{"id":67,"date":"2024-07-19T07:04:30","date_gmt":"2024-07-18T23:04:30","guid":{"rendered":"http:\/\/123.60.176.65\/?p=67"},"modified":"2024-10-28T22:51:08","modified_gmt":"2024-10-28T14:51:08","slug":"%e5%88%a9%e7%94%a8%e6%97%b6%e5%ba%8f%e5%a4%a7%e6%a8%a1%e5%9e%8btimegpt%e8%bf%9b%e8%a1%8c%e8%82%a1%e4%bb%b7%e9%a2%84%e6%b5%8b","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2024\/07\/19\/%e5%88%a9%e7%94%a8%e6%97%b6%e5%ba%8f%e5%a4%a7%e6%a8%a1%e5%9e%8btimegpt%e8%bf%9b%e8%a1%8c%e8%82%a1%e4%bb%b7%e9%a2%84%e6%b5%8b\/","title":{"rendered":"\u5229\u7528\u65f6\u5e8f\u5927\u6a21\u578bTimeGPT\u8fdb\u884c\u80a1\u4ef7\u9884\u6d4b"},"content":{"rendered":"\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"http:\/\/123.60.176.65\/wp-content\/uploads\/2024\/06\/4-1024x567.jpg\" alt=\"\" class=\"wp-image-68\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\ud83d\udca1\u60f3\u8c61\u4e00\u4e0b\uff0c<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u5982\u679c\u63d0\u524d\u77e5\u9053\u80a1\u4ef7\u7684\u8d70\u52bf\uff0c\u662f\u4e0d\u662f\u611f\u89c9\u81ea\u5df1\u4eff\u4f5b\u62e5\u6709\u4e86\u6295\u8d44\u7684\u201c\u91d1\u624b\u6307\u201d<\/mark>\ud83d\udc46 \u3002\u90a3\u4e48\u63a5\u4e0b\u6765\u7684\u8fd9\u4e2aGPT\u5c31\u8ba9\u5176\u6210\u4e3a\u4e86\u53ef\u80fd\u3002\u4ecb\u7ecd\u5982\u4e0b\uff1aTimeGPT \u4e43\u662f\u7531 Nixtla \u6240\u5f00\u53d1\u7684\u4e00\u6b3e\u4e13\u95e8\u670d\u52a1\u4e8e\u9884\u6d4b\u4efb\u52a1\u7684\u751f\u6210\u5f0f\u9884\u8bad\u7ec3 Transformer \u6a21\u578b\u3002TimeGPT \u662f\u5728\u8fc4\u4eca\u4e3a\u6b62\u89c4\u6a21\u6700\u5927\u7684\u6570\u636e\u96c6\u4e0a\u63a5\u53d7\u8bad\u7ec3\u7684\uff0c\u6b64\u6570\u636e\u96c6\u6db5\u76d6\u4e86\u8d85\u8fc7 1000 \u4ebf\u884c\u7684\u91d1\u878d\u3001\u5929\u6c14\u3001\u80fd\u6e90\u4ee5\u53ca\u7f51\u7edc\u6570\u636e\u3002\u8be5\u5de5\u5177\u80fd\u591f\u5728\u77ed\u77ed\u51e0\u79d2\u949f\u4e4b\u5185\u8bc6\u522b\u51fa\u6a21\u5f0f\uff0c\u5e76\u5bf9\u672a\u6765\u7684\u6570\u636e\u70b9\u8fdb\u884c\u9884\u6d4b\u3002\u5728\u672c\u6587\u5f53\u4e2d\uff0c<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u6211\u4eec\u501f\u52a9 Nixtla \u7684 nixtlats \u6846\u67b6\uff0c\u8fbe\u6210\u4e86\u4e00\u4e2a\u5c06 TimeGPT \u5e94\u7528\u4e8e\u80a1\u7968\u4ef7\u683c\u9884\u6d4b\u7684\u7b80\u6613\u5b9e\u4f8b\u3002<\/mark> <\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001TimeGPT\u4ecb\u7ecd<\/strong><\/h2>\n\n\n\n<p>TimeGPT\u662f\u4e00\u79cd\u521b\u65b0\u7684\u65f6\u95f4\u5e8f\u5217\u9884\u6d4b\u6a21\u578b\uff0c\u5b83\u4ee3\u8868\u4e86\u5c06\u6df1\u5ea6\u5b66\u4e60\u6280\u672f\u5e94\u7528\u4e8e\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u7684\u524d\u6cbf\u5c1d\u8bd5\u3002\u4f5c\u4e3a\u4e00\u4e2a\u57fa\u4e8e\u751f\u6210\u5f0f\u9884\u8bad\u7ec3Transformer\uff08Generative Pre-trained