Comparative analysis of deep learning models for time series forecasting on Solana cryptocurrency data using Darts

Автор: Al-haidari H.H.A., Al-shaibani E., Al-maqtari M.A.S.H., Alhaithi A.N.H.M.

Журнал: Международный журнал гуманитарных и естественных наук @intjournal

Рубрика: Технические науки

Статья в выпуске: 9-2 (96), 2024 года.

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This research presents a comparative analysis of several deep learning models for time series forecasting on Solana cryptocurrency data, using the Darts library. The study evaluates the performance of six models, Block RNN, N-BEATS, N-HiTS, RNN, TCN, and TFT, using both empirical and quantitative. The Block RNN model demonstrated the best overall performance, achieving the lowest error rates, while N-BEATS and TCN closely followed. N-HiTS and TFT models struggled with higher complexity and the relatively small dataset, leading to poor performance. However, further training of the N-BEATS model resulted in significant improvements, demonstrating its potential in capturing long-term trends in volatile cryptocurrency markets. This study provides valuable insights for selecting deep learning models suited to forecasting in such dynamic environments.

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Deep learning, time series, forecasting, solana cryptocurrency, darts, rnn models, n-beats, and volatile markets

Короткий адрес: https://sciup.org/170207190

IDR: 170207190   |   DOI: 10.24412/2500-1000-2024-9-2-77-86

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