Scribd
Upload
16 views6 pages

Stock Market Prediction Using Time Series Forecasting

Uploaded by

Ayush Verma
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
16 views6 pages

Stock Market Prediction Using Time Series Forecasting

Uploaded by

Ayush Verma
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 6

Name - Ayush verma

UID- 24MCS10036
ME CSE

Submitted to Submitted by
Saurabh sharma (E17154) Ayush verma
Stock Market
Prediction Using
Time Series
Forecasting
Time series forecasting is a powerful technique for predicting future
stock market trends by analyzing historical data. This presentation
will explore the key steps involved in building accurate stock market
prediction models using advanced time series analysis methods.
Introduction to Time Series
Analysis
Data Collection
1
Gather historical stock price data, including variables like
open, close, high, low, and trading volume.

Exploratory
2
Analysis
Visualize the data to identify patterns, trends, and
seasonality that may influence future stock performance.

Modeling
3
Apply time series forecasting techniques like ARIMA to
generate accurate predictions of future stock prices.
Stationarity and Trend
Removal
Stationarity Trend Removal Differencing
Identifying and removing trends is a One common technique to achieve
Time series data must be stationary,
crucial step to ensure the time stationarity is differencing, which
meaning its statistical properties like
series model accurately captures calculates the difference between
mean and variance do not change
the underlying patterns. consecutive data points.
over time.
ARIMA Model Identification
and Estimation
Autoregressive Integrated (I)
The AR component captures the The I component addresses
dependent relationship between non-stationarity by differencing
the current value and past values the time series to achieve
in the time series. stationarity.

Moving Average (MA) Parameter Estimation


The MA component models the Advanced optimization techniques
error term as a linear combination are used to estimate the optimal
of error values from the previous values of the ARIMA model
time steps. parameters.
Evaluating Forecast
Accuracy…

RMSE MAE
Root Mean Squared Error measures Mean Absolute Error provides the
the average magnitude of the errors. average absolute difference between
predictions and actual values.

MAPE R-Squared
Mean Absolute Percentage Error The coefficient of determination
calculates the average magnitude of measures how well the model fits the
the errors as a percentage of the historical data.
actual values.

You might also like