The invention relates to the technical field of
artificial intelligence, in particular to a
time series data processing method, an autocorrelation
coefficient matrix is a matrix with a larger scale, the scales of the matrix are different along with different values of tau, for example, when tau is equal to 1, a sub-sequence Y1 is equal to x1, x2,..., xL, a sub-sequence Y2 is equal to x2, x3,..., xL + 1, and from the perspective of an original sequence X, the sub-sequence Y1 is equal to x1, x2,..., xL + 1; the difference between the positions of only initial elements of the two subsequences Y1 and Y2 is 1, and so on, when tau is taken as other values, the difference between the initial positions of the subsequences relative to the original sequence X is tau, autocorrelation coefficients among all the subsequences form an autocorrelation
coefficient matrix, the autocorrelation coefficients are calculated by taking the autocorrelation coefficients as the core, and the difference between the initial positions of all the subsequences is 1; according to the method, future
time sequence data can be predicted according to historical
time sequence data, prediction can be performed by integrating multiple time spans, meanwhile, the relationship between the
time sequence and historical small sequences of multiple time spans is considered, the minimum unit of a problem is considered to be a small sequence, and the historical small sequences of large time spans can be processed.