时间序列模型预测_时间序列预测，使用facebook先知模型预测股价

时间序列模型预测

1.简介 (1. Introduction)

1.1。 时间序列和预测模型 (1.1. Time-series & forecasting models)

Traditionally most machine learning (ML) models use as input features some observations (samples / examples) but there is no time dimension in the data.

传统上，大多数机器学习(ML)模型使用一些观察值(样本/示例)作为输入特征，但是数据中没有时间 维度 。

Time-series forecasting models are the models that are capable to predict future values based on previously observed values. Time-series forecasting is widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time.

时间序列预测模型是能够基于先前 观察到的 值来预测 未来值的模型。 时间序列预测已广泛用于非平稳数据 。 非平稳数据称为其统计属性(例如，平均值和标准偏差)随时间变化的数据不是恒定的，而是这些度量随时间变化的数据。

These non-stationary input data (used as input to these models) are usually called time-series. Some examples of time-series include the temperature values over time, stock price over time, price of a house over time etc. So, the input is a signal (time-series) that is defined by observations taken sequentially in time.

这些非平稳输入数据(用作这些模型的输入)通常称为时间序列。 时间序列的一些示例包括随时间变化的温度值，随时间变化的股票价格，随时间变化的房屋价格等。因此，输入是一个信号 (时间序列)， 由按时间顺序进行的观察定义 。

A time series is a sequence of observations taken sequentially in time.

时间序列是按时间顺序进行的一系列观察。

An example of a time-series. Plot created by the author in Python.

时间序列的示例。 作者在Python中创建的图。

Observation: Time-series data is recorded on a discrete time scale.

观察：时间序列数据以离散的 时间 刻度记录。

Disclaimer (before we move on): There have been attempts to predict stock prices using time series analysis algorithms, though they still cannot be used to place bets in the real market. This is just a tutorial article that does not intent in any way to “direct” people into buying stocks.

免责声明 (在继续之前)：尽管仍然不能使用时间序列分析算法来预​​测实际市场中的价格，但已经尝试进行预测。 这只是一篇教程文章，无意以任何方式“引导”人们购买股票。

1.2预测模型：Facebook的先知 (1.2 The forecasting model: Facebook’s Prophet)

The most commonly used models for forecasting predictions are the autoregressive models. Briefly, the autoregressive model specifies that the output variable depends linearly on its own previous values and on a stochastic term (an imperfectly predictable term).

用于预测预测的最常用模型是自回归模型。 简而言之，自回归模型指定输出变量线性地取决于其自身的先前值和随机项(一个不完全可预测的项)。

Recently, in an attempt to develop a model that could capture seasonality in time-series data, Facebook developed the famous Prophet model that is publicly available for everyone. In this article, we will use this state-of-the-art model: the Prophet model. Prophet is able to capture daily