In addition to developing new needs these days, I also want to re-run the competition in Tianchi, mainly because I want to learn more things, whether I can improve my ranking is another matter. Continue to look at the statsmodels document, and found that there is another popular time series analysis model called the state space method, but unfortunately, the code of this method did not run through. I think that if the result can be run first, it is naturally good. After running I looked at the principle slowly, but I didn’t expect it to work. Well, then I will study the principle in depth, so I started Baidu, but Baidu doesn’t know this method. There is even a book dedicated to this method, the name is this article The title "Time Series Analysis of the State-Space Method", I rely on it, I thought it would be done in a few days, but I think the principle of the algorithm should not be enough to write a book, there should be other content in the book.
