--- library_name: tensorflow tags: - time-series-forecasting - stock-forecasting inference: false # repo itself isn't running code pipeline_tag: time-series-forecasting license: apache-2.0 spaces: - Ti-sha/Stock_Forecaster # deployed Space --- # Stock Price Forecasting with ARIMA and LSTM This repository contains a Python script for time-series forecasting of stock prices using both a traditional statistical model (ARIMA) and a deep learning model (LSTM). The models are trained and evaluated on the "Time Series Forecasting with Yahoo Stock Price" dataset, and their performance is compared. ## Files in this Repository * `stock_forecasting.py`: The main Python script that performs the following: * Loads and preprocesses the `yahoo_stock.csv` dataset. * Implements, trains, and evaluates an ARIMA model. * Implements, trains, and evaluates an LSTM model. * Generates a plot comparing the actual prices with the forecasts from both models (`stock_forecast.png`). * Prints a performance comparison table and a discussion of the results to the console. * `yahoo_stock.csv`: The dataset used for training and testing the models. * `requirements.txt`: A list of the Python libraries required to run the script. ## Installation To run this project, you need to have Python 3 installed. You can install the necessary libraries using pip: ```bash pip install -r requirements.txt ``` ## Usage To run the forecasting script, execute the following command in your terminal: ```bash python stock_forecasting.py ``` ## Output After running the script, you will see the following output in your console: 1. **Training progress** for both the ARIMA and LSTM models. 2. **A performance comparison table** showing the Root Mean Squared Error (RMSE) and Mean Absolute Percentage Error (MAPE) for both models. 3. **A discussion and recommendation** on which model generalizes better and why. Additionally, the script will generate a file named `stock_forecast.png` in the same directory, which contains a plot visualizing the actual stock prices against the ARIMA and LSTM forecasts. ### Example Output ``` Model Performance Comparison ----------------------------- | Model | RMSE | MAPE (%) | | :---- | :------ | :------- | | ARIMA | 278.60 | 7.44 | | LSTM | 371.12 | 10.35 | Discussion and Recommendation ------------------------------ Based on the RMSE and MAPE metrics, the ARIMA model performed better than the LSTM model in this particular forecasting task... ``` ![Stock Price Forecasting - ARIMA vs LSTM] ![image](https://cdn-uploads.huggingface.co/production/uploads/68debefb259bd2cc8f9e6d0d/dobK-4Cu2TBsmq8L3MjcW.png)