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C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs the two-step Engel-Granger Test for Cointegration and simulates profits of applying the Pairs Trading Strategy to these stocks. To Project further Includes code to conduct statistical inference and a Function t…
LSTM analysis including its helper functions, Pandas Profiling, plotting of the time series, Exponential Smoothing, Simple Exp Smoothing, Holt, Augmented Dickey Fuller test.
This project forecasts weather using the ARIMA model. Data preprocessing, parameter selection, and model evaluation using multiple metrics are studied. External variables also affect ARIMA model accuracy. The findings aid weather forecasting and disaster preparation.
This project uses time series forecasting to predict future milk production. The data used in this project is monthly milk production data from January 1962 to December 1975. The ARIMA (autoregressive integrated moving average) model is used to forecast the milk production. The model is evaluated using various metric.
This repository covers essential techniques for time series analysis and forecasting. It covers data manipulation and visualization using Numpy and Pandas, time series analysis with Statsmodels, ARIMA models, deep learning methods like RNNs, LSTM, GRU, etc. and Facebook's Prophet library.