Transformer, GPT\uff09\u7684\u6a21\u578b\uff0cTimeGPT\u7684\u6838\u5fc3\u7406\u5ff5\u662f\u5229\u7528\u5927\u6570\u636e\u96c6\u8fdb\u884c\u6df1\u5ea6\u8bad\u7ec3\uff0c\u4ece\u800c\u5b9e\u73b0\u5bf9\u590d\u6742\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u7684\u9ad8\u7cbe\u5ea6\u9884\u6d4b\u3002\u8be5\u6a21\u578b\u7684\u7a81\u7834\u6027\u5728\u4e8e\u5176\u72ec\u7279\u7684\u80fd\u529b\uff0c\u53ef\u4ee5<strong>\u5904\u7406\u5404\u79cd\u7c7b\u578b\u7684\u65f6\u95f4\u5e8f\u5217\u6570\u636e<\/strong>\uff0c\u5305\u62ec\u4f46\u4e0d\u9650\u4e8e\u91d1\u878d\u3001\u5929\u6c14\u3001\u80fd\u6e90\u548c\u7f51\u7edc\u6570\u636e\u3002\u901a\u8fc7\u5728<strong>\u8d85\u8fc71000\u4ebf\u884c<\/strong>\u6570\u636e\u4e0a\u7684\u8bad\u7ec3\uff0cTimeGPT\u5c55\u793a\u4e86\u5982\u4f55\u5728\u77ed\u65f6\u95f4\u5185\u8bc6\u522b\u51fa\u6a21\u5f0f\u5e76\u9884\u6d4b\u672a\u6765\u7684\u6570\u636e\u70b9\uff0c\u540c\u65f6\u663e\u8457\u964d\u4f4e\u8ba1\u7b97\u590d\u6742\u6027\u3002TimeGPT\u7684\u67b6\u6784\u7279\u522b\u8bbe\u8ba1\u7528\u4e8e\u9002\u5e94\u4e0d\u540c\u7684\u8f93\u5165\u5927\u5c0f\u548c\u9884\u6d4b\u65f6\u6bb5\uff0c\u5176\u6838\u5fc3\u662f\u4e00\u4e2a\u9ad8\u6548\u7684Transformer\u7f51\u7edc\u3002\u8fd9\u79cd\u67b6\u6784\u5141\u8bb8\u6a21\u578b\u5b66\u4e60\u548c\u7406\u89e3\u6570\u636e\u4e2d\u7684\u957f\u671f\u4f9d\u8d56\u6027\uff0c\u8fd9\u5728\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u4e2d\u81f3\u5173\u91cd\u8981\u3002\u6b64\u5916\uff0cTimeGPT\u7684\u521b\u65b0\u6027\u8fd8\u4f53\u73b0\u5728\u5176\u8bad\u7ec3\u8fc7\u7a0b\u4e2d\uff0c\u6a21\u578b\u4e0d\u4ec5\u8981\u5728\u5927\u89c4\u6a21\u6570\u636e\u96c6\u4e0a\u8bad\u7ec3\u4ee5\u83b7\u5f97\u5e7f\u6cdb\u7684\u65f6\u95f4\u5e8f\u5217\u8ba4\u77e5\uff0c\u8fd8\u8981\u80fd\u591f\u6700\u5c0f\u5316\u9884\u6d4b\u8bef\u5dee\u3002\u603b\u4f53\u6765\u8bf4\uff0cTimeGPT\u7684\u5f00\u53d1\u6807\u5fd7\u7740\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u9886\u57df\u7684\u4e00\u4e2a\u91cd\u8981\u8f6c\u6298\u70b9\u3002\u5b83\u4e0d\u4ec5\u5c55\u793a\u4e86\u5927\u578b\u65f6\u95f4\u5e8f\u5217\u6a21\u578b\u5728\u63d0\u9ad8\u9884\u6d4b\u7cbe\u5ea6\u548c\u51cf\u5c11\u4e0d\u786e\u5b9a\u6027\u65b9\u9762\u7684\u6f5c\u529b\uff0c\u800c\u4e14\u5f3a\u8c03\u4e86\u6df1\u5ea6\u5b66\u4e60\u5728\u672a\u6765\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u4e2d\u7684\u91cd\u8981\u89d2\u8272\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"http:\/\/123.60.176.65\/wp-content\/uploads\/2024\/06\/640-7-1024x423.webp\" alt=\"\" class=\"wp-image-77\"\/><\/figure>\n\n\n\n<p>TimeGPT\u91c7\u7528\u4e86\u5b8c\u6574\u7684\u7f16\u7801\u5668-\u89e3\u7801\u5668Transformer\u67b6\u6784\uff0c\u8fd9\u79cd\u67b6\u6784\u5141\u8bb8\u6a21\u578b\u6709\u6548\u5730\u5904\u7406\u590d\u6742\u7684\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u3002\u5728\u8fd9\u4e2a\u67b6\u6784\u4e2d\uff0c\u8f93\u5165\u53ef\u4ee5\u662f\u5386\u53f2\u6570\u636e\u7a97\u53e3\uff0c\u4e5f\u53ef\u4ee5\u5305\u62ec\u5916\u751f\u6570\u636e\u7a97\u53e3\u3002\u8fd9\u79cd\u7075\u6d3b\u7684\u8f93\u5165\u673a\u5236\u4f7fTimeGPT\u80fd\u591f\u9002\u5e94\u591a\u79cd\u4e0d\u540c\u7c7b\u578b\u7684\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u4efb\u52a1\u3002\u5728\u6a21\u578b\u5185\u90e8\uff0c\u8f93\u5165\u9996\u5148\u88ab\u8f93\u5165\u5230\u7f16\u7801\u5668\u90e8\u5206\u3002\u7f16\u7801\u5668\u5229\u7528\u5185\u90e8\u7684\u6ce8\u610f\u529b\u673a\u5236\u4ece\u8f93\u