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Specifying the forecasting window.
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ahmedxomar101 authored Jul 27, 2023
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Expand Up @@ -10,6 +10,8 @@ Available in the following notebook, everything is divided into sections and sub
* [HTML](https://github.com/ahmedxomar101/forecasting-inflation-from-tweets/blob/master/DDE%20Course%20-%20Forecasting%20Inflation%20from%20Tweets%20-%20Ahmed.html) version of the notebook.
## Results
After performing many trials, I have identified two models that can forecast inflation with great performance which is 92.5% and 97.6% better than the baseline of my experiments.

All the forecasting made is by using 48 months of inflation rate for training (equivalent to 4 years) and forecasting 12 months in one shot.
1. **ARIMA (Baseline)**, optimal ARIMA Model is (1,1,1)
* MSE = 4.67

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