--- license: mit --- # Apple Stock Price Forecasting This repository contains models for forecasting Apple stock prices using ARIMA and LSTM. ## Inference Instructions You can either navigate to the specific model folder and open the provided notebook, or run the inference code directly below. ---
ARIMA Model Inference ```python # Install required packages !pip install --quiet yfinance joblib pmdarima huggingface_hub # Import Libraries from huggingface_hub import hf_hub_download import joblib import numpy as np import pandas as pd import yfinance as yf HF_TOKEN = "your_own_hf_token" # Load ARIMA model and Box-Cox transformer arima_model_path = hf_hub_download( repo_id="EsferSami/DataSynthis_ML_JobTask", filename="Apple-Stock-Price-Forecasting-ARIMA-Model/apple_stock_arima.pkl", token=HF_TOKEN ) bct_path = hf_hub_download( repo_id="EsferSami/DataSynthis_ML_JobTask", filename="Apple-Stock-Price-Forecasting-ARIMA-Model/boxcox_transformer.pkl", token=HF_TOKEN ) arima_model = joblib.load(arima_model_path) bct = joblib.load(bct_path) # Download recent data data = yf.download("AAPL", period="3mo", auto_adjust=False) recent_prices = data['Adj Close'].values.astype(float) # Transform and forecast y_trans, _ = bct.transform(recent_prices) resid_std = np.std(arima_model.resid()) if hasattr(arima_model, "resid") else np.std(y_trans - np.mean(y_trans)) predictions_trans = [] current_series = y_trans.copy() for day in range(7): try: pred = arima_model.predict(n_periods=1)[0] except Exception: pred = current_series[-1] pred = current_series[-1] + np.random.normal(0.0, resid_std*0.3) predictions_trans.append(pred) current_series = np.append(current_series, pred) predictions_price, _ = bct.inverse_transform(np.array(predictions_trans)) prediction_dates = pd.date_range(start=data.index[-1] + pd.Timedelta(days=1), periods=7) arima_results_df = pd.DataFrame({'Date': prediction_dates, 'Predicted_Price': predictions_price}) print("\nARIMA - 7-Day Forecast") print("="*60) print(arima_results_df.to_string(index=False)) # Install required packages !pip install --quiet yfinance joblib tensorflow huggingface_hub scikit-learn # Import Libraries from huggingface_hub import hf_hub_download import tensorflow as tf import joblib import numpy as np import pandas as pd import yfinance as yf from sklearn.preprocessing import MinMaxScaler HF_TOKEN = "your_own_hf_token" # Load model and scaler model_path = hf_hub_download( repo_id="EsferSami/DataSynthis_ML_JobTask", filename="Apple-Stock-Price-Forecasting-LSTM-Model/apple_stock_lstm.h5", token=HF_TOKEN ) scaler_path = hf_hub_download( repo_id="EsferSami/DataSynthis_ML_JobTask", filename="Apple-Stock-Price-Forecasting-LSTM-Model/scaler.joblib", token=HF_TOKEN ) model = tf.keras.models.load_model(model_path) scaler = joblib.load(scaler_path) # Download recent data data = yf.download("AAPL", period="3mo", auto_adjust=False) recent_prices = data['Adj Close'].values.astype(float) # Prepare input last_60_days = recent_prices[-60:].reshape(-1, 1) last_60_scaled = scaler.transform(last_60_days) predictions = [] current_seq = last_60_scaled.copy() last_price = last_60_days[-1][0] MAX_DAILY_CHANGE = 0.02 for day in range(7): input_data = current_seq.reshape(1, 60, 1) pred_scaled = model.predict(input_data, verbose=0) pred_price_raw = scaler.inverse_transform(pred_scaled)[0][0] change = pred_price_raw - last_price change = np.clip(change, -MAX_DAILY_CHANGE*last_price, MAX_DAILY_CHANGE*last_price) anchored_price = last_price + change predictions.append(anchored_price) pred_scaled_reshaped = scaler.transform(np.array([[anchored_price]])) current_seq = np.append(current_seq[1:], pred_scaled_reshaped, axis=0) last_price = anchored_price prediction_dates = pd.date_range(start=data.index[-1] + pd.Timedelta(days=1), periods=7) results_df = pd.DataFrame({'Date': prediction_dates, 'Predicted_Price': np.round(predictions, 2)}) print("\nLSTM - 7-Day Forecast") print("="*50) print(results_df.to_string(index=False))