关键词: 时间序列, 伪周期, 预测

Abstract: Pseudo periodic time series is a kind of widespread data form with features including pseudo periodicity, non-stationary and transition values. Forecasting this kind of data is significantly important on both research and application fields. However, current research pays insufficient attention on pseudo periodic time series. Forecasting errors are cumulated when using the existing methods in pseudo periodic time series, which makes the prediction effect poor. This paper firstly analyzes and summarizes the features of pseudo periodic time series. Then, it proposes SPG-Suite forecasting method to solve the specific pseudo periodic time series problem. The experimental results on the real datasets show that the SPG-Suite method has better performance on forecasting accuracy and scalability compared with the existing methods.

Key words: time series, pseudo period, forecasting