使用java-timeseries库，使用arima算法预测时间序列（

项目地址： GitHub - signaflo/java-timeseries: Time series analysis in Java

maven：

<dependency>
       <groupId>com.github.signaflo</groupId>
       <artifactId>timeseries</artifactId>
       <version>0.4</version>
</dependency>

测试代码：

import com.github.signaflo.timeseries.Ts;
import com.github.signaflo.timeseries.forecast.Forecast;
import com.github.signaflo.timeseries.model.arima.ArimaCoefficients;
import com.github.signaflo.timeseries.TimeSeries;
import com.github.signaflo.timeseries.model.arima.Arima;



public class TimeSeriesAnalysis {


    public static void main(String[] args) throws Exception {
        TimeSeries timeSeries = Ts.newMonthlySeries(2000, 1,
                new double[]{0,0,0,0,0,0,0,100,0,0,0,0,0,0,200,0,0,0,0,0,0,0,0,0,0,100,0,0,0,0,0,0,300,0,0,0});
        Arima.FittingStrategy fittingStrategy = Arima.FittingStrategy.CSSML;
        ArimaCoefficients coefficients = ArimaCoefficients.builder()
                .setMACoeffs(-0.6760904)
                .setSeasonalMACoeffs(-0.5718134)
                .setDifferences(1)
                .setSeasonalDifferences(1)
                .setSeasonalFrequency(12)
                .build();
        Arima model = Arima.model(timeSeries, coefficients, fittingStrategy);
        Forecast forecast = model.forecast(24);
        double[] lower = forecast.lowerPredictionInterval().asArray();
        double[] upper = forecast.upperPredictionInterval().asArray();
        double[] pointEstimates = forecast.pointEstimates().asArray();
    }
}

源代码的test里面有作者写的测试代码：