Financial-time-series-analysis

Plotly python lib has been used for interactive visualisation. As github doesn't show animation while rendering jupyter notebook, you can visit https://nbviewer.jupyter.org/ to see full version of plots in notebooks:

  1. https://nbviewer.jupyter.org/github/Vitalinsh/Financial-time-series-analysis/blob/master/overview_time_series.ipynb
  2. https://nbviewer.jupyter.org/github/Vitalinsh/Financial-time-series-analysis/blob/master/kalman_filter_1d.ipynb

Also notebook with interactive plots are also saved in "./plots/" folder as html files.