时间序列--保存ARIMA

原来的模块有bug

from pandas import Series
from statsmodels.tsa.arima_model import ARIMA
from statsmodels.tsa.arima_model import ARIMAResults

# monkey patch around bug in ARIMA class
def __getnewargs__(self):
	return ((self.endog),(self.k_lags, self.k_diff, self.k_ma))
ARIMA.__getnewargs__ = __getnewargs__

# load data
series = Series.from_csv('daily-total-female-births.csv', header=0)
# prepare data
X = series.values
X = X.astype('float32')
# fit model
model = ARIMA(X, order=(1,1,1))
model_fit = model.fit()
# save model
model_fit.save('model.pkl')
# load model
loaded = ARIMAResults.load('model.pkl')

 加def-getnewargs

这样就没问题啦

https://machinelearningmastery.com/save-arima-time-series-forecasting-model-python/