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This notebook attempts to perform time-series forecasting using ARIMA and LSTM.

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Inflation-Forecasting-with-LSTM

Problem Statement and Description.

The recent release of consumer inflation data showed prices rose at the fastest pace since 1982. Inflation forecasting is key in the conduct of monetary policy and can be used in many other ways such as preserving asset values.

This repository contains jupyter notebook involving data visualization and time-series forecasting on inflation using ARIMA model and multivariate LSTM.

Data Source

Data Source are retrieved from FRED, Federal Reserve Bank of St. Louis, and can be found in summary here: https://www.kaggle.com/calven22/usa-key-macroeconomic-indicators

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This notebook attempts to perform time-series forecasting using ARIMA and LSTM.

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