时间序列预测步骤_建立时间序列预测模型的5个简单步骤

时间序列预测步骤

I am a strong believer in “learning by doing” philosophy.

我坚信“做中学”的哲学。

Data science is an applied field, so you need to get your feet wet to learn something. One can read all the “how to” tutorials on swimming, but at some point, they do have to test the water.

数据科学是一个应用领域，因此您需要专心学习。 人们可以阅读所有有关游泳的“入门指南”，但是在某些时候，他们确实必须测试水。

Beginners in data science often get caught into the impression that they have to learn everything under the sun before they can do a project. Wrong! I believe people can learn faster not by reading stuff but by doing small bits and pieces of projects.

数据科学的初学者常常会陷入一种印象，即他们必须在阳光下学习一切，然后才能进行项目。 错误！ 我相信人们可以通过阅读一些零碎的项目而不是阅读东西来更快地学习。

In this article I want you to learn how to fit a time series forecasting model ARIMA — which, for many, is an intimidating algorithm. In this article, you will learn it in just 5 easy steps and make real forecasts. You are not going to build a Ferrari, but I’m sure you will learn to build a car that you can take to the streets.

在本文中，我希望您学习如何拟合时间序列预测模型ARIMA-对许多人来说，这是一个令人生畏的算法。 在本文中，您将仅需5个简单的步骤就可以学习它并做出真实的预测。 您不会制造法拉利，但是我敢肯定，您将学到制造可以上街的汽车。

Let’s roll the sleeves.

让我们卷起袖子。

步骤1：资料准备 (Step 1: Data preparation)

For this demo, we are going to use a forecasting package calledfpp2 in R programming environment. Let’s load that package.

对于此演示，我们将在R编程环境中使用称为fpp2的预测包。 让我们加载该程序包。

# Required packages
library(fpp2)

I’ve got some data that I extracted from an actual time series. The following are the values, let’s copy them in the R script as well.

我有一些从实际时间序列中提取的数据。