时间序列 on Ximeng · Bloghttps://blog.ximeng.org.cn/tags/%E6%97%B6%E9%97%B4%E5%BA%8F%E5%88%97/Recent content in 时间序列 on Ximeng · BlogHugozh-CNMon, 28 Sep 2026 12:38:11 -07001.1 时间序列预测到底在预测什么？https://blog.ximeng.org.cn/research/time-series-forecast/part-01-foundations/01-what-is-time-series-forecasting/Tue, 22 Sep 2026 02:55:17 -0700https://blog.ximeng.org.cn/research/time-series-forecast/part-01-foundations/01-what-is-time-series-forecasting/从信息边界、预测目标与损失函数出发，建立时间序列预测的基本问题定义。1.2 Lookback、Horizon 与 Sliding Windowhttps://blog.ximeng.org.cn/research/time-series-forecast/part-01-foundations/02-lookback-horizon-sliding-window/Tue, 22 Sep 2026 02:50:55 -0700https://blog.ximeng.org.cn/research/time-series-forecast/part-01-foundations/02-lookback-horizon-sliding-window/从预测时刻出发构造滑动窗口，理解回看长度、预测长度和步长对样本及评估的影响。1.3 多步预测策略：Recursive、Direct 与 Multi-Outputhttps://blog.ximeng.org.cn/research/time-series-forecast/part-01-foundations/03-multi-step-forecasting/Tue, 22 Sep 2026 02:51:44 -0700https://blog.ximeng.org.cn/research/time-series-forecast/part-01-foundations/03-multi-step-forecasting/比较递推、直接预测和多输出策略，理解误差传播、训练成本与输出依赖的取舍。