🧩 Time Series Puzzle: Given the prices of the stock in the past, predict its value in the future
🕵🏼♀️ What is The Timeseries Prediction Puzzle About?
Ability to predict the future can be really valuable. But since we don’t have Doc and his DeLorean time machine from Back to the Future, we have to use data science to predict the future.
In this puzzle, you will predict the value of a stock in the future.
💪🏼 What You’ll Learn
In this puzzle, you will learn
- How to predict and forecast the future price of any series
- How to use the most famous Prophet method developed by Facebook
✔ The Task
Your task is to use time-series prediction to find the future value of these synthetic stock prices. Given the prices of the stock in the past, predict its value in the future.
👩🏽💻 Explore Dataset
The dataset contains stock prices from 1985-01-29 to 2010-03-25 in train.csv and 2010-03-26 to 2013-06-21 in val.csv set, leaving out the weekend, i.e., Saturday and Sunday. You need to predict the stock prices from 2013-06-24 to 2021-01-13 on the weekdays.
The dataset contains the Training set and Validation set:
- Training Set: 6345 samples
- Validation Set: 817 samples
Training & Validation Set The training and validation set contains the dates and values in CSV format. The CSV file contains two columns.
- date - date for the stock market
- value - the value of the stock on the given date
🗂 Dataset Files
The following files are available in the resources section:
- train.csv - (6345 samples) This training CSV file contains the date and the values.
- val.csv - (817 samples) This validation CSV file contains the date and the values.
- sample_submission.csv - (1905 samples) File used to evaluate the leaderboard score but does not have the values.
🔬 Let's Solve This Puzzle
The starter kit breaks down everything from downloading the dataset, loading the libraries, processing the data, creating, training, and testing the model.
Click here to access the basic starter kit. It contains in-depth instructions to:
- Download the necessary files
- Setup the AIcrowd-CLI environment that will help you submit directly via a notebook
- Downloading dataset & importing libraries
- Preprocessing the dataset
- Creating the model
- Setting the model
- Training the model
- Submitting the result
- Uploading the results
Make your first submission using the starter kit. 🚀
🖊 Evaluation Criteria
The Mean Squared Error Metric is used here to test the efficiency of your model.
🤫 Hint to get started
Check out the open-source library Prophet, developed by Facebook and designed to automatically forecast univariate time series data. You can learn more about it here.
📚 Resource Circle
Learn about another state-of-the-art approach using LSTM here.
👯♀️ Get Help From Community
Hop over to the AIcrowd Blitz discord server to see ongoing discussions about this puzzle.
🙋♀️ Subscription Queries
This is one of the many free Blitz puzzles you can access forever. To access more puzzles from various domains from the Blitz Library and receive a special new puzzle in your inbox every two weeks, you can subscribe to AIcrowd Blitz here.
[Getting Started Notebook] TIMSER Challange