Method for establishing time series prediction model and time series prediction method and device

The embodiment of the invention provides a method for establishing a time sequence prediction model and a time sequence prediction method and device. According to the method of the embodiment, firstly, training data is obtained from a historical time sequence of m tested objects, and the training data comprises index values of the m tested objects at continuous n time points; training data are used for training to obtain an m-element time sequence prediction model; according to the time sequence, each time point is taken as the ts-th time point for execution: the index values of the m measured objects at the ts-th time point are input into the m-element time sequence prediction model, predicting index values of the m measured objects at tau time points after the ts-th time point by the m-element time sequence prediction model according to the index values of the m measured objects at the ts-th time point and the time points before the ts-th time point; the training target comprises the difference between the