来源:https://github.com/robjhyndman/ETC3550Slides

什么序列比较好预测

Forecasting: Principles and Practice 笔记

预测的对象:点预估、区间预估

Forecasting: Principles and Practice 笔记

趋势、季节、周期

Forecasting: Principles and Practice 笔记

季节与周期的区别

Forecasting: Principles and Practice 笔记

自相关系数

Forecasting: Principles and Practice 笔记

趋势与季节在 ACF 图中的表现

Forecasting: Principles and Practice 笔记

举例

Forecasting: Principles and Practice 笔记

白噪声检验

Forecasting: Principles and Practice 笔记

举例

Forecasting: Principles and Practice 笔记

简单预测模型

Forecasting: Principles and Practice 笔记
Forecasting: Principles and Practice 笔记

Box-Cox 变换用于稳定方差

Forecasting: Principles and Practice 笔记

逆变换

变换引起的偏差

预测区间 PI

Forecasting: Principles and Practice 笔记

简单方法的多步预测标准差

Forecasting: Principles and Practice 笔记

相关文章: