Empirical analysis with financial data (MSFT stock returns) in R, with the goal to produce useful forecasts using univariate, multivariate time series models and volatility models.

A demand forecasting model for an E-Commerce retailer, built using KPIs from Google Analytics & implemented in RStudio. Models: time-series, ARIMA, Regression (multivariate & dynamic). Open-source & contributions welcome.

A multivariate time series forecasting of pollution data using ARIMA, LM & ARIMAX in R

Code for the Lancet Digital Health manuscript

This is a release of data and analysis scripts of the "Associations of inclement weather and poor air quality with non-motorized trail volumes" paper published in Transportation Research Part D.

Creation of ARIMA model with interventions for precipitation data

Aplicación de distintos modelos de series temporales a las salidas de pasajeros del Aeropuerto de Menorca.

Progetto Data Science Lab

Forecasts Bitcoin prices over 6 months using different models integrating historical data, Google Trends, and on-chain metrics (0.28 correlation with active addresses) using R language.

EUR/CHF currency exchange rate forecasting