项目作者: Atul-Anand-Jha

项目描述 :
Redcarpetup.com assignment Intern Task
高级语言: Jupyter Notebook
项目地址: git://github.com/Atul-Anand-Jha/Time-Series-Forecast-NSEPy.git
创建时间: 2018-11-23T05:09:48Z
项目社区:https://github.com/Atul-Anand-Jha/Time-Series-Forecast-NSEPy

开源协议:GNU General Public License v3.0

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NSEPY: Time Series Analysis + Forecasting

sample Image

RedCarpet’s internship assignment: https://pastebin.com/QDbSQPZg

Dataset selection: Use: https://github.com/swapniljariwala/nsepy

Source OCLHV data for NSE stocks (INFY,TCS) between 2015-2016. Data level - Daily.

Source OCLHV data for NIFTY IT index. Data level - Daily.

Libraries Required

  1. bokeh
  2. numpy
  3. scipy
  4. pandas
  5. Scikit-learn

problem Statement:

The Problem statement has been shifted to a new seperate file. You can check that here.

Approaches:

  • Data Collection:

    The data collection method is comprehensively explained in this Kaggle Kernel.

Know more about the data used for this project here.

  • See the Time Series Analysis and Forecast Solution here.

  • Snapshots of Project:

    MA4INFOSYS

Fig: Moving average plot for Infosys

MA4NIFTY_IT

Fig: Moving average plot for NIFTY_IT_INDEX

MA4TCS

Fig: Moving average plot for TCS

auto-correlation-infosys

Fig: Auto-Correlation Plot for INFOSYS

auto-correlation-nifty-it

Fig: Auto-Correlation Plot for INFOSYS

auto-correlation-tcs

Fig: Auto-Correlation Plot for INFOSYS

Thanks !