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Forecasting Models

Time series forecasting library for volatility and price prediction.

Features

  • GARCH volatility forecasting
  • EWMA volatility forecasting
  • XGBoost and LightGBM ML models
  • LSTM neural network forecasting
  • Prophet time series forecasting
  • ARIMA price forecasting
  • Ensemble forecasting

Installation

pip install forecasting-models

License

MIT License

About

Time series forecasting library for volatility and price prediction using GARCH, EWMA, XGBoost, LightGBM, LSTM, Prophet, and ARIMA models with ensemble methods.

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