Provided are a time series-based apparatus and method for establishing a prediction model, program for establishing a prediction model, and computer-readable storage medium, said device comprising: a storage device, a processor, and a prediction-model establishing program stored on the storage device and operatable on the processor; said program implements the following steps when executed by the processor: obtaining a target time series of a sample group, and from same, extracting historical data of a time unit having m preset periods at intervals and taking said data to be data features as compared to the same period of the previous year; extracting historical data of n consecutive time units before the target time unit, taking said data to be data features as compared to the last period, and obtaining the mean value and variance as statistical features; inputting the features of the plurality of sample groups into a preset classification/regression model as a preset category; obtaining a prediction factor of classification/regression models so as to obtain a prediction model. The present invention reduces the amount of manual training intervention, improving the repeatability of a model created on the basis of a time series.
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