Fuzzy Crow Search Algorithm-Based Deep LSTM for Bitcoin Prediction

Chandrasekar Ravi
{"title":"Fuzzy Crow Search Algorithm-Based Deep LSTM for Bitcoin Prediction","authors":"Chandrasekar Ravi","doi":"10.4018/ijdst.2020100104","DOIUrl":null,"url":null,"abstract":"Prediction of stock market trends is considered as an important task and is of great attention as predicting stock prices successfully may lead to attractive profits by making proper decisions. Stock market prediction is a major challenge owing to non-stationary, blaring, and chaotic data and thus, the prediction becomes challenging among the investors to invest the money for making profits. Initially, the blockchain network is fed to the blockchain network bridge from which the bitcoin data is acquired that is followed with the bitcoin prediction. Bitcoin prediction is performed using the proposed FuzzyCSA-based Deep Long short-term memory (LSTM). At first, the flow strength indicators are extracted based on Double exponential moving average (DEMA), Rate of Change (ROCR), Average True Range (ATR), Simple Moving Average (SMA), and Moving Average Convergence Divergence (MACD) from the blockchain data. Based on the extracted features, the prediction is done using FuzzyCSA-based Deep LSTM, which is the combination of FuzzyCSA with Deep LSTM. Then, the CSA is modified using the fuzzy operator for determining the optimal weights in Deep LSTM. The experimentation of the proposed method is performed from the openly available dataset. The analysis of the method in terms of Mean Absolute Error (MAE), and Root Mean Square Error (RMSE) reveals that the proposed FuzzyCSA-based Deep LSTM acquired a minimal MAE of 0.4811, and the minimal RMSE of 0.3905, respectively.","PeriodicalId":118536,"journal":{"name":"Int. J. Distributed Syst. Technol.","volume":"28 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Int. J. Distributed Syst. Technol.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4018/ijdst.2020100104","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 11

Abstract

Prediction of stock market trends is considered as an important task and is of great attention as predicting stock prices successfully may lead to attractive profits by making proper decisions. Stock market prediction is a major challenge owing to non-stationary, blaring, and chaotic data and thus, the prediction becomes challenging among the investors to invest the money for making profits. Initially, the blockchain network is fed to the blockchain network bridge from which the bitcoin data is acquired that is followed with the bitcoin prediction. Bitcoin prediction is performed using the proposed FuzzyCSA-based Deep Long short-term memory (LSTM). At first, the flow strength indicators are extracted based on Double exponential moving average (DEMA), Rate of Change (ROCR), Average True Range (ATR), Simple Moving Average (SMA), and Moving Average Convergence Divergence (MACD) from the blockchain data. Based on the extracted features, the prediction is done using FuzzyCSA-based Deep LSTM, which is the combination of FuzzyCSA with Deep LSTM. Then, the CSA is modified using the fuzzy operator for determining the optimal weights in Deep LSTM. The experimentation of the proposed method is performed from the openly available dataset. The analysis of the method in terms of Mean Absolute Error (MAE), and Root Mean Square Error (RMSE) reveals that the proposed FuzzyCSA-based Deep LSTM acquired a minimal MAE of 0.4811, and the minimal RMSE of 0.3905, respectively.
基于模糊乌鸦搜索算法的深度LSTM比特币预测
预测股票市场的趋势被认为是一项重要的任务,是非常值得关注的,因为成功预测股票价格可能会通过正确的决策带来诱人的利润。股票市场的预测是一个重大的挑战,由于非平稳,喧嚣,和混乱的数据,因此,预测成为投资者投资的资金赚取利润的挑战。最初,区块链网络被馈送到区块链网络桥,从中获取比特币数据,然后进行比特币预测。比特币预测使用提出的基于模糊csa的深度长短期记忆(LSTM)进行。首先,从区块链数据中提取基于双指数移动平均线(DEMA)、变化率(ROCR)、平均真实范围(ATR)、简单移动平均线(SMA)和移动平均收敛发散(MACD)的流量强度指标。基于提取的特征,使用基于模糊csa的深度LSTM进行预测,即模糊csa与深度LSTM相结合。然后,利用模糊算子对CSA进行修正,确定深度LSTM中的最优权值。该方法的实验是在公开可用的数据集上进行的。从平均绝对误差(MAE)和均方根误差(RMSE)两方面对该方法进行分析,结果表明,基于fuzzycsa的深度LSTM的最小MAE和最小RMSE分别为0.4811和0.3905。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信