论文标题

基于区块链的加密价格变化的时间序列分析

Time Series Analysis of Blockchain-Based Cryptocurrency Price Changes

论文作者

Fleischer, Jacques, von Laszewski, Gregor, Theran, Carlos, Bautista, Yohn Jairo Parra

论文摘要

在本文中,我们将神经网络和人工智能(AI)应用于高风险加密货币硬币的历史记录,以训练一种猜测其价格的预测模型。本文的代码包含jupyter笔记本,其中之一将一旦将历史数据的CSV文件输入到程序中。另一个Jupyter笔记本电脑训练LSTM或长期的短期内存模型,以预测加密货币的收盘价。 LSTM的价格是货币在一天结束时的价格,因此可以从这些价值中学习。笔记本电脑创建了两组:一个训练集和一个测试集,以评估结果的准确性。 然后,使用手动最小 - 最大缩放标准将数据归一化,以使模型不会遇到任何偏差。这也提高了模型的性能。然后,使用三层训练该模型 - LSTM,辍学和密集的层通过50个训练时代最小化的损失;从该培训中,生产并安装了一个经常性的神经网络(RNN)。此外,产生了每个时期损失的图,随着时间的流逝,损失最小。最后,笔记本电脑以红色的实际货币价格和蓝色的预测价格绘制了一条线图。然后重复多个加密货币以比较预测模型。 LSTM的参数(例如时期和批处理大小)进行了调整,以尝试最大程度地减少均方根误差。

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which outputs a timeseries graph of any cryptocurrency price once a CSV file of the historical data is inputted into the program. Another Jupyter notebook trains an LSTM, or a long short-term memory model, to predict a cryptocurrency's closing price. The LSTM is fed the close price, which is the price that the currency has at the end of the day, so it can learn from those values. The notebook creates two sets: a training set and a test set to assess the accuracy of the results. The data is then normalized using manual min-max scaling so that the model does not experience any bias; this also enhances the performance of the model. Then, the model is trained using three layers -- an LSTM, dropout, and dense layer-minimizing the loss through 50 epochs of training; from this training, a recurrent neural network (RNN) is produced and fitted to the training set. Additionally, a graph of the loss over each epoch is produced, with the loss minimizing over time. Finally, the notebook plots a line graph of the actual currency price in red and the predicted price in blue. The process is then repeated for several more cryptocurrencies to compare prediction models. The parameters for the LSTM, such as number of epochs and batch size, are tweaked to try and minimize the root mean square error.

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