시계열 대회가 급증하여 머신러닝 시계열 예측 모델 방법론을 소개 합니다.

1. Autoregression (AR)
2. Moving Average (MA)
3. Autoregressive Moving Average (ARMA)
4. Autoregressive Integrated Moving Average (ARIMA)
5. Seasonal Autoregressive Integrated Moving-Average (SARIMA)
6. Seasonal Autoregressive Integrated Moving-Average with Exogenous Regressors (SARIMAX)
7. Vector Autoregression (VAR)
8. Vector Autoregression Moving-Average (VARMA)
9. Vector Autoregression Moving-Average with Exogenous Regressors (VARMAX)
10. Simple Exponential Smoothing (SES)
11. Holt Winter’s Exponential Smoothing (HWES)

출처 :

https://machinelearningmastery.com/time-series-forecasting-methods-in-python-cheat-sheet/