Class: STATS 202 - Data Mining and Analysis
Code (in R): Google Colab
We were tasked with making a 9 day forecast at the 5-second granularity for 9 anonymized stock tickers. After exploring baseline and ARIMA models, we ultimately structured the problem as a direct forecasting problem and used the forecast-ml package to train and make predictions. Note that we did not actually learn how to do time series analysis for this class, so we had to convert the problem into a structure we were familiar with.