This is the course project for my computer science courese "Introduction to Data Science" at WSU.

Time series analysis is a major branch in statistics that mainly focuses on analyzing data set to study the characteristics of the data and extract meaningful statistics in order to predict future values of the series.

In this project, we have applied two different ways to explore the stock price modeling and prediction. First we will go through several traditional time series modeling and prediction methods and apply them to the stock price analysis. Further, instead of using the statistical modeling methods, we will apply the machine learning technique and do the modeling and prediction based on the historical stock data. After comparison, we will show that the machine learning method is also a powerful tool for financial system analysis.

The report file is too big to put in the GitHub. Please see the report and the presentation through the Google Drive link: