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我需要获得最好的估算器,例如 AIC、BIC

import pmdarima as pm
pipe = Pipeline([
            ("fourier", FourierFeaturizer(m=12, k=4)),
            ("arima",   pm.AutoARIMA(start_p=1, d=None, start_q=1, max_p=4,
                        max_d=3, max_q=4, start_P=1, D=None, start_Q=1, max_P=2,
                        max_D=1, max_Q=2, max_order=10, m=12, seasonal=False,
                        stationary=False, information_criterion='aic', alpha=0.05,
                        ))])


    pipe.fit(y_train,X_train)
    pipe.summary()

摘要:输出 Python

如何获取估算器值?谢谢

4

1 回答 1

0

尝试这个:

pipe.steps[-1][1].model_.aic()
于 2020-05-30T15:36:24.630 回答