Contains notebooks of Time series preprocessing and forecasting in Python using AR, MA, ARMA, ARIMA, SARIMA, Prophet model and LSTM model with forecast evaluation.
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Updated
May 9, 2020 - Jupyter Notebook
Contains notebooks of Time series preprocessing and forecasting in Python using AR, MA, ARMA, ARIMA, SARIMA, Prophet model and LSTM model with forecast evaluation.
In this notebook, I've loaded historical Dollar-Yen exchange rate futures data. I've applied time series analysis and modeling to determine whether there is any predictable behavior.
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