adairzhao / arima Goto Github PK
View Code? Open in Web Editor NEWARIMA is a Java open source project dedicated in the study model of ARIMA, AR, MA
ARIMA is a Java open source project dedicated in the study model of ARIMA, AR, MA
getMApara() in ARMAMath.java has some serious defects, which leads this program cannot get MA para.
The result not match with the output from R, for the same test dataset and equivalent code...
While reading your code , I have some problems such as why add noise to AIC calculation and prediction,this causes great randomness of the results.
问下以天为周期 怎么调参
public double[] preDealDif(double[] originalData)
{
//seasonal Difference:Peroid=7
double []tempData=new double[originalData.length-7];
for(int i=0;i<originalData.length-7;i++)
{
tempData[i]=originalData[i+7]-originalData[i];
}
return tempData;
}
是把 7 改成 24吗
when I change the test data dimensions, your ceshidata dimensions is 69, my test data dimensions is 11 or less. you code is stop and function getARIMAmodel() / ARMA arma=new ARMA(stdoriginalData, model[i][0], model[i][1]); / double[] autocorData=getautocorofMA(p, q, stdoriginalData, arcoe); / autocorData get NaN value ... How should kill the error?
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