Etienne-bobo / Predict-bitcoin-price

predict price of bitcoin using time series

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Predict-bitcoin-price

Data from = https://www.investing.com/crypto/bitcoin/historical-data

Bitcoin prices from 2010-07-18 - 10/24/2023

Data: Daily Historical price of Bitcoin over the past years

Results of modeling experiments

  • Model 1 = Univariate Deep learing Dense model with horizon=1 and window_size=7

  • Model 2 = Univariate Deep learing CONV1D model with horizon=1 and window_size=7

  • Model 3 = Multivariate Deep learing Dense model with horizon=1 and window_size=7

  • Model 4 = Univariate Deep learing Dense model(NBeats algo) with horizon=1 and window_size=7

    Replicating the N-BEATS: NEURAL BASIS EXPANSION ANALYSIS FOR INTERPRETABLE TIME SERIES FORECASTING paper

  • Model 5 = Univariate Deep learing Dense emsemble model with horizon=1 and window_size=7

    Fit on 3 differents metrics with different random initialization

Alt text

About

predict price of bitcoin using time series


Languages

Language:Jupyter Notebook 100.0%