CPI Forecasting with ML

Tech Stack

Python
Time Series
Bayesian Ridge
FRED
Google Trends
Machine Learning

1-month CPI YoY forecasting model using FRED CPI and Google Trends. Bayesian Ridge achieved RMSE ≈ 0.39 with 55–60% directional accuracy (4th of 50+ teams).

GitHub

Overview

1-month CPI YoY forecasting model using FRED CPI and Google Trends. Bayesian Ridge achieved RMSE ≈ 0.39 with 55–60% directional accuracy (4th of 50+ teams).

Key Features

Technical Implementation

This project leverages Python and Time Series to create a robust solution. More detailed write-up coming soon.