Tagged statsmodels
Projects and posts related to statsmodels.
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Multi-Dataset Time Series Modeling - Stationarity, Seasonality, and Forecasting Performance
Jun 25, 2024
python data-science data-visualization data-analysis financial-modelling time-series pandas statsmodels forecasting monte-carlo-simA comprehensive comparative study of time series forecasting methods across six diverse datasets (Gold, S&P 500, FTSE, USDC/USDT, StackOverflow questions, and cinema tickets). This analysis evaluates 10+ forecasting techniques—from naive baselines to ARIMA/SARIMA models—with quantitative performance metrics (MSE, RMSE, MAE), explores stationarity testing, seasonality decomposition, Monte Carlo simulation, and implements a simulated trading strategy.