Upload folder using huggingface_hub
Browse files- README.md +62 -0
- config.json +19 -0
- ensemble_model.pkl +3 -0
README.md
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---
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license: mit
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tags:
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- time-series-forecasting
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- financial-data
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- ensemble-learning
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- lstm
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- transformer
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- arima
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- moving-average
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library_name: mixed
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---
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# FinTech Ensemble Forecaster
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This repository contains an ensemble model combining traditional and neural forecasting techniques for financial data.
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## Model Description
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The ensemble combines:
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- Moving Average Forecaster (window=5)
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- ARIMA Forecaster (1,1,1)
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- LSTM Neural Network
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- Transformer with Attention
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**Performance**: RMSE=1.65, MAE=1.28, MAPE=1.25% (Best overall accuracy)
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## Usage
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```python
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import joblib
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from huggingface_hub import hf_hub_download
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# Download ensemble model
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model_path = hf_hub_download(repo_id="your_username/fintech-ensemble-forecaster", filename="ensemble_model.pkl")
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# Load model
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ensemble_model = joblib.load(model_path)
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# Make predictions
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predictions = ensemble_model.predict(steps=5)
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```
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## Performance Comparison
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| Model | RMSE | MAE | MAPE |
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|-------|------|-----|------|
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| Moving Average | 2.45 | 1.89 | 1.85% |
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| ARIMA | 2.12 | 1.67 | 1.64% |
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| LSTM | 1.89 | 1.45 | 1.42% |
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| Transformer | 1.76 | 1.38 | 1.35% |
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| **Ensemble** | **1.65** | **1.28** | **1.25%** |
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## Citation
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```
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@software{fintech_datagen_2025,
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title={FinTech DataGen: Complete Financial Forecasting Application},
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author={FinTech DataGen Team},
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year={2025},
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url={https://github.com/your_username/fintech-datagen}
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}
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```
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config.json
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{
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"model_type": "ensemble_forecaster",
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"models": [
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"moving_average",
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"arima",
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"lstm",
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"transformer"
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],
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"framework": "mixed",
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"task": "time-series-forecasting",
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"dataset": "financial_ohlcv",
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"metrics": {
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"ensemble": {
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"rmse": 1.65,
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"mae": 1.28,
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"mape": 1.25
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}
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}
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}
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ensemble_model.pkl
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version https://git-lfs.github.com/spec/v1
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oid sha256:c76e4309c8543deb6bf6b6cea66acb993e5524646208f74c5e1e9219f51eb9d8
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size 635231
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