python-3.x - Does time series forecasting belong to supervised learning? or is it another category of machine learning?

Question

I have been analyzing several different methods of time series forecasting such as ARIMA and SARIMA using statsmodels library for my final year project. Checking on past literature I have seen that regression algorithms could also be used in combination with methods such as sliding window. However what I can't clarify is what type of algorithms does time series forecasting fall in to. I'm sure it is not unsupervised, therefore does this mean that time series forecasting algorithms are supervised algorithms? or is it a different type of machine learning?

标签： python-3.xmachine-learningtime-seriesarima

Answer 1

有很多技术可以解决时间序列预测问题，您可以使用监督或无监督学习，例如：使用无监督学习对时间序列进行聚类并使用聚类进行预测。最著名的技术之一是将数据集重新构建为监督学习数据集，以便您可以使用一些监督算法，当然这完全取决于您正在处理的用例，因此将时间序列算法限制为特定的我认为这种学习方式不是一个好主意。