On forecasting the intraday Bitcoin price using ensemble of variational mode decomposition and generalized additive model
High frequency Bitcoin price series are often non-linear and non-stationary and hence forecasting the price of Bitcoin directly or by transformation using statistical models is subject to large errors. This paper presents an ensemble model using variational mode decomposition (VMD) and Generalized a...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2022-03-01
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| Series: | Journal of King Saud University: Computer and Information Sciences |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S131915781931314X |
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