I am interested in learning time series. Based on my previous stock market experience, I have seen many stock prices fluctuate on a weekly or seasonal basis. Due to the holiday or seasonal effects, it is difficult to predict using ML model such as decision tree or linear regression.
After learning time series forecasting on Udemy, I decided to try it on myself. I used sales data from Walmart (2010~2013) to created time series model to predict Walmart stores’ sales. I ended up using SARIMA, Prophet, and XGBoost models to develop the forecasting models.
Data source: https://www.kaggle.com/divyajeetthakur/walmart-sales-prediction/.