Time series data prediction method based on time series decomposition and LSTM

The invention discloses a time series data prediction method based on time series decomposition and LSTM, and the method comprises the steps: 1, collecting time series data, carrying out the preprocessing of the time series data, obtaining a time series sample set which meets the data demands of a prediction model, carrying out the division of a training set and a test set, and obtaining a first training set and a first test set; step 2, establishing a first neural network for trend component and remainder prediction based on LSTM, performing training and parameter adjustment through the first training set, predicting the first training set by using a trained first neural network model to obtain a trend component and remainder prediction result of the first training set, and further processing the prediction result into a second training set; step 3, establishing a second neural network based on ANN, and performing training and parameter adjustment through a second training set; and 4, performing joint predic