DataCanvasIO / HyperTS

A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.
https://hyperts.readthedocs.io
Apache License 2.0
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請問範例中用mode:'stats' 且task = multivariate-forecast時, predict 是如何預測的? #112

Closed 02hao09 closed 7 months ago

02hao09 commented 8 months ago

我想了解用mode:'stats' 且task = multivariate-forecast時, model.predict() 帶入的值是否會影響預測值? 我嘗試使用亂數, 結果都是一樣的, 想請教model是如何預測的 謝謝

zhangxjohn commented 8 months ago

你好,stats&multivariate-forecast采用了VAR模型,可以参考VAR模型的算法原理。

02hao09 commented 8 months ago

謝謝!