python - 添加自动回归项后 pydlm 错误

Question

from pydlm import dlm, trend, seasonality, autoReg

global simple_dlm
tempResult=[]
finalDataFrame=updatedDataFrame
finalDataFrame=finalDataFrame.loc[:, (finalDataFrame != 
finalDataFrame.ix[0]).any()] 
linear_trend = trend(degree=1, name='linear_trend', discount=0.99, 
w=1e7)
seasonal24 = seasonality(period=24, name='seasonal24', discount=0.99, 
w=1e7)
AR1 = autoReg(degree=1,data=finalDataFrame['Speciality'], 
discount=0.99, name='ar3', w=1e7)
AR3 = autoReg(degree=3,data=finalDataFrame['Speciality'], 
discount=0.99, name='ar1', w=1e7)

simple_dlm = 
dlm(finalDataFrame.values.tolist())+linear_trend+seasonal24+AR3+ AR1
simple_dlm.fitForwardFilter()
simple_dlm.fitBackwardSmoother()
simple_dlm.fit()
predicted=simple_dlm.predictN(date=simple_dlm.n-1,N=72)

在 PredictN 函数上，我收到错误“dlm”对象没有属性“predictStatus”。在排除模型正在执行的 autoReg 项时，

Answer 1

感谢您提出问题。该错误已在 pydlm 当前 Github 版本中修复。 https://github.com/wwrechard/pydlm

谢谢!