可解释的多地平线时间序列预测加密货币通过杆时间融合变压器
Arslan Farooq1, M Irfan Uddin1, Muhammad Adnan1
1Institute of Computing, Kohat University of Science and Technology, Kohat, 26000, KP, Pakistan.
Heliyon
|December 2, 2024
概括
本研究介绍了一种先进的深度学习增强时间融合变压器 (ADE-TFT) 模型,用于更准确的比特币价格预测. 与传统方法相比,ADE-TFT模型显著提高了加密货币预测的准确性.
科学领域:
- * 计算金融学
- * 人工智能 * 人工智能
- * 深度学习 (Deep Learning) 是一种深度学习.
背景情况:
- * 由于市场波动,预测加密货币价格变动具有挑战性.
- *现有的模型往往难以应对金融市场的复杂性.
- *在财务预测中对先进的AI/ML技术的需求正在增长.
研究的目的:
- * 开发和评估一个先进的深度学习增强时间融合变压器 (ADE-TFT) 模型,以准确估计比特币价值.
- * 探索诸如地缘政治事件和市场情绪等各种因素对加密货币预测的影响.
- * 在波动的数字货币市场中加强投资者决策.
主要方法:
- *开发和评估ADE-TFT模型,一种新的深度学习架构.
- * 应用人工智能 (AI) 和机器学习 (ML) 技术.
- *分析交易数据集,市场情绪和地缘政治因素.
主要成果:
- *与低层模型相比,ADE-TFT模型显示出更高的预测准确度.
- *观察到减少的平均绝对百分比误差 (MAPE),平均平方误差 (MSE) 和根平均平方误差 (RMSE).
- * 通过更高的隐藏层配置 (h=8) 实现了最佳性能.
结论:
- * ADE-TFT模型在加密货币预测准确度方面取得了重大进展.
- *对规范化策略和多样化的市场数据进行实验对于模型增强至关重要.
- * 纳入市场情绪分析可以进一步提高预测准确度和投资者赋权.
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