Exchange_Rate-Future-Prediction-TSA-

Exchange Rate Time Series Analysis This project focuses on analyzing and forecasting currency exchange rates using time series analysis techniques. It includes data exploration, visualization, preprocessing, and implementation of forecasting models to predict future exchange rate trends.

Project Overview

Currency exchange rates are vital indicators of a country’s economic health. In this project, I explored historical exchange rate data and applied time series models to forecast future values, evaluate model performance, and draw meaningful insights.

Objectives:

1. Understand the trends and seasonality in exchange rate data.

2. Visualize the behavior of currency pairs over time.

3. Apply time series forecasting models like ARIMA and others.

4. Evaluate model accuracy using appropriate metrics.

Key Techniques Used

Time Series Decomposition

Stationarity Tests (ADF)

Differencing and Transformation

Autocorrelation and Partial Autocorrelation (ACF/PACF)

ARIMA / SARIMA modeling

Forecast Evaluation (MAE, RMSE)