Time series prediction models such as ARIMA, LSTM, and Prophet to predict sugar prices in the futures sugar market. Sugar No. 11 Futures | ICE
Background Every day the prices of basic commodities experience increases and decreases, depending on the market or the laws of supply and demand, as well as the seasonality and weather condintions.
Source :
The data consists of 6 csv files from January 2012 to December 2018 in the form of daily prices of basic commodities. The data is still not 100% clean and neat, so it needs cleansing and formatting. The data dictionary of the dataset is as follows: date: Daily date #Y = (Auto-Regressive Parameters) +(degree of diferencing)+ (Moving Average Parameters) Commodity: Commodity Price: Price
Arima results
LSTM results
PROPHET results
