【发布时间】:2015-10-31 07:01:39
【问题描述】:
似乎每当我运行ARIMA.fit() 时,我总是会从卡尔曼滤波器中得到一个标准输出:
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RUNNING THE L-BFGS-B CODE
* * *
Machine precision = 2.220D-16
N = 1 M = 12
This problem is unconstrained.
At X0 0 variables are exactly at the bounds
At iterate 0 f= 5.60459D-01 |proj g|= 2.22045D-08
* * *
Tit = total number of iterations
Tnf = total number of function evaluations
Tnint = total number of segments explored during Cauchy searches
Skip = number of BFGS updates skipped
Nact = number of active bounds at final generalized Cauchy point
Projg = norm of the final projected gradient
F = final function value
* * *
N Tit Tnf Tnint Skip Nact Projg F
1 1 3 1 0 0 0.000D+00 5.605D-01
F = 0.560459405131994
CONVERGENCE: NORM_OF_PROJECTED_GRADIENT_<=_PGTOL
Cauchy time 0.000E+00 seconds.
Subspace minimization time 0.000E+00 seconds.
Line search time 0.000E+00 seconds.
Total User time 0.000E+00 seconds.
似乎没有一个明显的参数可以传递给 fit 来隐藏这个输出。如何隐藏此输出?
【问题讨论】:
-
尝试将
disp=0添加到fit调用中。iprint=0也会抑制 lbfgsb 日志文件,希望如此。 -
arima.fit(disp=0)成功了。谢谢!
标签: python statsmodels scientific-computing