Building a series of Time-Series models in an attempt to predict the price of Bitcoin including implementing the double residual stacking architecture in the N-BEATS paper
Model Number | Model Type | Horizon size | Window size | Extra data |
---|---|---|---|---|
0 | Naïve model (baseline) | NA | NA | NA |
1 | Dense model | 1 | 7 | NA |
2 | Same as 1 | 1 | 30 | NA |
3 | Same as 1 | 7 | 30 | NA |
4 | Conv1D | 1 | 7 | NA |
5 | LSTM | 1 | 7 | NA |
6 | Same as 1 (but with multivariate data) | 1 | 7 | Block reward size |
7 | N-BEATs Algorithm | 1 | 7 | NA |
8 | Ensemble (multiple models optimized on different loss functions) | 1 | 7 | NA |
9 | Future prediction model (model to predict future values) | 1 | 7 | NA |