时间序列预测初探：Kats，SARIMA，Prophet，deepAR 等

Posted 2022-05-21 shiter

文章大纲

• 时间序列
• PyStan
• Kats
• • 安装
• prophet
• • 原理简介
  • • 趋势项
    • 季节趋势
    • 节假日趋势
  • 优缺点
  • • 优点
    • 缺点
  • 模型更新
• 参考文献

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时间序列

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PyStan

PyStan is a Python interface to Stan, a package for Bayesian inference.

Stan® is a state-of-the-art platform for statistical modeling and high-performance statistical computation. Thousands of users rely on Stan for statistical modeling, data analysis, and prediction in the soc