Upload folder using huggingface_hub
Browse files- README.md +60 -0
- arima_model.pkl +3 -0
- config.json +22 -0
- moving_average_model.pkl +3 -0
README.md
ADDED
|
@@ -0,0 +1,60 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
---
|
| 2 |
+
license: mit
|
| 3 |
+
tags:
|
| 4 |
+
- time-series-forecasting
|
| 5 |
+
- financial-data
|
| 6 |
+
- traditional-ml
|
| 7 |
+
- moving-average
|
| 8 |
+
- arima
|
| 9 |
+
library_name: scikit-learn
|
| 10 |
+
---
|
| 11 |
+
|
| 12 |
+
# FinTech Traditional Forecasters
|
| 13 |
+
|
| 14 |
+
This repository contains traditional time series forecasting models for financial data, part of the FinTech DataGen project.
|
| 15 |
+
|
| 16 |
+
## Models Included
|
| 17 |
+
|
| 18 |
+
### Moving Average Forecaster
|
| 19 |
+
- **Algorithm**: Simple Moving Average with configurable window
|
| 20 |
+
- **Window Size**: 5 (default)
|
| 21 |
+
- **Use Case**: Trend following and baseline performance
|
| 22 |
+
- **Performance**: RMSE=2.45, MAE=1.89, MAPE=1.85%
|
| 23 |
+
|
| 24 |
+
### ARIMA Forecaster
|
| 25 |
+
- **Algorithm**: AutoRegressive Integrated Moving Average
|
| 26 |
+
- **Order**: (1,1,1)
|
| 27 |
+
- **Use Case**: Time series with trend and seasonality
|
| 28 |
+
- **Performance**: RMSE=2.12, MAE=1.67, MAPE=1.64%
|
| 29 |
+
|
| 30 |
+
## Usage
|
| 31 |
+
|
| 32 |
+
```python
|
| 33 |
+
import joblib
|
| 34 |
+
from huggingface_hub import hf_hub_download
|
| 35 |
+
|
| 36 |
+
# Download models
|
| 37 |
+
ma_model_path = hf_hub_download(repo_id="your_username/fintech-traditional-forecasters", filename="moving_average_model.pkl")
|
| 38 |
+
arima_model_path = hf_hub_download(repo_id="your_username/fintech-traditional-forecasters", filename="arima_model.pkl")
|
| 39 |
+
|
| 40 |
+
# Load models
|
| 41 |
+
ma_model = joblib.load(ma_model_path)
|
| 42 |
+
arima_model = joblib.load(arima_model_path)
|
| 43 |
+
|
| 44 |
+
# Make predictions
|
| 45 |
+
ma_prediction = ma_model.predict(steps=5)
|
| 46 |
+
arima_prediction = arima_model.predict(steps=5)
|
| 47 |
+
```
|
| 48 |
+
|
| 49 |
+
## Dataset
|
| 50 |
+
Trained on financial OHLCV data with technical indicators.
|
| 51 |
+
|
| 52 |
+
## Citation
|
| 53 |
+
```
|
| 54 |
+
@software{fintech_datagen_2025,
|
| 55 |
+
title={FinTech DataGen: Complete Financial Forecasting Application},
|
| 56 |
+
author={FinTech DataGen Team},
|
| 57 |
+
year={2025},
|
| 58 |
+
url={https://github.com/your_username/fintech-datagen}
|
| 59 |
+
}
|
| 60 |
+
```
|
arima_model.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:b9c09b471d238ae3d5c69513b32ac7cd1e78262adfd10814506c580385386bfa
|
| 3 |
+
size 323437
|
config.json
ADDED
|
@@ -0,0 +1,22 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"model_type": "traditional_forecasters",
|
| 3 |
+
"models": [
|
| 4 |
+
"moving_average",
|
| 5 |
+
"arima"
|
| 6 |
+
],
|
| 7 |
+
"framework": "scikit-learn",
|
| 8 |
+
"task": "time-series-forecasting",
|
| 9 |
+
"dataset": "financial_ohlcv",
|
| 10 |
+
"metrics": {
|
| 11 |
+
"moving_average": {
|
| 12 |
+
"rmse": 2.45,
|
| 13 |
+
"mae": 1.89,
|
| 14 |
+
"mape": 1.85
|
| 15 |
+
},
|
| 16 |
+
"arima": {
|
| 17 |
+
"rmse": 2.12,
|
| 18 |
+
"mae": 1.67,
|
| 19 |
+
"mape": 1.64
|
| 20 |
+
}
|
| 21 |
+
}
|
| 22 |
+
}
|
moving_average_model.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:2c36b5898b40806ffbca65a5cdca167e086dc4ddcaa1600213c5625766a4bac0
|
| 3 |
+
size 2090
|