KNIME_​Individual_​project_​Nikolas_​Dullen

Holt-Winters

Residuals

Double vs. Triple

Actual vs. Fitted

MAE vs. RMSE

Min & Max Date

Actual vs. ARIMA vs. RF Pred

Turn Min & Max Date into Flow Vars

RF Pred

Resid in comparison

ARIMA Pred

Calculate log return

This plot shows daily DAX log-returns from 2020 to 2026. The visible 'volatility clustering'—especially the sharp spike during the 2020 COVID-19 crash—highlights periods of high market risk.

Close -1

MAE vs. RMSE

This chart displays the DAX performance by aggregating log-returns over time. It translates daily fluctuations into a long-term growth trajectory. Despite the 2020 drawdown, the curve reveals a positive trend, illustrating total investment return

Seasonal

Trend

Parse Date

Sort by Date(Past to Present)

Only Date + Close

Actual vs. Double vs. Triple

Residual (Noise)

Holt-Winters Actual, Double, Triple

Creating Machine Learning (ML)

Scatter Plot Log Return

Outlier detection

Rolling Volatility Plot