5165\u4e2d\u5b66\u4e60\u548c\u8bc6\u522b\u4e0d\u540c\u7684\u5c5e\u6027\u548c\u6a21\u5f0f\u3002\u5b66\u4e60\u5230\u7684\u4fe1\u606f\u968f\u540e\u88ab\u4f20\u9012\u5230\u89e3\u7801\u5668\uff0c\u89e3\u7801\u5668\u4f7f\u7528\u8fd9\u4e9b\u4fe1\u606f\u6765\u751f\u6210\u9884\u6d4b\u3002\u8fd9\u4e2a\u8fc7\u7a0b\u6301\u7eed\u8fdb\u884c\uff0c\u76f4\u5230\u8fbe\u5230\u7528\u6237\u8bbe\u5b9a\u7684\u9884\u6d4b\u8303\u56f4\u957f\u5ea6\u3002\u4e00\u4e2a\u5173\u952e\u7684\u7279\u6027\u662fTimeGPT\u5728\u6a21\u578b\u4e2d\u5b9e\u73b0\u4e86<strong>\u9002\u5f62\u9884\u6d4b\uff08conformal prediction\uff09<\/strong>\uff0c\u8fd9\u5141\u8bb8\u6a21\u578b\u57fa\u4e8e\u5386\u53f2\u8bef\u5dee\u4f30\u8ba1\u6765\u9884\u6d4b\u533a\u95f4\u3002\u8fd9\u4e0d\u4ec5\u589e\u5f3a\u4e86\u6a21\u578b\u7684\u9884\u6d4b\u51c6\u786e\u6027\uff0c\u800c\u4e14\u63d0\u9ad8\u4e86\u5176\u5728<strong>\u5f02\u5e38\u68c0\u6d4b\u65b9\u9762<\/strong>\u7684\u80fd\u529b\u3002\u4f8b\u5982\uff0c\u5982\u679c\u4e00\u4e2a\u6570\u636e\u70b9\u843d\u572899%\u7684\u7f6e\u4fe1\u533a\u95f4\u4e4b\u5916\uff0c\u6a21\u578b\u53ef\u4ee5\u5c06\u5176\u6807\u8bb0\u4e3a\u5f02\u5e38\uff0c\u8fd9\u5bf9\u4e8e\u98ce\u9669\u7ba1\u7406\u548c\u65e9\u671f\u8b66\u62a5\u7cfb\u7edf\u975e\u5e38\u6709\u4ef7\u503c\u3002\u6b64\u5916\uff0cTimeGPT\u4f5c\u4e3a\u4e00\u4e2a\u9884\u8bad\u7ec3\u7684\u6a21\u578b\uff0c\u5b83\u53ef\u4ee5\u5728\u6ca1\u6709\u7279\u5b9a\u9488\u5bf9\u65b0\u6570\u636e\u7684\u8bad\u7ec3\u7684\u60c5\u51b5\u4e0b\u751f\u6210\u9884\u6d4b\uff0c\u540c\u65f6\u8fd8\u652f\u6301\u6839\u636e\u7279\u5b9a\u6570\u636e\u8fdb\u884c\u5fae\u8c03\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e8c\u3001\u73af\u5883\u914d\u7f6e<\/h2>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"http:\/\/123.60.176.65\/wp-content\/uploads\/2024\/06\/640-6-1.webp\" alt=\"\" class=\"wp-image-76\"\/><\/figure>\n\n\n\n<p>\u672c\u5730\u73af\u5883\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"><code>Python&nbsp;3.8<\/code><code>IDE:VScode<\/code><\/pre>\n\n\n\n<p>\u5e93\u7248\u672c\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"><code>Nixtla version: 0.5.1<\/code><code>Pandas version: 2.0.3<\/code><code>Matplotlib version: 3.7.5<\/code><code>NumPy version: 1.24.4<\/code><code>Scikit-learn version: 1.3.2<\/code><\/pre>\n\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e09\u3001\u4ee3\u7801\u5b9e\u73b0<\/h2>\n\n\n\n<p><strong>\u83b7\u53d6API token<\/strong>\u5728\u4f7f\u7528TimeGPT\u4e4b\u524d\uff0c\u9700\u8981\u5148\u53bbNixtla\u5b98\u7f51\u6ce8\u518c\u8d26\u53f7\u5e76\u83b7\u53d6API token\uff1ahttps:\/\/docs.nixtla.io\/docs\uff0c\u5982\u4e0b\u56fe\u6240\u793a\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"http:\/\/123.60.176.65\/wp-content\/uploads\/2024\/06\/640-5-1-1024x312.webp\" alt=\"\" class=\"wp-image-75\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"http:\/\/123.60.176.65\/wp-content\/uploads\/2024\/06\/640-4-1-1024x336.webp\" alt=\"\" class=\"wp-image-74\"\/><\/figure>\n\n\n\n<p>\u4e4b\u540e\u5728\u63a7\u5236\u53f0\u4e2d\u521b\u5efaAPI