Forecasting bitcoin: Decomposition aided long short-term memory based time series modeling and its explanation with Shapley values

Knowledge-Based Systems, Год журнала: 2024, Номер 299, С. 112026 - 112026

Опубликована: Июнь 6, 2024

Bitcoin price volatility fascinates both researchers and investors, studying features that influence its movement. This paper expends on previous research examines time series data of various exogenous endogenous factors: Bitcoin, Ethereum, S&P 500, VIX closing prices; exchange rates the Euro GPB to USD; number Bitcoin-related tweets per day. A period three years (from September 2019 2022) is covered by dataset. two-layer framework introduced tasked with accurately forecasting price. In first layer, account for complexities in analyzed data, variational mode decomposition (VMD) extracts trends from series. second Long short-term memory hybrid Bidirectional long networks were used forecast prices several steps ahead. work also an enhanced variant sine cosine algorithm tune control parameters VMD neural attaining best possible performance. The main focus combining modified metaheuristics improve cryptocurrency value forecast. Two sets experiments conducted, without VMD. results have been contrasted models tuned seven other cutting-edge optimizers. Extensive experimental outcomes indicate can be forecasted great accuracy using selected decomposition. Additionally, model was analyzed, Shapley values indicated such as EUR/USD rates, Ethereum prices, GBP/USD a significant impact forecasts.

Язык: Английский

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A multi-scale analysis method with multi-feature selection for house prices forecasting

Applied Soft Computing, Год журнала: 2025, Номер unknown, С. 112779 - 112779

Опубликована: Янв. 1, 2025

Язык: Английский

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A dual decomposition integration and error correction model for carbon price prediction

Journal of Environmental Management, Год журнала: 2025, Номер 374, С. 124035 - 124035

Опубликована: Янв. 10, 2025

Язык: Английский

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MLP-Carbon: A new paradigm integrating multi-frequency and multi-scale techniques for accurate carbon price forecasting

Applied Energy, Год журнала: 2025, Номер 383, С. 125330 - 125330

Опубликована: Янв. 15, 2025

Язык: Английский

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A hybrid model for carbon price forecasting based on SSA-NSTransformer: Considering the role of multi-stage carbon reduction targets

Journal of Environmental Management, Год журнала: 2025, Номер 375, С. 124237 - 124237

Опубликована: Янв. 29, 2025

Язык: Английский

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Energy Hub Operation Under Uncertainty: Monte Carlo Risk Assessment Using Gaussian and KDE-Based Data

Energies, Год журнала: 2025, Номер 18(7), С. 1712 - 1712

Опубликована: Март 29, 2025

Energy hubs integrating onsite renewable generation and battery storage provide cost-efficient solutions for meeting building electricity requirements. This study presents methods modeling uncertainties in load demand solar generation, ranging from normal distribution assumptions to distributions sourced CityLearn 2.3.0. We also implement kernel density estimation (KDE) represent the non-parametric characteristics of actual data. Through Monte Carlo simulation, we emphasize value robust, data-driven methodologies optimizing energy hub operations under realistic uncertainty conditions effectively conducting risk assessment. The real-world data confirms that non-Gaussian nature building-level PV output is most accurately represented through KDE, leading more precise cost projections considered hub.

Язык: Английский

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A multi-objective ensemble prediction model for interval-valued carbon price based on mixed-frequency data and sub-model selection

Energy, Год журнала: 2025, Номер unknown, С. 136309 - 136309

Опубликована: Апрель 1, 2025

Язык: Английский

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Research on the Construction and Optimization of Physical Education Teaching Analysis Platform Based on Bi-LSTM Model

Systems and Soft Computing, Год журнала: 2025, Номер unknown, С. 200265 - 200265

Опубликована: Апрель 1, 2025

Язык: Английский

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A new framework for ultra-short-term electricity load forecasting model using IVMD–SGMD two–layer decomposition and INGO–BiLSTM–TPA–TCN

Applied Soft Computing, Год журнала: 2024, Номер 167, С. 112311 - 112311

Опубликована: Окт. 10, 2024

Язык: Английский

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An interval-valued carbon price prediction model based on improved multi-scale feature selection and optimal multi-kernel support vector regression

Information Sciences, Год журнала: 2024, Номер 692, С. 121651 - 121651

Опубликована: Ноя. 16, 2024

Язык: Английский

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