Analyzing-Forecasting-Stock-Prices

Timeseries for everyone

Time Series Classification

Photovoltaic power prediction based on weather data for my bachelor thesis

Fast, linear version of CorEx for covariance estimation, dimensionality reduction, and subspace clustering with very under-sampled, high-dimensional data

Time Series forecasting using Seasonal ARIMA & Prophet. Applied statistical tests like Augmented Dickey–Fuller test to check stationary of series. Checked ACF ,PACF plots to identify Moving average and Auto-regressive order of series. Transformed series to make it stationary.

:toothbrush: Unofficial re-implementation of Semi-orthogonal Embedding for Efficient Unsupervised Anomaly Segmentation

Parallel correlation calculation of big numpy arrays or pandas dataframes with NaNs and infs.

R package for adaptive correlation and covariance matrix shrinkage.

ARIMA model from scratch using numpy and pandas.

Hidden Markov Models in stock price forecasting.