In this code, we download the closing prices for a set of stocks and decompose their time series into trend, seasonality and noise, while showcasing the distribution and density of the data. Also, we use data time warping to compare their paths and plot their trends, in order to visually appreciate which may have a similar behavior.
-
Notifications
You must be signed in to change notification settings - Fork 0
nykolai-d/time-series-decomposition
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Time series decomposition using pandas-datareader and dtw
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published