CHAPTER 7
TIME-SERIES ANALYSIS AND FINANCIAL DATA FORECASTING
INTRODUCTION
This chapter explores the complicated world of time-series analysis (TSA), an essential element in financial data forecasting. We will begin with explaining the core concepts of time-series data analysis and tools for transforming time-series data with Python, as well as understanding and manipulating financial time series. Then, we will cover the moving average (MA) and Holt-Winters (HW) models for financial forecasting tasks, explaining how these models capture trends and seasonality in financial time series. These models provide a practical starting point for forecasting.
As we progress, the principles of autoregressive integrated moving average (ARIMA) models are ...
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