MUMBAI, India, June 26 -- Intellectual Property India has published a patent application (202621052100 A) filed by Symbiosis International Deemed University on April 23, 2026, for A System And Method For Time Series Forecasting Of Stock Prices Using Autoregressive Integrated Moving Average Model.
Inventors include Arushi Shivhare; Devyani Balki; Sanskruti Nerkar; Dr. Monali Gulhane; and Dr. Nitin Rakesh.
The application for the patent was published on June 19, 2026, under issue no. 25/2026.
Abstract: ABSTRACT A SYSTEM AND METHOD FOR TIME SERIES FORECASTING OF STOCK PRICES USING AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODEL The present invention provides a computer-implemented system (100) and method for time series forecasting of stock prices using Autoregressive Integrated Moving Average (ARIMA) model. The system (100) comprises a data acquisition module (110) for retrieving historical stock price data, a data preprocessing module (120) for cleaning and transforming data including missing value handling and noise reduction, a stationarity testing module (130) for performing Augmented Dickey-Fuller tests and applying differencing to achieve stationarity, a parameter selection module (140) for determining optimal ARIMA parameters (p, d, q) using Autocorrelation Function and Partial Autocorrelation Function analysis, an ARIMA model training module (150) for fitting the model to processed data, a forecasting module (160) for generating future stock price predictions with confidence intervals, and an evaluation module (170) for assessing model performance using Mean Absolute Error, Root Mean Squared Error, and Mean Absolute Percentage Error metrics along with residual analysis through Q-Q plots. [
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