WIND SPEED PREDICTION ARIMA Model

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Seemant Tiwari
Seemant Tiwari 2024-1-27
回答： Aman 2024-8-21
if the value of
p = 1
d = 1
q =1
Now i want to create ARIMA model
MD = ARIMA('AR', { }, 'MA' { }, 'SAR', { }, 'SMA' { }, 'D' ,.., 'SEASONALITY',.., 'CONSTANT',..,'VARIANCE',..)
Can anyone tell, how can we calculate these values?
Thank you

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回答（1 个）

Aman
Aman 2024-8-21
Ran in:
Hi Seemant,
As per my understanding, you want to find seasonal and non-seasonal coefficients values when the degree of non-seasonal coefficients is fixed for an ARIMA model.
In order to do so, you need to first create an ARIMA model with those fixed degrees and then need to fit that model to your data. Once you have fitted your model, you can find the coefficients values using the fitted model. You can refer to the below code, where I have done the same thing to find the AR parameter value.
rng(5);
y = rand(500,1);
mdl = arima(1,1,1);
estimation = estimate(mdl,y);
ARIMA(1,1,1) Model (Gaussian Distribution): Value StandardError TStatistic PValue __________ _____________ __________ __________ Constant 0.00033562 0.00055715 0.60238 0.54692 AR{1} 0.011387 0.044693 0.25479 0.79889 MA{1} -0.95989 0.012375 -77.568 0 Variance 0.087754 0.0083724 10.481 1.0519e-25
AR = estimation.AR{1};
disp("AR parameter estimated is " + string(AR));
AR parameter estimated is 0.011387
You can refer to the documentation below to learn more about the "estimate" function.
I hope it will help you to proceed with your workflow.

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