time series analysis stock with instant data

Pardus
Pardus New Altair Community Member
edited November 5 in Community Q&A
Hello, I want to make a system that predicts the next 1 hour with the time series analysis in Rapidminer by instantly transferring the latest live price data on the 1-hour chart data of more than 400 stocks traded in the stock exchange to the excel program. I would be glad if you could help me with this.

Answers

  • Pardus
    Pardus New Altair Community Member
    Merhabalar, borsada işlem gören  400'den fazla hisse senedinin 1 saatlik grafik verileri üzerindeki en son canlı fiyat verilerini anlık olarak  excel programına aktararak Rapidminer'de olan zaman serisi analizi ile ile 1 saat sonrasını tahmin eden bir sistem yapmak istiyorum. Bana bu konuda yardım edersen çok sevinirim.
  • Pardus
    Pardus New Altair Community Member
    Hello, I want to make a system that predicts the next 1 hour with the time series analysis in Rapidminer by instantly transferring the latest live price data on the 1-hour chart data of more than 400 stocks traded in the stock exchange to the excel program. I would be glad if you could help me with this.
  • Caperez
    Caperez Altair Community Member
    Hi @Pardus,
    You have a complete course of Time series analytics into Rapidminer accademy. this is the link.
    https://academy.rapidminer.com/learn/course/time-series-analytics

    also follow this interesting link for a current discussion in this community
    [New Extension] How to do Time Series Forecasting with just 1 Operator! — RapidMiner Community

    regards
  • Pardus
    Pardus New Altair Community Member
    KRİPTO PARALAR HEM GEÇMİŞ VERİ KULLANAN HEMDE CANLI VERİ KULLANAN VE BİR GÜN SONRASI İÇİN TAHMİNDE BULUNAN BİR SİSTEM NASIL TASARLAYABİLİRİM TEŞEKKÜRLER
  • hughesfleming68
    hughesfleming68 New Altair Community Member
    edited March 2021
    You have a number of problems to solve. First you will need your historic data and then a way to append only the current quote as the new hour bar is forming. This will require come coding outside of Rapidminer so that your time series is in the correct format. The second issue is that your prediction in most cases will be subject to noise. Predicting price rarely gives satisfactory results in the real world. The curve of the prediction more often than not looks like a moving average. It might be more useful in practice to create 400 moving averages and use the slope as trend than it would be to try and make 400 predictions in the time that you have. The best option is to practice the basics on daily data to see what the limits are. Intraday data is much more complicated and will be a dead end for most people.