This is an example of a predictive modelling task using time series data. The time series data I have used here is stock prices and predictive modelling will help us forecast and/or predict future price action.
This is neither state-of-the-art nor best effort at predictive modelling. This is a toy project and should be treated as such. I hope this project will help those people that would want to get their hands dirty by working on time series data, exploratory analysis & predictive modelling and of course pandas(python).
Note:
- data folder has three files. dailyPrices_AtClose.csv has closing prices of 56 stocks for 12 months. X1Signals_AtClose.csv and X2Signals_AtClose.csv are two exogenous signals
- Repo has html files of each of the jupyter notebooks for sake of completeness.
Enjoy!