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Time_Series

Time Series Analysis and Prediction

Time_Series_Forecasting_SARIMA

In this we have used SARIMAX for time series prediction on Superstore data

decomposition

The RMSE error of our forecasts is 151.64

SARIMAX

TimeSeries_ANN_LSTM

In this we used 2 models for time series forecasting on vix_2011_2019 data

1. Neural Network with one hidden layer(12 neurons)

The R2 score on the Train set is: 0.902 The R2 score on the Test set is: 0.797

NN

2. Long-Short Term Memory network with with one hidden layer(7 neurons)

The R2 score on the Train set is: 0.888 The R2 score on the Test set is: 0.773

LSTM

Contributing

Please read CONTRIBUTING.md for details on our code of conduct, and the process for submitting pull requests to us.

Authors