时间序列数据

  • A time series is a sequence of measurements done over time, usually obtained at equally spaced intervals, be it daily, monthly, quarterly or yearly.
    • 时间序列数据，是在某一个时间段内连续采集的指标值，通常按照特定间隔采集，例如按天、按月、按季度、按年。
    • 常见的时间序列：
      • 气压值
      • 河水流量
      • 人口数据
  • 时间序列分析：Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data.
  • 时间序列预测：Time series forecasting is the use of a model to predict future values based on previously observed values.

时间序列预测技术

  • Simple Moving Average (SMA)
  • Exponential Smoothing (SES)
  • Autoregressive Integration Moving Average (ARIMA)
  • Neural Network (NN)
  • Croston
  • facebook prophet 算法