Zaitun Time Series Roadmap

Now we are planning the next version on Zaitun Time Series. We’ve already planned our ideas to accomplish Zaitun Time Series day by day. If you have idea, please send it to us, your contribution is strongly required!

 

The Next Zaitun Time Series Development

  • Statistics Model

    Adding more complex models and statistics tests to do the analysis and forecast time series data. Some models which can be added into Zaitun Time Series:

    • Auto Regressive Integrated Moving Average (ARIMA)
    • Auto Regressive Conditional Heteroscedasticity (ARCH)
    • Generalized Auto Regressive Conditional Heteroscedasticity (GARCH)
    • Vector Auto Regression (VAR)
    • Unit Root Test
    • Co-integration Test
  • Neural Network Model

    Expanding the Neural Network Model in Zaitun Time Series - which is Fully Connected Feed Forward Neural Network with Back Propagation Training - to increase the performance of data forecasting. It can be done by using the other topology of neural network such as Radial Basis Network, and Non Fully Connected Neural Network, using another training algorithm such as QuickProp, RPROP, and Lavenberg Marquardt, adding the other method of Artificial Intelligence such as genetic algorithm or fuzzy logic.

  • Automatic Forecasting

    Statistics models and neural network model need the involvement of user in determining the best model which will be used to do the data forecasting. The users should determine the certain parameter until they can obtain a good result of forecasting. The limitation can be solved by developing an intelligent technique to do an automatic forecasting. The intelligent techniques such as expert system, fuzzy logic, and the genetic algorithm can be combined with the current model in determining the best value of parameters of the model which is able to set a good result of forecasting.

  • The connection to the external database

    The connection to the external database is very useful for user who saves his data inside a certain database application. The facility to import and export from and to the database will simplify the job to do the data analysis.

  • Live Stock Market

    Today, some sites provide data of the fluctuation of the current stock market, such as Google Finance and Yahoo Finance. The facility to import the data from these sites will simplify the user who wants to see the fluctuation of stock market. It also helps to do the analysis of time series of the data include to forecast the data by using the model which is available in the application. The result of forecasting can be used to help the process of stock exchange transaction.

 

Zaitun Time Series v 0.2.1 Release Plan

Some features which will be included in Zaitun Time Series v 0.2.1:

  • Multiple Regression Analysis
  • New Data Type to help visualization of sock market and forex data
  • New Import Feature to acquire live stock market data and forex data from online data provider like Google Finance or Yahoo Finance