp500_close = sp500['Close'].dropna()\n\n\u8bad\u7ec3 # ARIMA \u6a21\u578b\uff08p=5\uff0cd=1\uff0cq=0\uff09\nmodel = ARIMA(sp500_close, order=(5, 1, 0))\nmodel_fit = model.fit()\n\n\u672a\u6765 30 \u5929\u7684 # \u9884\u6d4b\nforecast = model_fit.forecast(steps=30)\nprint(forecast)\n\n\u53ef\u89c6\u5316 # \u9884\u6d4b\u7ed3\u679c\nplt.figure(figsize=(10, 6))\nplt.plot(sp500_close, label='\u5b9e\u9645\u6536\u76d8\u4ef7')\nplt.plot(forecast.index, forecast, label='\u9884\u6d4b\u6536\u76d8\u4ef7', color='red')\nplt.title('S&amp;P 500 \u6536\u76d8\u4ef7\u9884\u6d4b\uff08ARIMA \u6a21\u578b\uff09')\nplt.xlabel('Date')\nplt.ylabel\uff08'\u4ef7\u683c\uff08\u7f8e\u5143\uff09')\nplt.legend()\nplt.show()<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u8be5\u4ee3\u7801\u88ab\u79f0\u4e3a <strong>ARIMA \u6a21\u578b<\/strong>\u6765\u9884\u6d4b\u80a1\u7968\u7684\u6536\u76d8\u4ef7\uff0c\u5e76\u4f30\u8ba1\u5176 30 \u5929\u5185\u7684\u672a\u6765\u4ef7\u683c\u3002\u60a8\u53ef\u4ee5\u5c06\u9884\u6d4b\u4ef7\u683c\u4e0e\u80a1\u7968\u7684\u5b9e\u9645\u4ef7\u683c\u8fdb\u884c\u6bd4\u8f83\uff0c\u4ece\u800c\u8bc4\u4f30\u6a21\u578b\u9884\u6d4b\u672a\u6765\u4ef7\u683c\u7684\u51c6\u786e\u5ea6\u3002<\/p>\n\n\n<style>.kb-image2545_73b0a3-32 .kb-image-has-overlay:after{opacity:0.3;border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;}.kb-image2545_73b0a3-32 img.kb-img, .kb-image2545_73b0a3-32 .kb-img img{border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;box-shadow:0px 0px 14px 0px rgba(0, 0, 0, 0.2);}<\/style>\n<div class=\"wp-block-kadence-image kb-image2545_73b0a3-32\"><figure class=\"aligncenter size-large\"><img decoding=\"async\" width=\"600\" height=\"376\" src=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-18-600x376.jpg\" alt=\"\ud30c\uc774\uc36c \ub370\uc774\ud130\ubd84\uc11d \uc608\uc81c \uadf8\ub9bc S&amp;P 500 \uc8fc\uc2dd \ub370\uc774\ud130\" class=\"kb-img wp-image-2553\" srcset=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-18-600x376.jpg 600w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-18-300x188.jpg 300w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-18-768x481.jpg 768w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/09\/image-18.jpg 873w\" sizes=\"(max-width: 600px) 100vw, 600px\" \/><\/figure><\/div>\n\n\n\n<h2 class=\"wp-block-heading\">\u8bc4\u4f30\u6a21\u578b<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u8bc4\u4f30 ARIMA \u6a21\u578b <strong><a href=\"https:\/\/ailib.secondlife.lol\/mean-squared-error-mse\/\">\u5747\u65b9\u8bef\u5dee (MSE)<\/a><\/strong>I <strong>\u6863\u6848\u4fe1\u606f\u6807\u51c6\uff08AIC\uff09<\/strong> \u7b49\u3002\u8fd9\u4e9b\u6307\u6807\u6709\u52a9\u4e8e\u5b9a\u91cf\u8bc4\u4f30\u6a21\u578b\u7684\u9884\u6d4b\u6027\u80fd\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u6a21\u578b\u8bc4\u4f30\u6307\u6807<\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code>\u8bc4\u4f30 # \u6a21\u578b\nmse = ((sp500_close[-30:] - forecast)**2).mean()\nprint(f'Mean Squared Error (MSE)\uff1a{mse}')\n\n\u6253\u5370 # AIC \u503c\nprint(f'AIC: {model_fit.aic}')<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">MSE \u8861\u91cf\u9884\u6d4b\u503c\u548c\u5b9e\u9645\u503c\u4e4b\u95f4\u7684\u5dee\u5f02\uff0c\u6570\u503c\u8d8a\u5c0f\uff0c\u8bf4\u660e\u6a21\u578b\u7684\u9884\u6d4b\u8d8a\u51c6\u786e\u3002 \u6b64\u5916\uff0cAIC \u8861\u91cf\u6a21\u578b\u590d\u6742\u6027\u548c\u6027\u80fd\u4e4b\u95f4\u7684\u5e73\u8861\uff0c\u6570\u503c\u8d8a\u5c0f\uff0c\u8bf4\u660e\u6a21\u578b\u8d8a\u597d\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \u7ed3\u679c\n\u5747\u65b9\u8bef\u5dee (MSE): nan\nAIC: 31515.10069070282<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e3a\u4ec0\u4e48 AIC \u7ed9\u51fa\u4e86\u4e00\u4e2a\u503c\uff0c\u800c MSE \u5374\u6ca1\u6709\uff1f <a href=\"https:\/\/secondlife.lol\/zh\/fixing-nan-in-python-arima-predictions\/\" data-type=\"post\" data-id=\"2561\">Python \u7eb3\u7c73\u6e05\u9664\uff1a\u89e3\u51b3 ARIMA \u6a21\u578b\u9884\u6d4b\u4e2d\u7684\u7eb3\u7c73\u9897\u7c92\u95ee\u9898<\/a> \u5728\u672c\u5e16\u4e2d\u67e5\u770b\u5e76\u4fee\u590d\u5b83\uff01<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u6570\u636e\u5206\u6790\u4e2d\u7684\u5e38\u89c1\u9519\u8bef\u53ca\u7ea0\u6b63\u65b9\u6cd5<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u8fd9\u4e2a Python \u6570\u636e\u5206\u6790\u793a\u4f8b\u4e2d\uff0c\u6211\u4eec\u5c06\u4e86\u89e3\u5e38\u89c1\u9519\u8bef\u4ee5\u53ca\u5982\u4f55\u7ea0\u6b63\u5b83\u4eec\u3002<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong><a href=\"https:\/\/ailib.secondlife.lol\/overfitting-solutions-ai-models\/\">\u6a21\u578b\u8fc7\u62df\u5408<\/a><\/strong>:\u8fc7\u4e8e\u8be6\u7ec6\u5730\u5206\u6790\u6570\u636e\u4f1a\u5bfc\u81f4\u6a21\u578b\u8fc7\u5ea6\u62df\u5408\uff0c\u4ece\u800c\u5bfc\u81f4\u5bf9\u65b0\u6570\u636e\u7684\u9884\u6d4b\u6027\u80fd\u4e0d\u4f73\u3002\u4e3a\u907f\u514d\u8fd9\u79cd\u60c5\u51b5\uff0c\u5e94\u9009\u62e9\u9002\u5f53\u7684\u6a21\u578b\uff0c\u5e76\u901a\u8fc7\u4ea4\u53c9\u9a8c\u8bc1\u6765\u8bc4\u4f30\u5176\u6027\u80fd\u3002<\/li>\n\n\n\n<li><strong>\u7f3a\u4e4f\u6570\u636e\u8f6c\u6362<\/strong>\u5728\u5e94\u7528 ARIMA \u6a21\u578b\u4e4b\u524d\uff0c\u6211\u4eec\u9700\u8981\u8bbe\u7f6e <strong>\u9759\u6b62\u6027<\/strong>\u5e76\u5728\u5fc5\u8981\u65f6\u901a\u8fc7\u5fae\u5206\u4f7f\u5176\u6b63\u5e38\u5316--\u5ffd\u7565\u8fd9\u4e00\u70b9\u53ef\u80fd\u4f1a\u5bfc\u81f4\u6a21\u578b\u8868\u73b0\u4e0d\u6b63\u786e\u3002<\/li>\n\n\n\n<li><strong>\u5229\u7528\u77ed\u671f\u6570\u636e\u8fdb\u884c\u9884\u6d4b<\/strong>\u7528\u65f6\u95f4\u592a\u77ed\u7684\u6570\u636e\u9884\u6d4b\u672a\u6765\u53ef\u80fd\u4e0d\u53ef\u9760\u3002\u4f7f\u7528\u8db3\u591f\u591a\u7684\u6570\u636e\u8fdb\u884c\u5b66\u4e60\u975e\u5e38\u91cd\u8981\u3002<\/li>\n<\/ol>\n\n\n\n<h2 