The invention discloses a financial
time series data prediction method and device and
electronic equipment, and is applied to the technical field of financial
data prediction. According to the financial
time series data prediction method, the historical financial
time series data are received and stored, the stored historical financial time
series data are constructed into the financial time
series data tensor, and the neighborhood set of the historical financial time
series data is constructed; and finally, financial time series data prediction is carried out based on the financial time series data
tensor and the neighborhood set, and a prediction result is obtained. According to the method, the potential dynamics of the financial time series data is effectively represented through the financial time series data
tensor, the data driving neighborhood constructed through
Gibbs sampling is used as a regularization item, the tensor hidden feature
decomposition process is constrained, the hidden feature space is enabled to meet local smoothness while the
global structure is kept, and the method is more efficient. Therefore, the prediction precision of the complex financial time series data is remarkably improved, and important help is provided for asset
price prediction in the financial field.