An open API service indexing awesome lists of open source software.

https://github.com/bheemisme/time-series-forecasting

Time series forecasting on multiple datasets
https://github.com/bheemisme/time-series-forecasting

lstm machine-learning python scikit-learn time-series-forecasting xgboost

Last synced: about 2 months ago
JSON representation

Time series forecasting on multiple datasets

Awesome Lists containing this project

README

          

# Time Series Forecasting

![Kaggle Notebook](https://www.kaggle.com/code/sudarshan1927/time-series-forecasting)

- Built a time series forecasting pipeline applying both LSTM (deep learning) and XGBoost (machine learning) models across multiple real-world datasets.
- Worked with diverse datasets, including stock prices (Yahoo, Apple), gold ETF prices, retail sales, and climate temperature data, capturing varied patterns like trend, seasonality, and periodicity.
- Performed comprehensive data preprocessing, including cleaning, handling missing values, and transforming non-stationary series for model readiness.
- Trained and evaluated LSTM and XGBoost models for each dataset, comparing performance across training and test sets to analyse generalisation behaviour.
- Observed that LSTM performed robustly on non-stationary financial data, while XGBoost excelled on stationary retail sales data; both models performed well on periodic temperature data, highlighting dataset-dependent model suitability.