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Time Series Forecasting: Forecasting Australia unemployment rate

Sony Jufri

In this project, I worked in a group project and used different time series and deep learning modeling techniques to forecast Australia unemployment rate. The time series decomposition method and visualization techniques were used in the Exploratory Data Analysis. Subsequently, a combination of decomposition, linear and polynomial regression, Holts Winter, Seasonal ARIMA and deep learning models were used to make the forecast and the results were evaluated by their Mean Squared Errors.