This repository contains an end-to-end forecasting pipeline for stock price time series from the NIFTY 50 universe.
The project demonstrates classical statistical models, machine learning methods, and deep learning architectures for univariate financial time-series forecasting.
The pipeline is fully generic and works for any stock placed inside the nifty/ folder.
The workflow includes:
- Data loading and preprocessing
- Exploratory time series analysis
- Classical forecasting models
- Machine learning models
- Deep learning models
- Model evaluation and comparison
Each model can be applied to any chosen stock by specifying the file name.
The dataset should be placed inside the nifty_data/ directory in the following CSV format:
- Date
- VWAP
The pipeline automatically parses dates and sets them as the index.