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# Time Series Analysis and Forecasting Notebooks
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Welcome to this repository of Jupyter notebooks focused on **time series analysis** and **forecasting**, with applications to **financial datasets**. The goal of this collection is to explore patterns, trends, and predictive modeling techniques using both **statistical** and **machine learning** methods.
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---
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## What’s Inside
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This repository includes the following:
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- **Exploratory Data Analysis (EDA)**
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Techniques for visualizing, decomposing, and understanding temporal structures in financial time series.
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- **Classical Forecasting Methods**
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Models such as:
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- ARIMA / SARIMA
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- Facebook Prophet
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- Vector Auto Regression
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- Arch/Garch for volatility modeling
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- **Machine Learning Approaches**
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Implementation of:
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- Random Forests for time series regression
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- XGBoost for trend and anomaly prediction
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- Long Short Term Memory
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- **Feature Engineering for Time Series**
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Lag features, rolling statistics, seasonal indicators, and date-based encodings.
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- **Model Optimization and Evaluation**
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Grid-search-cv , Randomized-searhc-cv, cross-validation for time series, and performance metrics (MAE, RMSE, MAPE).
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---
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## Datasets
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The notebooks primarily work with **financial datasets**, such as:
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- Stock price data.
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- Commodity Prices.
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- Foreign Exchnage rates.
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- Inflation rates.
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- Cryptocurrency price histories.
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- Sales datasets
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