Forecasting Foreign Exchange Rate Values Using Time Series ARIMA Model
Zaman Serileri ARIMA Modeli Kullanarak Döviz Kur Değeri Tahminlenmesi
Author : Derya KAYA
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Number of pages : 41-50
Abstract
Calculating exchange rate change values for the next period is always very important in commercial terms. Many studies have been done on this subject, and the ARIMA model has been determined to be one of the most successful solutions by calculating auto-regression, stationarity (difference) and moving average from a single-parameter data set. In this article, studies were carried out on the Prophet library of the Python language, which works with the ARIMA model, and the results were examined.
Keywords
ARIMA Model, Exchange Rate, Python, Artificial Intelligence, Forecasting
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