使用时间序列分析预测比特币价格

2018 21st International Conference of Computer and Information Technology (ICCIT) Pub Date : 2018-12-01 DOI:10.1109/ICCITECHN.2018.8631923

Shaily Roy, Samiha Nanjiba, Amitabha Chakrabarty

{"title":"使用时间序列分析预测比特币价格","authors":"Shaily Roy, Samiha Nanjiba, Amitabha Chakrabarty","doi":"10.1109/ICCITECHN.2018.8631923","DOIUrl":null,"url":null,"abstract":"Over the past few years, Bitcoin has been a topic of interest of many, from academic researchers to trade investors. Bitcoin is the first as well as the most popular cryptocurrency till date. Since its launch in 2009, it has become widely popular amongst various kinds of people for its trading system without the need of a third party and also due to high volatility of Bitcoin price. In this paper, we propose a suitable model that can predict the market price of Bitcoin best by applying a few statistical analysis. Our work is done on four year's bitcoin data from 2013 to 2017 based on time series approaches especially autoregressive integrated moving average (ARIMA) model and the work finally could acquire an accuracy of 90% for deciding volatility in weighted costs of bitcoin in the short run.","PeriodicalId":355984,"journal":{"name":"2018 21st International Conference of Computer and Information Technology (ICCIT)","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"30","resultStr":"{\"title\":\"Bitcoin Price Forecasting Using Time Series Analysis\",\"authors\":\"Shaily Roy, Samiha Nanjiba, Amitabha Chakrabarty\",\"doi\":\"10.1109/ICCITECHN.2018.8631923\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Over the past few years, Bitcoin has been a topic of interest of many, from academic researchers to trade investors. Bitcoin is the first as well as the most popular cryptocurrency till date. Since its launch in 2009, it has become widely popular amongst various kinds of people for its trading system without the need of a third party and also due to high volatility of Bitcoin price. In this paper, we propose a suitable model that can predict the market price of Bitcoin best by applying a few statistical analysis. Our work is done on four year's bitcoin data from 2013 to 2017 based on time series approaches especially autoregressive integrated moving average (ARIMA) model and the work finally could acquire an accuracy of 90% for deciding volatility in weighted costs of bitcoin in the short run.\",\"PeriodicalId\":355984,\"journal\":{\"name\":\"2018 21st International Conference of Computer and Information Technology (ICCIT)\",\"volume\":\"10 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"30\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2018 21st International Conference of Computer and Information Technology (ICCIT)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICCITECHN.2018.8631923\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2018 21st International Conference of Computer and Information Technology (ICCIT)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICCITECHN.2018.8631923","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 30

摘要

在过去的几年里，比特币一直是许多人感兴趣的话题，从学术研究人员到交易投资者。比特币是迄今为止第一个也是最受欢迎的加密货币。自2009年推出以来，由于其不需要第三方的交易系统以及比特币价格的高波动性，它在各种人群中广受欢迎。在本文中，我们提出了一个合适的模型，通过一些统计分析，可以最好地预测比特币的市场价格。我们的工作是基于时间序列方法，特别是自回归综合移动平均(ARIMA)模型，在2013年至2017年的四年比特币数据上完成的，最终可以获得90%的准确度来确定短期比特币加权成本的波动率。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Bitcoin Price Forecasting Using Time Series Analysis

Over the past few years, Bitcoin has been a topic of interest of many, from academic researchers to trade investors. Bitcoin is the first as well as the most popular cryptocurrency till date. Since its launch in 2009, it has become widely popular amongst various kinds of people for its trading system without the need of a third party and also due to high volatility of Bitcoin price. In this paper, we propose a suitable model that can predict the market price of Bitcoin best by applying a few statistical analysis. Our work is done on four year's bitcoin data from 2013 to 2017 based on time series approaches especially autoregressive integrated moving average (ARIMA) model and the work finally could acquire an accuracy of 90% for deciding volatility in weighted costs of bitcoin in the short run.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

2018 21st International Conference of Computer and Information Technology (ICCIT)

自引率

0.00%

发文量