Linchengxiang2007/SARIMAX-Database: Initial Release for Paper Submission

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Authors: Chengxiang Lin
Cited by: 0

Abstract

Summary This release provides a permanent snapshot of the database and analysis parameters used in the associated research paper. It focuses on the J.P. Morgan (JPM) time-series analysis using a SARIMAX framework combined with spectral analysis. Contents of this Release JPM Dataset: Historical time-series data used for model training and testing. SARIMAX Configuration: Specific hyperparameters and model architecture settings. Spectral Analysis Data: Results including detected wave magnitudes and periods. Documentation: Brief overview of the data structure. How to Cite This version is archived on Zenodo. Please cite as: Lin, Chengxiang. (2026). SARIMAX-Database (v1.0.0). GitHub/Zenodo. https://github.com

Fields of Study & Subjects

Stock Market Forecasting Methods Time Series Analysis and Forecasting Forecasting Techniques and Applications

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
29 January 2026
Language
EN