key\uff0c\u76ee\u524dAPI\u7684\u8c03\u7528\u652f\u6301\u6bcf\u5206\u949f200\u6b21\u7684\u8c03\u7528\uff0c\u540e\u7eedTimeGPT\u4f1a\u8bbe\u7f6e\u4e00\u4e9b\u8c03\u7528\u6536\u8d39\u7684\u89c4\u5219:<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"http:\/\/123.60.176.65\/wp-content\/uploads\/2024\/06\/640-3-1-1024x287.webp\" alt=\"\" class=\"wp-image-73\"\/><\/figure>\n\n\n\n<p>\u5177\u4f53TimeGPT\u7684\u5176\u4ed6\u7528\u6cd5\uff0c\u5305\u62ec\u5f02\u5e38\u68c0\u6d4b\uff0c\u4e0d\u89c4\u5219\u65f6\u95f4\u9884\u6d4b\u4ee5\u53ca\u5fae\u8c03\u7b49\u540c\u6837\u4e5f\u53ef\u4ee5\u5728\u5b83\u7684\u6587\u6863\u4e2d\u67e5\u770b\uff1a<br>https:\/\/docs.nixtla.io\/docs\/getting-started-about_timegpt<br><strong>\u4ee3\u7801\u5b9e\u73b0<\/strong>\u5728\u8fdb\u884cTimeGPT\u7684\u4f7f\u7528\u4e4b\u524d\uff0c\u9700\u8981\u5148\u5b89\u88c5nixtla\u5e93\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>pip&nbsp;install&nbsp;nixtla<\/code><\/pre>\n\n\n\n<p>\u5bfc\u5165\u5fc5\u8981\u7684\u5e93\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"><code>from nixtla import NixtlaClient<\/code><code>import pandas as pd<\/code><code>import matplotlib.pyplot as plt<\/code><code>import numpy as np<\/code><code>from sklearn.metrics import mean_absolute_error, mean_squared_error<\/code><\/pre>\n\n\n\n<p>\u5c06\u7533\u8bf7\u7684Token\u586b\u5165NixlaClient\u8fdb\u884c\u521d\u59cb\u5316\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"><code>nixtla_client&nbsp;=&nbsp;NixtlaClient(api_key&nbsp;=&nbsp;'Your Token')<\/code><code>nixtla_client.validate_api_key()<\/code><\/pre>\n\n\n\n<p>\u5982\u679ctoken\u6ca1\u6709\u95ee\u9898\uff0c\u5219\u4f1a\u663e\u793a\uff1a<strong><\/strong><\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>INFO:nixtla.nixtla_client:Happy&nbsp;Forecasting!&nbsp;:),&nbsp;If&nbsp;you&nbsp;have&nbsp;questions&nbsp;or&nbsp;need&nbsp;support,&nbsp;please&nbsp;email&nbsp;ops@nixtla.io<\/code><\/pre>\n\n\n\n<p>\u8fd9\u91cc\u80a1\u4ef7\u9884\u6d4b\u7684\u4f8b\u5b50\u7528\u5230\u7684\u662f\u6d66\u53d1\u94f6\u884csh.60000\u7684\u4e94\u5206\u949f\u7ea7\u522b\u6570\u636e\uff0c\u7528\u524d60\u4e2a\u65f6\u95f4\u70b9\u6765\u9884\u6d4b\u540e5\u4e2a\u65f6\u95f4\u70b9\u7684\u4ef7\u683c\u8d8b\u52bf\u3002<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"><code>input_size = 5 * 12<\/code><code>horizon = 5<\/code><code>window_size = input_size + horizon<\/code><code>df = pd.read_csv('.\/SH600001.csv')[:2000]<\/code><code>windows&nbsp;=&nbsp;create_windows(df,&nbsp;window_size,&nbsp;horizon)<\/code><\/pre>\n\n\n\n<p>\u7531\u4e8eTimeGPT\u7684\u8f93\u5165\u5f62\u5f0f\u9700\u8981\u662fDataframe\u7684\u6570\u636e\u683c\u5f0f\uff0c\u6240\u4ee5\u8fd9\u91cc\u5148\u624b\u52a8\u5b9e\u73b0\u4e00\u4e2a\u6784\u5efa\u6ed1\u52a8\u7a97\u53e3\u7684\u65b9\u5f0f\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"><code>def create_windows(df, window_size, overlap):<\/code><code>    \"\"\"<\/code><code>    \u5c06\u65f6\u95f4\u5e8f\u5217\u7684 DataFrame \u8f6c\u6362\u4e3a\u591a\u4e2a\u91cd\u53e0\u7684\u7a97\u53e3<\/code><code>\u200b<\/code><code>    :param df: \u8f93\u5165\u7684\u65f6\u95f4\u5e8f\u5217 DataFrame<\/code><code>    :param