Hiruni2207 commited on
Commit
0995c19
Β·
verified Β·
1 Parent(s): 562d2e4

Update README.md

Browse files
Files changed (1) hide show
  1. README.md +43 -12
README.md CHANGED
@@ -1,12 +1,32 @@
1
- # DataSynthis_ML_JobTask - Stock Price Forecasting (Deliverables)
2
- This bundle contains a ready-to-run Jupyter notebook, a small synthetic sample dataset, and helper scripts for training ARIMA, LSTM, and Prophet models; evaluating them with rolling-window evaluation; and steps to deploy model artifacts to Hugging Face Hub (you must run that step locally or from an environment with internet access).
3
 
4
- ## Files included
5
- - `stock_forecasting_notebook.ipynb` β€” The full notebook with preprocessing, ARIMA, LSTM, Prophet, rolling-window evaluation, plots, and saving models.
6
- - `sample_stock.csv` β€” A synthetic daily closing-price CSV (2020-01-01 to 2021-12-31, business days) to run the notebook offline.
7
- - `requirements.txt` β€” Python dependencies.
8
- - `upload_to_hf.py` β€” Example script to upload model files to Hugging Face Hub (requires `huggingface_hub` and HF token).
9
- - `README.md` β€” This file.
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
10
 
11
  ## Quick start
12
  1. Create and activate a python environment (recommended: conda or venv)
@@ -23,11 +43,22 @@ This bundle contains a ready-to-run Jupyter notebook, a small synthetic sample d
23
  3. The notebook contains cells to download real stock data via `yfinance` (if you have internet) or use the included `sample_stock.csv` for an offline demo.
24
 
25
  ## Hugging Face deployment (notes)
26
- - You cannot deploy directly from this notebook in an environment without internet.
27
  - Use `upload_to_hf.py` to push saved model files to the HF repo `DataSynthis_ML_JobTask` after creating it on the Hugging Face website (or the script will create the repo for you if you provide a valid token).
28
  - Create a HF token at https://huggingface.co/settings/tokens and set environment variable `HF_TOKEN` or pass `--token` to the script.
29
 
30
- ## About results
31
- - The notebook runs quick examples and shows how to compute RMSE and MAPE, and how to perform rolling-window evaluation.
32
- - For production-quality training and evaluation (e.g., longer LSTM training), run on a machine with a GPU and more data.
 
 
 
 
 
 
 
 
 
 
 
 
33
 
 
1
+ # πŸ“ˆ Stock Price Forecasting - DataSynthis ML Job Task
 
2
 
3
+ This repository contains implementations of **time-series forecasting** for stock prices using both **traditional statistical models (ARIMA, Prophet)** and **deep learning (LSTM)**.
4
+ The project demonstrates model comparison, rolling-window evaluation, and deployment to Hugging Face Hub.
5
+
6
+ ---
7
+
8
+ ## Project Overview
9
+ - **Dataset**: Daily stock price dataset (closing prices).
10
+ - **Models Implemented**:
11
+ - ARIMA (AutoRegressive Integrated Moving Average)
12
+ - Prophet (Additive Time Series Forecasting by Meta)
13
+ - LSTM (Long Short-Term Memory Neural Network)
14
+ - **Evaluation**:
15
+ - Rolling-window forecasts
16
+ - Metrics: RMSE, MAPE
17
+ - **Deployment**:
18
+ - Models and results shared on Hugging Face Hub.
19
+
20
+ ---
21
+
22
+ ## Repository Contents
23
+ - `lstm_model.h5` – Trained LSTM model
24
+ - `scaler.pkl` – Scaler used for preprocessing
25
+ - `performance_summary.csv` – Comparison of ARIMA, Prophet, and LSTM performance
26
+ - `stock_forecasting_notebook.ipynb` – Full notebook with preprocessing, training, evaluation, and plots
27
+ - `upload_to_hf.py` – Script for uploading to Hugging Face Hub
28
+
29
+ ---
30
 
31
  ## Quick start
32
  1. Create and activate a python environment (recommended: conda or venv)
 
43
  3. The notebook contains cells to download real stock data via `yfinance` (if you have internet) or use the included `sample_stock.csv` for an offline demo.
44
 
45
  ## Hugging Face deployment (notes)
 
46
  - Use `upload_to_hf.py` to push saved model files to the HF repo `DataSynthis_ML_JobTask` after creating it on the Hugging Face website (or the script will create the repo for you if you provide a valid token).
47
  - Create a HF token at https://huggingface.co/settings/tokens and set environment variable `HF_TOKEN` or pass `--token` to the script.
48
 
49
+ ## Results
50
+
51
+ The performance of the three models on stock price forecasting is summarized below:
52
+
53
+ | Model | RMSE | MAPE (%) |
54
+ |---------|--------|----------|
55
+ | ARIMA | 3.3748 | 1.8973 |
56
+ | Prophet | 4.7650 | 3.1859 |
57
+ | LSTM | 2.0890 | 1.2516 |
58
+
59
+ ### Key Insights
60
+ - **LSTM** achieved the **lowest RMSE and MAPE**, showing the best accuracy.
61
+ - **ARIMA** performed reasonably well, but less effective with non-linear trends.
62
+ - **Prophet** captured trends and seasonality but had higher errors.
63
+ - Overall, **LSTM is the most reliable model** for this task.
64