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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

bokeh
numpy
scipy
pandas
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 !