window_size: \u7a97\u53e3\u7684\u5927\u5c0f<\/code><code>    :param overlap: \u7a97\u53e3\u4e4b\u95f4\u7684\u91cd\u53e0\u5927\u5c0f<\/code><code>    :return: \u5305\u542b\u6bcf\u4e2a\u7a97\u53e3 DataFrame \u7684\u5217\u8868<\/code><code>    \"\"\"<\/code><code>    step_size = window_size - overlap<\/code><code>    windows = []<\/code><code>\u200b<\/code><code>    for start in range(0, len(df) - window_size + 1, step_size):<\/code><code>        end = start + window_size<\/code><code>        window = df.iloc[start:end]<\/code><code>        windows.append(window)<\/code><code>\u200b<\/code><code>    return windows<\/code><\/pre>\n\n\n\n<p>\u4e4b\u540e\u8c03\u7528TimeGPT\u8fdb\u884c\u9884\u6d4b\uff0c\u8fd9\u91cc\u8fdb\u884c\u9884\u6d4b\u65f6\u662f\u901a\u8fc7TimeGPT\u7684\u96f6\u6837\u672c\u63a8\u7406\u65b9\u5f0f\u8fdb\u884c\u9884\u6d4b\u7684\uff0c\u5373\u6ca1\u6709\u518d\u9488\u5bf9\u7279\u5b9a\u6570\u636e\u7684\u8bad\u7ec3\uff0c\u800c\u662f\u901a\u8fc7\u5927\u91cf\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u8bad\u7ec3\u540e\u4e60\u5f97\u7684\u80fd\u529b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"><code>prediction_list = []<\/code><code>ground_truth_list = []<\/code><code>\u200b<\/code><code>for df in windows:<\/code><code>    input_df = df[:input_size]<\/code><code>    timegpt_fcst_df = nixtla_client.forecast(df=input_df, h=horizon, freq='5T', time_col='Date', target_col='Close', model='timegpt-1')<\/code><code>    prediction = timegpt_fcst_df['TimeGPT'].values<\/code><code>    ground_truth = input_df['Close'].values[-horizon:]<\/code><code>    prediction_list.append(prediction)<\/code><code>    ground_truth_list.append(ground_truth)<\/code><\/pre>\n\n\n\n<p>\u5176\u4e2d\uff0cforecast\u51fd\u6570\u4e2d\u7684\u4e3b\u8981\u53c2\u6570\u7684\u7528\u6cd5\u5982\u4e0b\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>df\uff1a\u7528\u4e8e\u8f93\u5165\u7684pandas.DataFrame\u3002\u81f3\u5c11\u5305\u542b\u4ee5\u4e0b\u5217\uff1a\n<ul class=\"wp-block-list\">\n<li>time_col\uff1a\u5728 df \u4e2d\u5305\u542b\u65f6\u95f4\u5e8f\u5217\u7684\u65f6\u95f4\u7d22\u5f15\u7684\u5217\u540d\u3002\u8fd9\u901a\u5e38\u662f\u4e00\u4e2a\u5177\u6709\u89c4\u5f8b\u95f4\u9694\u7684\u65e5\u671f\u65f6\u95f4\u5217\uff0c\u4f8b\u5982\uff0c\u6bcf\u5c0f\u65f6\u3001\u6bcf\u65e5\u3001\u6bcf\u6708\u7684\u6570\u636e\u70b9\u3002<\/li>\n\n\n\n<li>target_col\uff1a\u5728 df \u4e2d\u5305\u542b\u65f6\u95f4\u5e8f\u5217\u76ee\u6807\u53d8\u91cf\u7684\u5217\u540d\u3002<\/li>\n\n\n\n<li>id_col\uff1a\u5728 df \u4e2d\u7528\u4e8e\u8bc6\u522b\u552f\u4e00\u65f6\u95f4\u5e8f\u5217\u7684\u5217\u540d\u3002\u6b64\u5217\u4e2d\u7684\u6bcf\u4e2a\u552f\u4e00\u503c\u5bf9\u5e94\u4e00\u4e2a\u72ec\u7279\u7684\u65f6\u95f4\u5e8f\u5217\uff0c\u7528\u4e8e\u533a\u522b\u591a\u6761\u65f6\u95f4\u5e8f\u5217\u7684\u9884\u6d4b\u3002<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li>h\uff1a\u9884\u6d4b\u7684\u65f6\u95f4\u6b65\u6570\u3002<\/li>\n\n\n\n<li>freq\uff1a\u6570\u636e\u7684\u9891\u7387\u3002\u9ed8\u8ba4\u60c5\u51b5\u4e0b\uff0c\u9891\u7387\u5c06\u88ab\u81ea\u52a8\u63a8\u65ad\u3002<\/li>\n\n\n\n<