Computer Science ›› 2019, Vol. 46 ›› Issue (1): 21-28.doi: 10.11896/j.issn.1002-137X.2019.01.004

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Review of Time Series Prediction Methods

YANG Hai-min1, PAN Zhi-song2, BAI Wei2   

  1. (School of Graduate,Army Engineering University of PLA,Nanjing 210007,China)1
    (College of Command and Control Engineering,Army Engineering University of PLA,Nanjing 210007,China)2
  • Received:2018-02-04 Online:2019-01-15 Published:2019-02-25

Abstract: Time series is a set of random variables ordered in timestamp.It is often the observation of an underlying process,in which values are collected from uniformly spaced time instants,according to a given sampling rate.Time series data essentially reflects the trend that one or some random variables change with time.The core of time series prediction is mining the rule from data and making use of it to estimate future data.This paper emphatically introduced a summary of time series prediction method,namely the traditional time series prediction method,machine learning based time series prediction method and online time series prediction method based on parameter model,andfurther prospected the future research direction.

Key words: Time series, Time series prediction, Machine learning, Online learning

CLC Number: 

  • TP181
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