问题
For the past few days I'm going crazy with Times series using statsmodels (Python). I am a novice in the TS area, although i do have a better understanding of various regression models. Here is my issue:
I have a time-series that I stationarized (either by seasonal_decompose, or by differencing). I also figured out the parameters p,d, and q for the ARIMA model, using ACF and PACF plots.I fit the model on the stationarized TS or the residual (i got from seasonal_decompose). Gladly, i also got a prediction.
But now my problem is that my prediction is also stationary. I need a trend and seasonal cycles on it. Lets say I have data for time t1-t100 and i need to predict from t101-t110. The prediction for t101-t110 is stationary, and I have no idea how to project it on the trendline and include the cycles.
Can someone explain how I can include the prediction and the components from the seasonal_decompose function to get the desired results.
来源:https://stackoverflow.com/questions/38617952/projecting-time-series-predictions-on-trend-line-and-including-seasonality-pyth