Multifunctional app to work with multivariate timeseries. Build on PyQT5.
- Splitting dataset on cointegrated series
- Transformation into stationary time series
- Forecasting methods:
- VAR
- Boosting on decision trees
- LSTM ...(in progress)
- Cross validation
- Metrics
- Validation & n_step prediction plots
pip install -r requirements.txt py main.py filepath
!!! Dataset should not contain any columns except pure time series DateTime features extracting would be added in future!