li>id_col\uff08\u9ed8\u8ba4\u503c=&#8217;unique_id&#8217;\uff09\uff1a\u7528\u4e8e\u8bc6\u522b\u6bcf\u4e2a\u65f6\u95f4\u5e8f\u5217\u7684\u5217\u3002<\/li>\n\n\n\n<li>time_col\uff08\u9ed8\u8ba4\u503c=&#8217;ds&#8217;\uff09\uff1a\u7528\u4e8e\u8bc6\u522b\u65f6\u95f4\u6233\uff0c\u5176\u503c\u53ef\u4ee5\u662f\u65f6\u95f4\u6233\u6216\u6574\u6570\u3002<\/li>\n\n\n\n<li>target_col\uff08\u9ed8\u8ba4\u503c=&#8217;y&#8217;\uff09\uff1a\u5305\u542b\u76ee\u6807\u503c\u7684\u5217\u3002<\/li>\n\n\n\n<li>X_df\uff08\u53ef\u9009\uff0c\u9ed8\u8ba4\u503c=None\uff09\uff1a\u5305\u542b [&#8216;unique_id&#8217;, &#8216;ds&#8217;] \u5217\u548c df \u7684\u672a\u6765\u5916\u751f\u53d8\u91cf\u7684 DataFrame\u3002<\/li>\n\n\n\n<li>level\uff08\u53ef\u9009\uff0c\u9ed8\u8ba4\u503c=None\uff09\uff1a\u9884\u6d4b\u533a\u95f4\u7684\u7f6e\u4fe1\u6c34\u5e73\u5217\u8868\uff0c\u8303\u56f4\u57280\u5230100\u4e4b\u95f4\u3002<\/li>\n\n\n\n<li>quantiles\uff08\u53ef\u9009\uff0c\u9ed8\u8ba4\u503c=None\uff09\uff1a\u8981\u9884\u6d4b\u7684\u5206\u4f4d\u6570\u5217\u8868\uff0c\u8303\u56f4\u5728 (0, 1) \u4e4b\u95f4\u3002<\/li>\n\n\n\n<li>finetune_steps\uff08\u9ed8\u8ba4\u503c=0\uff09\uff1a\u7528\u4e8e\u5728\u65b0\u6570\u636e\u4e2d\u5fae\u8c03 TimeGPT \u7684\u6b65\u6570\u3002<\/li>\n\n\n\n<li>finetune_loss\uff08\u9ed8\u8ba4\u503c=&#8217;default&#8217;\uff09\uff1a\u7528\u4e8e\u5fae\u8c03\u7684\u635f\u5931\u51fd\u6570\u3002\u9009\u9879\u5305\u62ec\uff1adefault, mae, mse, rmse, mape, \u548c smape\u3002<\/li>\n\n\n\n<li>clean_ex_first\uff08\u9ed8\u8ba4\u503c=True\uff09\uff1a\u4f7f\u7528 TimeGPT \u8fdb\u884c\u9884\u6d4b\u524d\u6e05\u7406\u5916\u751f\u4fe1\u53f7\u3002<\/li>\n\n\n\n<li>add_history\uff08\u9ed8\u8ba4\u503c=False\uff09\uff1a\u8fd4\u56de\u6a21\u578b\u7684\u62df\u5408\u503c\u3002<\/li>\n\n\n\n<li>date_features\uff08\u53ef\u9009\uff0c\u9ed8\u8ba4\u503c=False\uff09\uff1a\u4ece\u65e5\u671f\u8ba1\u7b97\u5f97\u51fa\u7684\u7279\u5f81\u3002\u53ef\u4ee5\u662f pandas \u65e5\u671f\u5c5e\u6027\u6216\u5c06\u65e5\u671f\u4f5c\u4e3a\u8f93\u5165\u7684\u51fd\u6570\u3002\u5982\u679c\u4e3a True\uff0c\u5219\u81ea\u52a8\u6dfb\u52a0\u5bf9\u4e8e df \u7684\u9891\u7387\u6700\u5e38\u7528\u7684\u65e5\u671f\u7279\u5f81\u3002<\/li>\n\n\n\n<li>date_features_to_one_hot\uff08\u9ed8\u8ba4\u503c=True\uff09\uff1a\u5bf9\u8fd9\u4e9b\u65e5\u671f\u7279\u5f81\u5e94\u7528\u4e00\u952e\u70ed\u7f16\u7801\u3002\u5982\u679cdate_features=True\uff0c\u5219\u9ed8\u8ba4\u5bf9\u6240\u6709\u65e5\u671f\u7279\u5f81\u8fdb\u884c\u4e00\u952e\u70ed\u7f16\u7801\u3002<\/li>\n\n\n\n<li>model\uff08\u9ed8\u8ba4\u503c=&#8217;timegpt-1&#8217;\uff09\uff1a\u4f5c\u4e3a\u4f7f\u7528\u7684\u6a21\u578b\u3002\u9009\u9879\u5305\u62ec\uff1atimegpt-1, \u548c timegpt-1-long-horizon\u3002\u5982\u679c\u5e0c\u671b\u9884\u6d4b\u8d85\u8fc7\u4e00\u4e2a\u5b63\u8282\u671f\u95f4\u7684\u6570\u636e\uff0c\u63a8\u8350\u4f7f\u7528 timegpt-1-long-horizon \u8fdb\u884c\u9884\u6d4b\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u5c06\u9884\u6d4b\u7684\u6570\u636e\u548c\u771f\u5b9e\u503c\u8fdb\u884c\u53ef\u89c6\u5316\uff0c\u53ef\u4ee5\u770b\u51faTimeGPT\u62df\u5408\u51fa\u4e86\u4e00\u4e9b\u8d8b\u52bf\u4fe1\u606f\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"http:\/\/123.60.176.65\/wp-content\/uploads\/2024\/06\/640-2-1.webp\" alt=\"\" class=\"wp-image-72\"\/><\/figure>\n\n\n\n<p>\u76ee\u524dTimeGPT\u8fd8\u4e0d\u652f\u6301\u5386\u53f2\u5916\u751f\u53d8\u91cf\u7684\u5f15\u5165\uff0c\u53ea\u652f\u6301\u672a\u6765\u5916\u751f\u53d8\u91cf\uff0c\u5373\u672a\u6765\u53ef\u77e5\u7684\u4fe1\u606f\uff0c\u4f8b\u5982\u8282\u5047\u65e5\uff0c\u5929\u6c14\u7b49\u3002\u5982\u679c\u60f3\u5f15\u5165\u5386\u53f2\u5916\u751f\u53d8\u91cf\uff0c\u5219\u9700\u8981\u5148\u5bf9\u5386\u53f2\u5916\u751f\u53d8\u91cf\u8fdb\u884c\u9884\u6d4b\uff0c\u5f97\u5230\u5b83\u4eec\u7684\u672a\u6765\u503c\u4f5c\u4e3aforecast\u51fd\u6570\u4e2dX_df\u53c2\u6570\u6765\u4f20\u9012\u8fdb\u53bb\u3002<br>\u4e0b\u9762\u5c55\u793a\u4e86\u6d66\u53d1\u94f6\u884csh.60000\u5929\u7ea7\u522b\u7684\u6570\u636e\u7684\u9884\u6d4b\u6548\u679c\u3002\u5176\u4e2d\u7528\u524d300\u5929\u6765\u9884\u6d4b\u540e50\u5929\uff0c\u5e76\u8bbe\u7f6e\u4e8680\uff0c90 level\u7684\u7f6e\u4fe1\u533a\u95f4\u3002\u7531\u4e8e\u6d89\u53ca\u5230\u4e86\u957f\u5468\u671f\u9884\u6d4b\uff0c\u8fd9\u91cc\u7528\u5230\u7684\u6a21\u578b\u662ftimegpt\u7684\u957f\u5468\u671f\u9884\u6d4b\u7248\u672ctimegpt-1-long-horizon\uff0c\u7136\u540e\u8c03\u7528\u5176\u5185\u90e8\u7684\u63a5\u53e3\u5bf9\u5176\u8fdb\u884c\u53ef\u89c6\u5316\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"><code>all_df = pd.read_csv('.\/SH600000_Day.csv')[:350]<\/code><code>input_df = all_df[:300]<\/code><code>horizon=50<\/code><code>\u200b<\/code><code>timegpt_fcst_df = nixtla_client.forecast(df=input_df, h=horizon, freq='B', time_col='Date', target_col='Close', model='timegpt-1-long-horizon', level=[80, 90])<\/code><code>nixtla_client.plot(df=all_df, forecasts_df=timegpt_fcst_df, level=[80, 90], time_col='Date', target_col='Close')<\/code><\/pre>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"http:\/\/123.60.176.65\/wp-content\/uploads\/2024\/06\/640-1-1-1024x169.webp\" alt=\"\" class=\"wp-image-71\"\/><\/figure>\n\n\n\n<p>\u7531\u4e8e\u80a1\u7968\u7684\u957f\u5468\u671f\u9884\u6d4b\u96be\u5ea6\u8f83\u5927\uff0cTimeGPT\u4ec5\u80fd\u62df\u5408\u51fa\u5927\u81f4\u7684\u8d8b\u52bf\u3002\u4e3a\u4e86\u63d0\u5347\u9884\u6d4b\u7cbe\u5ea6\uff0c\u53ef\u4ee5\u5728forecast\u51fd\u6570\u4e2d\u6307\u5b9a\u5fae\u8c03\u7684\u6b65\u6570\u3002\u5728\u6b64\u793a\u4f8b\u4e2d\uff0c\u6211\u4eec\u5c06fintune_steps\u8bbe\u7f6e\u4e3a20\uff0c\u7136\u540e\u8fdb\u884c\u9884\u6d4b\u3002\u7ecf\u8fc7\u5fae\u8c03\u540e\uff0c\u6a21\u578b\u7684\u9884\u6d4b\u7ed3\u679c\u5c55\u793a\u51fa\u4e86\u8d8b\u52bf\u7684\u53d8\u5316\uff0c\u5c24\u5176\u662f\u9884\u6d4b\u5230\u4e86\u4e0b\u964d\u7684\u8d8b\u52bf\u3002\u8fd9\u8868\u660e\u5fae\u8c03\u5bf9\u6a21\u578b\u66f4\u597d\u5730\u6355\u6349\u80a1\u7968\u4ef7\u683c\u7684\u52a8\u6001\u53d8\u5316\u6709\u4e00\u5b9a\u7684\u5e2e\u52a9\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"http:\/\/123.60.176.65\/wp-content\/uploads\/2024\/06\/640-6-1024x169.webp\" alt=\"\" class=\"wp-image-69\"\/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