时间序列-前移验证

时间序列-前移验证 (Time Series - Walk Forward Validation)

In time series modelling, the predictions over time become less and less accurate and hence it is a more realistic approach to re-train the model with actual data as it gets available for further predictions. Since training of statistical models are not time consuming, walk-forward validation is the most preferred solution to get most accurate results.

在时间序列建模中，随着时间的推移，预测变得越来越不准确，因此，当模型可用于进一步的预测时，采用实际数据重新训练模型是一种更为现实的方法。 由于训练统计模型并不耗时，因此，前向验证是获得最准确结果的最优选解决方案。

Let us apply one step walk forward validation on our data and compare it with the results we got earlier.

让我们对数据进行一步向前验证，并将其与我们之前获得的结果进行比较。

In [333]:

在[333]中：

prediction = []
data = train.values
for t In test.values:
   model = (