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[Time Series prediction model]Add ARIMAWithSTLDecompostion model
#71
Closed
sneaxiy
closed
4 years ago
sneaxiy
commented
4 years ago
The procedure of the model is:
Apply STL decomposition to extract the periodic features of the trained data.
Substract the periodic features from the original trained data, and obtain
left_values
.
Use an ARIMA model to fit
left_values
.
When prediction, the
ARIMA.predict
is first called, and the result would be added with the periodic features extracted by the training process.
The procedure of the model is:
left_values
.left_values
.ARIMA.predict
is first called, and the result would be added with the periodic features extracted by the training process.