u56db\u3001\u603b\u7ed3<\/h2>\n\n\n\n<p>TimeGPT\u7684\u72ec\u7279\u4e4b\u5904\u5728\u4e8e\u5176\u5c06LLM\u80cc\u540e\u7684\u6280\u672f\u548cTransformer\u67b6\u6784\u5e94\u7528\u4e8e\u65f6\u95f4\u5e8f\u5217\u9884\u6d4b\uff0c\u5e76\u6784\u5efa\u9664\u4e86\u7b2c\u4e00\u4e2a\u53ef\u4ee5\u5b9e\u73b0\u96f6\u6837\u672c\u63a8\u7406\u7684\u65f6\u95f4\u5e8f\u5217\u57fa\u7840\u6a21\u578b\u3002TimeGPT\u7ecf\u8fc7\u6d77\u91cf\u6570\u636e\u7684\u9884\u8bad\u7ec3\uff0c\u4e0d\u4ec5\u80fd\u591f\u6355\u6349\u5230\u6df1\u5c42\u6b21\u7684\u65f6\u95f4\u4f9d\u8d56\u6027\uff0c\u8fd8\u80fd\u9002\u5e94\u4e0d\u540c\u884c\u4e1a\u9886\u57df\u7684\u9700\u6c42\uff0c\u4e3a\u672a\u6765\u7684\u8d8b\u52bf\u63d0\u4f9b\u9884\u6d4b\u6307\u5bfc\u3002\u901a\u8fc7\u672c\u6587\u7684\u5b9e\u4f8b\uff0c\u6211\u4eec\u5c55\u793a\u4e86\u5982\u4f55\u5229\u7528TimeGPT\u5728\u80a1\u7968\u5e02\u573a\u9884\u6d4b\u4e2d\u8fdb\u884c\u9884\u6d4b\u7684\u793a\u4f8b\uff0c\u5c3d\u7ba1\u6ca1\u6709\u53d6\u5f97\u663e\u8457\u7684\u8868\u73b0\uff0c\u4f46\u4e5f\u5c55\u73b0\u4e86\u96f6\u6837\u672c\u63a8\u7406\u5927\u6a21\u578b\u5728\u80a1\u7968\u5e02\u573a\u7684\u521d\u6b65\u8868\u73b0\u3002\u672a\u6765\uff0c\u6211\u4eec\u671f\u5f85\u770b\u5230\u66f4\u591a\u521b\u65b0\u7684\u65f6\u5e8f\u5927\u6a21\u578b\u6848\u4f8b\uff0c\u4ee5\u53ca\u8fd9\u4e00\u6280\u672f\u5982\u4f55\u8fdb\u4e00\u6b65\u63a8\u52a8\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u7684\u8fb9\u754c\u3002<br>\u53c2\u8003\u8d44\u6599\uff1a<br>Garza, A., &amp; Mergenthaler-Canseco, M. (2023). TimeGPT-1.\u00a0<em>arXiv preprint arXiv:2310.03589<\/em>.<br>https:\/\/docs.nixtla.io\/docs\/getting-started-about_timegpt<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"has-text-align-center has-cyan-bluish-gray-color has-text-color has-link-color wp-elements-bd402b7c146898dcf3d05749282e5860\"><strong>\u672c\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a\ud83d\udca1\u60f3\u8c61\u4e00\u4e0b\uff0c\u5982\u679c\u63d0\u524d\u77e5\u9053\u80a1\u4ef7\u7684\u8d70\u52bf\uff0c&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2024\/07\/19\/%e5%88%a9%e7%94%a8%e6%97%b6%e5%ba%8f%e5%a4%a7%e6%a8%a1%e5%9e%8btimegpt%e8%bf%9b%e8%a1%8c%e8%82%a1%e4%bb%b7%e9%a2%84%e6%b5%8b\/\">Continue reading<span class=\"screen-reader-text\">\u5229\u7528\u65f6\u5e8f\u5927\u6a21\u578bTimeGPT\u8fdb\u884c\u80a1\u4ef7\u9884\u6d4b<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[6],"class_list":["post-67","post","type-post","status-publish","format-standard","hentry","category-aiinvest","tag-6","entry"],"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/67","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=67"}],"version-history":[{"count":1,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/67\/revisions"}],"predecessor-version":[{"id":1652,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/67\/revisions\/1652"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=67"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=67"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=67"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}