• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Yamak, Peter T. (Yamak, Peter T..) | Yujian, Li (Yujian, Li.) | Gadosey, Pius K. (Gadosey, Pius K..)

Indexed by:

EI

Abstract:

A critical area of machine learning is Time Series forecasting, as various forecasting problems contain a time component. A series of observations taken chronologically in time is known as a Time Series. In this research, however, we aim to compare three different machine learning models in making a time series forecast. We are going to use the Bitcoin's price dataset as our time series data set and make predictions accordingly. The results show that the ARIMA model gave better results than the deep learning-based regression models. ARIMA gives the best results at 2.76% and 302.53 for MAPE and RMSE respectively. The Gated Recurrent Unit (GRU) however performed better than the Long Short-term Memory (LSTM), with 3.97% and 381.34 of MAPE and RMSE respectively. © 2019 ACM.

Keyword:

Forecasting Time series Long short-term memory Deep learning Autoregressive moving average model Regression analysis Bitcoin Learning systems

Author Community:

  • [ 1 ] [Yamak, Peter T.]Beijing University of Technology, Beijing, China
  • [ 2 ] [Yujian, Li]School of Artificial Intelligence, Guilin University of Electronic Technology, Guilin, Guangxi, China
  • [ 3 ] [Gadosey, Pius K.]Beijing University of Technology, Beijing, China

Reprint Author's Address:

Email:

Show more details

Related Keywords:

Related Article:

Source :

Year: 2019

Page: 49-55

Language: English

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count: 270

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 28

Online/Total:408/10558119
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.