Predicting the Price of Bitcoin Using Hybrid ARIMA and Machine Learning

被引：12
|
作者：
Dinh-Thuan Nguyen [1 ]
Huu-Vinh Le [1 ]
机构：
[1] Univ Informat Technol, VNU HCM, Ho Chi Minh City, Vietnam
来源：
FUTURE DATA AND SECURITY ENGINEERING (FDSE 2019) | 2019年 / 11814卷
关键词：
Bitcoin prediction; ARIMA; Machine learning; Hybrid model;
D O I：
10.1007/978-3-030-35653-8_49
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Bitcoin is one of the most popular cryptocurrencies in the world, has attracted broad interests from researchers in recent years. In this work, Autoregressive Integrate Moving Average (ARIMA) model and machine learning algorithms will be implemented to predict the closing price of Bitcoin the next day. After that, we present hybrid methods between ARIMA and machine learning to improve prediction of Bitcoin price. Experiment results showed that hybrid methods have improved accuracy of predicting through RMSE and MAPE.
引用
收藏
页码：696 / 704
页数：9
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