Predicting the Stock Market Using Machine Learning and Deep Learning

There is not a huge difference in the RMSE value, but a plot for the predicted and actual values should provide a more clear understanding. The RMSE value is almost similar to the linear regression model and the plot shows the same pattern. Like linear regression, kNN also identified a drop in January 2018 since that has been the pattern for the past years. We can safely say that regression algorithms have not performed well on this dataset. Let's go ahead and look at some time series forecasting techniques to find out how they perform when faced with this stock prices prediction challenge. ARIMA is a very popular statistical method for time series forecasting. ARIMA models take into account the past values to predict the future values.