时间序列预测模型有哪些

1. 自回归模型(Auto Regression Model, AR)
2. 移动平均模型(Moving Average Model, MA)
3. 自回归移动平均模型(Auto Regression Moving Average Model, ARMA)
4. 差分自回归移动平均模型(Difference Auto Regression Moving Average Model, ARIMA)
5. 季节性自回归移动平均模型(Seasonal Auto Regression Moving Average Model, SARIMA)
6. 季节性差分自回归移动平均模型(Seasonal Difference Auto Regression Moving Average Model, SARIMAX)
7. 季节性自回归集成移动平均模型(Seasonal Auto Regression Integrated Moving Average Model, S-ARIMA)
8. 非线性自回归模型(Nonlinear Auto Regression Model, NAR)
9. 非线性差分自回归模型(Nonlinear Difference Auto Regression Model, NARX)
10. 神经网络模型(Neural Network Model, NN)
11. 支持向量回归模型(Support Vector Regression, SVR)
12. 决策树回归模型(Decision Tree Regression Model, DT)
13. 随机森林回归模型(Random Forest Regression Model, RF)
14. 梯度提升回归模型(Gradient Boosting Regression Model, GBM)
15. XGBoost回归模型(XGBoost Regression Model)