Cryptocurrencies short-term forecast: application of ARIMA, GARCH and SVR models.
Dovile KuizinieneAusra VaroneckieneTomas KrilaviciusPublished in: IVUS (2019)
Keyphrases
- short term
- long term
- arima model
- forecasting model
- autoregressive integrated moving average
- load forecasting
- stock market
- electric load forecasting
- short term and long term
- support vector regression
- long term memory
- hybrid model
- wind speed
- medium term
- short term prediction
- motion prediction
- regression model
- forecasting accuracy
- neural network
- feature selection
- short and long term
- wind power
- power generation
- moving average
- variable selection