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.
Currently there is a Jupyter notebook with notes and code which can be run.
The data comes from the IEX Trading site which gets realtime stock price data.
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)
- 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.
If you have other forms of forecasting models that may help, it would be much appreciated, this is just a learning playground.