class=\"wp-block-heading\">\u5e38\u89c1\u95ee\u9898<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u95ee\u9898 1\uff1a \u5982\u4f55\u9009\u62e9 ARIMA \u6a21\u578b\u7684\u53c2\u6570\uff1f<\/strong><br>\u7b54\uff1aARIMA \u6a21\u578b\u7684 <code>p<\/code>, <code>d<\/code>, <code>q<\/code> \u6570\u503c\u53d6\u51b3\u4e8e\u6570\u636e\u7684\u6027\u8d28\u3001 <strong>\u81ea\u76f8\u5173\u51fd\u6570 (ACF)<\/strong>\u548c <strong>\u504f\u81ea\u76f8\u5173\u51fd\u6570 (PACF)<\/strong>\u60a8\u8fd8\u53ef\u4ee5\u5c1d\u8bd5\u4e0d\u540c\u7684\u53c2\u6570\u7ec4\u5408\uff0c\u5e76\u4ee5\u6700\u5c0f AIC \u503c\u7684\u65b9\u5f0f\u8fdb\u884c\u8bbe\u7f6e\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u95ee\u9898 2\uff1a\u9664\u4e86 ARIMA \u4e4b\u5916\uff0c\u8fd8\u6709\u5176\u4ed6\u9884\u6d4b\u6a21\u578b\u5417\uff1f<\/strong><br>\u7b54\uff1a\u9664\u4e86 ARIMA <strong>\u5148\u77e5<\/strong>, <strong>\u5b63\u8282 ARIMA\uff08SARIMA\uff09<\/strong>, <strong>\u957f\u77ed\u671f\u8bb0\u5fc6\uff08LSTM\uff09<\/strong>\u65f6\u95f4\u5e8f\u5217\u9884\u6d4b\u6a21\u578b\u6709\u4ee5\u4e0b\u51e0\u79cd\uff0c\u6839\u636e\u6570\u636e\u7684\u6027\u8d28\uff0c\u6bcf\u79cd\u6a21\u578b\u90fd\u53ef\u80fd\u662f\u5408\u9002\u7684\uff0c\u56e0\u6b64\u6700\u597d\u5bf9\u591a\u79cd\u6a21\u578b\u8fdb\u884c\u6bd4\u8f83\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u95ee\u9898 3\uff1a\u80a1\u7968\u6570\u636e\u9884\u6d4b\u6709\u54ea\u4e9b\u5c40\u9650\u6027\uff1f<\/strong><br>\u7b54\uff1a\u80a1\u5e02\u53d7\u4e0d\u5bfb\u5e38\u548c\u4e0d\u53ef\u9884\u6d4b\u7684\u5916\u90e8\u56e0\u7d20\uff08\u5982\u653f\u6cbb\u4e8b\u4ef6\u3001\u7ecf\u6d4e\u5371\u673a\uff09\u7684\u5f71\u54cd\u5f88\u5927\uff0c\u56e0\u6b64\uff0c\u867d\u7136\u5efa\u6a21\u5728\u4e00\u5b9a\u7a0b\u5ea6\u4e0a\u53ef\u4ee5\u5e2e\u52a9\u9884\u6d4b\uff0c\u4f46\u4e0d\u53ef\u80fd\u8fdb\u884c\u51c6\u786e\u9884\u6d4b\uff0c\u9700\u8981\u8fdb\u884c\u98ce\u9669\u7ba1\u7406\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u7ec4\u7ec7\u8d77\u6765<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u672c\u7bc7\u6587\u7ae0\u4e2d\uff0c\u6211\u4eec\u5c06\u4f7f\u7528 Python <strong>\u6570\u636e\u5206\u6790\u793a\u4f8b<\/strong>\u6211\u4eec\u5229\u7528\u6807\u51c6\u666e\u5c14 500 \u6307\u6570\u7684\u80a1\u7968\u6570\u636e\u8fdb\u884c\u4e86\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u3002\u4f60\u4eec\u5b66\u4f1a\u4e86\u5982\u4f55\u4f7f\u7528\u79fb\u52a8\u5e73\u5747\u7ebf\u6765\u8bc6\u522b\u80a1\u7968\u4ef7\u683c\u7684\u8d8b\u52bf\uff0c\u4ee5\u53ca\u5982\u4f55\u4f7f\u7528 ARIMA \u6a21\u578b\u6765\u9884\u6d4b\u672a\u6765\u7684\u4ef7\u683c\u3002\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u5206\u6790\u53ef\u7528\u4e8e\u8bb8\u591a\u9886\u57df\uff0c\u800c\u4e0d\u4ec5\u4ec5\u662f\u80a1\u7968\u5e02\u573a\uff0c\u5b83\u662f\u7406\u89e3\u548c\u9884\u6d4b\u6570\u636e\u6a21\u5f0f\u7684\u975e\u5e38\u6709\u7528\u7684\u5de5\u5177\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u73b0\u5728\uff0c\u4f60\u53ef\u4ee5\u5229\u7528\u5404\u79cd\u80a1\u7968\u6570\u636e\u7ec3\u4e60\u65f6\u95f4\u5e8f\u5217\u5206\u6790\uff0c\u5e76\u5229\u7528\u5b83\u5efa\u7acb\u81ea\u5df1\u7684\u6295\u8d44\u7b56\u7565\uff01<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"># \u672f\u8bed\u8868<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>1. \u65f6\u95f4\u5e8f\u5217\u5206\u6790<\/strong><br>\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u662f\u4e00\u79cd\u5206\u6790\u968f\u65f6\u95f4\u53d8\u5316\u7684\u6570\u636e\u7684\u65b9\u6cd5\u3002\u5b83\u7528\u4e8e\u5206\u6790\u968f\u65f6\u95f4\u53d8\u5316\u7684\u6570\u636e\uff0c\u5982\u80a1\u7968\u6570\u636e\u3001\u5929\u6c14\u548c\u7ecf\u6d4e\u6307\u6807\uff0c\u4ee5\u53d1\u73b0\u89c4\u5f8b\u5e76\u9884\u6d4b\u672a\u6765\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>2. ARIMA \u6a21\u578b<\/strong><br>ARIMA \u662f\u4e00\u79cd <strong>\u81ea\u56de\u5f52\u7efc\u5408\u79fb\u52a8\u5e73\u5747\u7ebf<\/strong>ARIMA \u6a21\u578b\u662f\u4e00\u79cd\u65f6\u95f4\u5e8f\u5217\u6a21\u578b\uff0c\u53ef\u6839\u636e\u8fc7\u53bb\u6570\u636e\u7684\u6a21\u5f0f\u9884\u6d4b\u672a\u6765\u3002ARIMA \u6a21\u578b\u7ed3\u5408\u4e86\u4e09\u4e2a\u8981\u7d20\u6765\u5206\u6790\u6570\u636e\uff1a\u81ea\u56de\u5f52\uff08AR\uff09\u3001\u5dee\u5206\u548c\u79fb\u52a8\u5e73\u5747\uff08MA\uff09\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>p<\/strong>\u81ea\u56de\u5f52\uff1a\u81ea\u56de\u5f52\uff08AR\uff09\u7684\u9636\u6b21\u3002\u8868\u793a\u8fc7\u53bb\u7684\u6570\u636e\u5bf9\u5f53\u524d\u6570\u636e\u7684\u5f71\u54cd\u7a0b\u5ea6\u3002<\/li>\n\n\n\n<li><strong>d<\/strong>\u5dee\u503c\u8ba1\u6570\u3002\u8868\u793a\u4e3a\u4f7f\u6570\u636e\u7a33\u5b9a\u800c\u8ba1\u7b97\u6570\u636e\u5dee\u503c\u7684\u6b21\u6570\u3002<\/li>\n\n\n\n<li><strong>q<\/strong>\uff1a\u79fb\u52a8\u5e73\u5747\u7ebf (MA) \u7684\u9636\u6570\u3002\u8868\u793a\u8fc7\u53bb\u7684\u9884\u6d4b\u8bef\u5dee\u5bf9\u5f53\u524d\u503c\u7684\u5f71\u54cd\u7a0b\u5ea6\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>3 \u79fb\u52a8\u5e73\u5747\u6570<\/strong><br>\u79fb\u52a8\u5e73\u5747\u7ebf\u662f\u4e00\u79cd\u5bf9\u4e00\u6bb5\u65f6\u95f4\u8fdb\u884c\u5e73\u5747\u7684\u65b9\u6cd5\uff0c\u4ee5\u51cf\u5c11\u6570\u636e\u7684\u6ce2\u52a8\u6027\u3002\u5728\u80a1\u7968\u5206\u6790\u4e2d\uff0c\u7ecf\u5e38\u4f7f\u7528\u77ed\u671f\uff0850 \u5929\uff09\u548c\u957f\u671f\uff08200 \u5929\uff09\u79fb\u52a8\u5e73\u5747\u7ebf\u3002\u79fb\u52a8\u5e73\u5747\u7ebf\u53ef\u4ee5\u66f4\u5bb9\u6613\u5730\u770b\u51fa\u6570\u636e\u7684\u8d8b\u52bf\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>4. \u6536\u76d8\u4ef7<\/strong><br>\u6536\u76d8\u4ef7\u662f\u80a1\u7968\u6216\u6307\u6570\u5728\u5f53\u5929\u4ea4\u6613\u7ed3\u675f\u65f6\u7684\u6700\u7ec8\u4ef7\u683c\u3002\u5b83\u662f\u80a1\u7968\u6570\u636e\u5206\u6790\u4e2d\u6700\u91cd\u8981\u7684\u53d8\u91cf\u4e4b\u4e00\uff0c\u901a\u5e38\u7528\u4e8e\u5206\u6790\u80a1\u7968\u4ef7\u683c\u7684\u8d8b\u52bf\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>5. yfinance<\/strong><br><strong>yfinance<\/strong>\"(\u300a\u4e16\u754c\u4eba\u6743\u5ba3\u8a00\u300b) <a href=\"https:\/\/finance.yahoo.com\/\" target=\"_blank\" rel=\"noopener\">\u96c5\u864e\u8d22\u7ecf<\/a>\u8fd9\u662f\u4e00\u4e2a Python \u5e93\uff0c\u53ef\u8ba9\u60a8\u8f7b\u677e\u4ece\u7eb3\u65af\u8fbe\u514b\u80a1\u7968\u5e02\u573a\u5bfc\u5165\u80a1\u7968\u6570\u636e\uff0c\u4e0b\u8f7d\u7279\u5b9a\u65f6\u95f4\u6bb5\u7684\u80a1\u7968\u6570\u636e\u5e76\u7528\u4e8e\u5206\u6790\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>6. \u963f\u5361\u4f0a\u514b\u4fe1\u606f\u51c6\u5219\uff08AIC\uff09<\/strong><br>AIC \u662f\u4e00\u4e2a\u8bc4\u4f30\u7edf\u8ba1\u6a21\u578b\u6027\u80fd\u7684\u6307\u6807\uff0c\u540c\u65f6\u8003\u8651\u4e86\u6a21\u578b\u7684\u51c6\u786e\u6027\u548c\u590d\u6742\u6027\u3002AIC \u503c\u8d8a\u4f4e\uff0c\u6a21\u578b\u5c31\u8d8a\u597d\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u5e73\u5747\u5e73\u65b9\u8bef\u5dee (MSE)<\/strong><br>MSE \u662f\u9884\u6d4b\u503c\u4e0e\u5b9e\u9645\u503c\u4e4b\u5dee\u7684\u5e73\u65b9\u548c\u5e73\u5747\u503c\uff0c\u662f\u8bc4\u4f30\u9884\u6d4b\u6a21\u578b\u6027\u80fd\u7684\u6307\u6807\u3002 \u503c\u8d8a\u5c0f\uff0c\u8868\u793a\u9884\u6d4b\u8d8a\u51c6\u786e\u3002<\/p>","protected":false},"excerpt":{"rendered":"<p>\u6570\u636e\u5206\u6790\u5728\u80a1\u5e02\u4e2d\u53d1\u6325\u7740\u81f3\u5173\u91cd\u8981\u7684\u4f5c\u7528\u3002\u6295\u8d44\u8005\u4f9d\u9760\u80a1\u7968...<\/p>","protected":false},"author":3,"featured_media":2632,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_kad_blocks_custom_css":"","_kad_blocks_head_custom_js":"","_kad_blocks_body_custom_js":"","_kad_blocks_footer_custom_js":"","_kad_post_transparent":"","_kad_post_title":"","_kad_post_layout":"","_kad_post_sidebar_id":"","_kad_post_content_style":"","_kad_post_vertical_padding":"","_kad_post_feature":"","_kad_post_feature_position":"","_kad_post_header":false,"_kad_post_footer":false,"_kad_post_classname":"","footnotes":""},"categories":[6],"tags":[247,34,248,249,177,244,245,246,250,251],"class_list":["post-2545","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-r-coding","tag-arima","tag-python","tag-sp-500","tag-249","tag-177","tag-244","tag-245","tag-246","tag-250","tag-251"],"taxonomy_info":{"category":[{"value":6,"label":"\uc54c(R)"}],"post_tag":[{"value":247,"label":"ARIMA"},{"value":34,"label":"python"},{"value":248,"label":"S&amp;P 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