Xgboost time series prediction method combined with complementation-ensemble empirical mode decomposition
A technology that integrates empirical modes and empirical mode decomposition. It is used in special data processing applications, complex mathematical operations, instruments, etc. It can solve the problem that the orthogonality of eigenmode functions is not obvious, has no reference value, and has large residual errors. And other issues
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[0119] The present invention will be further described below in conjunction with the accompanying drawings and specific embodiments.
[0120] as attached image 3 As shown, the Xgboost time series prediction method combined with the empirical mode decomposition of complementary sets provided by the present invention mainly includes the following steps:
[0121] Step 1: Data Preprocessing
[0122] Before building a forecasting model on the sales data time series, missing values, outliers in the data must be dealt with.
[0123] When there are missing values in the time series in the sales data, an estimate needs to be added for the missing location. The general estimate is obtained by a window mean filter:
[0124]
[0125] In formula (14), it is assumed that x t is a missing value, which is equal to x after processing t is the mean within a time window centered on . The inspection of outliers in the time series of sales data mainly includes the following processes: ...
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