在金融市场、信息网络以及电子商务等领域中积累了大量时间序列数据，对这些数据进行深层次的分析，是数据挖掘研究中的重要方向之一。Microsoft 时序算法是一个新的预测算法，使用Microsoft 时序算法创建的模型是一个自动回归模型。本文用Microsoft 时序算法建立预测模型，预测某食品零售超市未来的销售情况。关键词 时序算法；销售预测；数据挖掘Abstract: In fields as the financial market, the information network and electronic commerce lots of time series data are accumulated. The in-depth analysis of these data is one of the important directions of data mining. Microsoft timing series algorithm is new. The model based on Microsoft timing series algorithm is an automatic regression model. In this paper, a prediction model is set up through Microsoft timing series algorithms to forecast sales of food retail supermarket in future.Key words: Time series algorithm; sales prediction; data mining(DM)