Forecasting bitcoin: Decomposition aided long short-term memory based time series modeling and its explanation with Shapley values.
Vule MizdrakovicMaja KljajicMiodrag ZivkovicNebojsa BacaninLuka JovanovicMuhammet DeveciWitold PedryczPublished in: Knowl. Based Syst. (2024)
Keyphrases
- short term
- long term
- stock market
- chaotic time series
- arima model
- short term prediction
- forecasting model
- short term and long term
- load forecasting
- medium term
- electric load forecasting
- long term memory
- motion prediction
- financial time series
- forecasting accuracy
- short and long term
- neural network
- non stationary
- wind speed
- power generation
- autoregressive
- fuzzy clustering
- particle swarm optimization