基于混合模型的比特币预测

Q1 Engineering
M. Ashour, A. Ahmed
{"title":"基于混合模型的比特币预测","authors":"M. Ashour, A. Ahmed","doi":"10.21533/pen.v11i1.3452","DOIUrl":null,"url":null,"abstract":". In recent years, Bitcoin has become the most widely used blockchain platform in business and finance. The goal of this work is to find a viable prediction model that incorporates and perhaps improves on a combination of available models. Among the techniques utilized in this paper are exponential smoothing, ARIMA, artificial neural networks (ANNs) models, and prediction combination models. The study's most obvious discovery is that artificial intelligence models improve the results of compound prediction models. The second key discovery was that a strong combination forecasting model that responds to the multiple fluctuations that occur in the bitcoin time series and Error improvement should be used. Based on the results, the prediction accuracy criterion and matching curve-fitting in this work demonstrated that if the residuals of the revised model are white noise, the forecasts are unbiased. Future work investigating robust hybrid model forecasting using fuzzy neural networks would be very interesting.","PeriodicalId":37519,"journal":{"name":"Periodicals of Engineering and Natural Sciences","volume":" ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Bitcoin Prediction with a hybrid model\",\"authors\":\"M. Ashour, A. Ahmed\",\"doi\":\"10.21533/pen.v11i1.3452\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". In recent years, Bitcoin has become the most widely used blockchain platform in business and finance. The goal of this work is to find a viable prediction model that incorporates and perhaps improves on a combination of available models. Among the techniques utilized in this paper are exponential smoothing, ARIMA, artificial neural networks (ANNs) models, and prediction combination models. The study's most obvious discovery is that artificial intelligence models improve the results of compound prediction models. The second key discovery was that a strong combination forecasting model that responds to the multiple fluctuations that occur in the bitcoin time series and Error improvement should be used. Based on the results, the prediction accuracy criterion and matching curve-fitting in this work demonstrated that if the residuals of the revised model are white noise, the forecasts are unbiased. Future work investigating robust hybrid model forecasting using fuzzy neural networks would be very interesting.\",\"PeriodicalId\":37519,\"journal\":{\"name\":\"Periodicals of Engineering and Natural Sciences\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-02-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Periodicals of Engineering and Natural Sciences\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.21533/pen.v11i1.3452\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"Engineering\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Periodicals of Engineering and Natural Sciences","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21533/pen.v11i1.3452","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Engineering","Score":null,"Total":0}
引用次数: 2

摘要

。近年来,比特币已成为商业和金融领域应用最广泛的区块链平台。这项工作的目标是找到一个可行的预测模型,该模型结合并可能改进现有模型的组合。本文中使用的技术包括指数平滑、ARIMA、人工神经网络(Ann)模型和预测组合模型。该研究最明显的发现是,人工智能模型改善了复合预测模型的结果。第二个关键发现是,应该使用一个强大的组合预测模型,以应对比特币时间序列中发生的多次波动和误差改进。在此基础上,本文的预测精度准则和匹配曲线拟合表明,如果修正模型的残差为白噪声,则预测是无偏的。未来研究使用模糊神经网络的鲁棒混合模型预测将非常有趣。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Bitcoin Prediction with a hybrid model
. In recent years, Bitcoin has become the most widely used blockchain platform in business and finance. The goal of this work is to find a viable prediction model that incorporates and perhaps improves on a combination of available models. Among the techniques utilized in this paper are exponential smoothing, ARIMA, artificial neural networks (ANNs) models, and prediction combination models. The study's most obvious discovery is that artificial intelligence models improve the results of compound prediction models. The second key discovery was that a strong combination forecasting model that responds to the multiple fluctuations that occur in the bitcoin time series and Error improvement should be used. Based on the results, the prediction accuracy criterion and matching curve-fitting in this work demonstrated that if the residuals of the revised model are white noise, the forecasts are unbiased. Future work investigating robust hybrid model forecasting using fuzzy neural networks would be very interesting.
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
CiteScore
1.90
自引率
0.00%
发文量
140
审稿时长
7 weeks
期刊介绍: *Industrial Engineering: 1 . Ergonomics 2 . Manufacturing 3 . TQM/quality engineering, reliability/maintenance engineering 4 . Production Planning 5 . Facility location, layout, design, materials handling 6 . Education, case studies 7 . Inventory, logistics, transportation, supply chain management 8 . Management 9 . Project/operations management, scheduling 10 . Information systems for production and management 11 . Innovation, knowledge management, organizational learning *Mechanical Engineering: 1 . Energy 2 . Machine Design 3 . Engineering Materials 4 . Manufacturing 5 . Mechatronics & Robotics 6 . Transportation 7 . Fluid Mechanics 8 . Optical Engineering 9 . Nanotechnology 10 . Maintenance & Safety *Computer Science: 1 . Computational Intelligence 2 . Computer Graphics 3 . Data Mining 4 . Human-Centered Computing 5 . Internet and Web Computing 6 . Mobile and Cloud computing 7 . Software Engineering 8 . Online Social Networks *Electrical and electronics engineering 1 . Sensor, automation and instrumentation technology 2 . Telecommunications 3 . Power systems 4 . Electronics 5 . Nanotechnology *Architecture: 1 . Advanced digital applications in architecture practice and computation within Generative processes of design 2 . Computer science, biology and ecology connected with structural engineering 3 . Technology and sustainability in architecture *Bioengineering: 1 . Medical Sciences 2 . Biological and Biomedical Sciences 3 . Agriculture and Life Sciences 4 . Biology and neuroscience 5 . Biological Sciences (Botany, Forestry, Cell Biology, Marine Biology, Zoology) [...]
×
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