Introduction to time series preprocessing and forecasting in Python using AR, MA, ARMA, ARIMA, SARIMA and Prophet model with forecast evaluation.

• UpdatedDec 11, 2018
• Jupyter Notebook

Book and material for the course "Time series analysis with Python" (STA-2003)

• UpdatedMar 15, 2025
• Jupyter Notebook

Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-400x speed up over CPU implementation.

• UpdatedOct 4, 2019
• Jupyter Notebook

Bitcoin price prediction using ARIMA Model.

• UpdatedJan 10, 2022
• Jupyter Notebook

Stationarity check using the Augmented Dickey-Fuller test from Scratch in Python

• UpdatedMay 29, 2021
• Jupyter Notebook

Forecast the Airlines Passengers. Prepare a document for each model explaining how many dummy variables you have created and RMSE value for each model. Finally which model you will use for Forecasting.

• UpdatedAug 27, 2022
• Jupyter Notebook

Filters (kalman, hodrick-prescott, moving average) together with comparison and sensitivity analysis (in notebook filters_with_parameters)+var analysis and granger causality test. Test for random walk (CE currencies using yfinance API)

• UpdatedMay 28, 2023
• Jupyter Notebook

R finance guide - Algotrading101

• UpdatedFeb 18, 2024
• R

Resampling procedure for weakly dependent stationary observations.

• UpdatedJan 24, 2025
• Jupyter Notebook

Resampling procedure for weakly dependent stationary observations.

• UpdatedOct 18, 2022
• MATLAB

Explains how to use ARIMA model to forecast future production units, enabling informed decision-making and planning in the electric and gas utilities sector.

• UpdatedJan 8, 2025
• Jupyter Notebook

'XTARIMAU': module to find the best [S]ARIMA[X] models in heterogeneous panels with the help of arimaauto

• UpdatedApr 1, 2024
• Stata

📈 Make your time series stationary automatically using Python

• UpdatedSep 14, 2024
• Python

Common vulnerabilities and exposure.

• UpdatedFeb 14, 2024
• Jupyter Notebook

Time Series Analysis of Zillow data

• UpdatedFeb 7, 2021
• Jupyter Notebook

Statistical tests of time series using python

• UpdatedOct 20, 2019
• Jupyter Notebook

'ARIMAAUTO': module to find the best ARIMA model with the help of a Stata-adjusted Hyndman-Khandakar (2008) algorithm

• UpdatedNov 4, 2024
• Stata

• UpdatedJul 9, 2017
• R

This repo is about forecasting the Yen movements in order to know whether to be long or short.

• UpdatedDec 2, 2020
• Jupyter Notebook

Predict the apple stock market price for next 30 days. There are Open, High, Low and Close price has been given for each day starting from 2012 to 2019 for Apple stock.

• UpdatedMay 21, 2023
• Jupyter Notebook