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Timeseries Forecasting - Apple Stocks

This project attempts to use forecasting methods to predict the Apple stocks closing price in the future. This is more of a playground for practicing different methods to use for forecasting.

How to view

Currently there is a Jupyter notebook with notes and code which can be run.

Data

The data comes from the IEX Trading site which gets realtime stock price data.

Methods currently used:

These are a list of current forecasting models used:

  • Naive approach
  • Simple Average
  • Rolling Average
  • Simple Exponential Smoothing
  • Holts Trend
  • Holts Winter Trend
  • S-ARIMA (Seasonal - Autoregressive Integrated Moving Average)

To Do

  • I still need to implement an ARIMA based model, but the data is required to be stationary by applying differencing techniques.
  • Implement an Deep Recurrent Neural Network to predict prices.

Contributing

If you have other forms of forecasting models that may help, it would be much appreciated, this is just a learning playground.

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Apply forecasting techniques to Apple stock prices

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