statsmodels是一個(gè)Python模塊，它提供對(duì)許多不同統(tǒng)計(jì)模型估計(jì)的類和函數(shù)，并且可以進(jìn)行統(tǒng)計(jì)測(cè)試和統(tǒng)計(jì)數(shù)據(jù)的探索。

# -*- encoding:utf-8 -*-import pandas as pd import matplotlib.pyplot as pltfrom statsmodels.tsa.holtwinters import ExponentialSmoothing# 1、對(duì)數(shù)據(jù)的預(yù)處理 input_data = open("ftproot.txt", mode='r').read().split("\n") time_data = [] for i in range(len(input_data)):time_data.append(input_data[i].split(",")) # 全部數(shù)據(jù) all_data = [] for i in range(len(time_data)):all_data.append(float(time_data[i][1])) # 分一部分出來作為train數(shù)據(jù) train_data = [] test_data = [] train_data.extend([all_data[i] for i in range(0, 1334)]) test_data.extend([all_data[i] for i in range(1334, len(all_data))])# 2、模型參數(shù) ets3 = ExponentialSmoothing(train_data, trend='add', seasonal='add', seasonal_periods=24) # 3、擬合模型 r3 = ets3.fit() # 4、預(yù)測(cè) pred3 = r3.predict(start=len(train_data), end=len(all_data)-1) # 5、畫圖，可以忽略 pd.DataFrame({'origin': test_data,'pred': pred3 }).plot(legend=True) plt.show() print(pred3)

參數(shù)：

Holt Winter's Exponential SmoothingParameters----------endog : array-likeTime seriestrend : {"add", "mul", "additive", "multiplicative", None}, optionalType of trend component.damped : bool, optionalShould the trend component be damped.seasonal : {"add", "mul", "additive", "multiplicative", None}, optionalType of seasonal component.seasonal_periods : int, optionalThe number of seasons to consider for the holt winters.Returns-------results : ExponentialSmoothing class Notes-----This is a full implementation of the holt winters exponential smoothing asper [1]. This includes all the unstable methods as well as the stable methods.The implementation of the library covers the functionality of the R library as much as possible whilst still being pythonic.

第一個(gè)endog，時(shí)間序列數(shù)據(jù)，array-like的形式。
第二個(gè)trend是趨勢(shì)，有三種可選項(xiàng)，就是加法趨勢(shì)、乘法趨勢(shì)還有None。
第三個(gè)damped是衰減，Boolean決定是否對(duì)趨勢(shì)進(jìn)行衰減。
第四個(gè)seasonal是季節(jié)性（周期），也是三種選項(xiàng)，加法、乘法還有None。
第五個(gè)seasonal_periods，季節(jié)性周期，int型，holt-winter要考慮的季節(jié)的數(shù)量。簡(jiǎn)單來說，多少點(diǎn)是一個(gè)周期？你可以設(shè)定為一天，一星期，一個(gè)月，一年等等

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