3、Prophet

官方文档:https://facebook.github.io/prophet/docs/quick_start.html#python-api

文档简译:https://www.jianshu.com/p/68298c3d0dc0

paper: https://peerj.com/preprints/3190.pdf

 

2、时间序列分析的AR/MA/ARMA/ARIMA模型体系

AR/MA/ARMA : 平稳序列

ARIMA :  非平稳序列    (差分后是平稳序列)

这四种模型的名称都是它们英文全称的缩写。AR模型称为自回归模型(Auto Regressive model);MA模型称为移动平均模型(Moving Average model);ARMA称为自回归移动平均模型(Auto Regressive and Moving Average model);ARIMA模型称为差分自回归移动平均模型(Auto Regressive Integrated Moving Average model)

 

 

 

1、LSTM

Time Series Prediction with LSTM Recurrent Neural Networks in Python with Keras