lstm做回归预测_回归分析lstm网络预测未来价格

lstm做回归预测

加密货币和神经网络(Cryptocurrency and Neural Network)

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Prediction of stock price is quite a challenging task because prices are highly volatile and mostly stochastic movement with non-linear nature. Here, the problem we have in hand is a price prediction issue and we’re trying to predict a numerical value defined in a range (from 9000 to 12500 approx). This problem fits the Regression Analysis framework. We shall be using neural network architecture to try to solve the problem here. Motivation of using neural network is that, it is one of the intelligent data mining techniques that identify a fundamental trend from data and to generalize from it.

预测股票价格是一项非常具有挑战性的任务，因为价格具有很大的波动性，并且大多是具有非线性性质的随机运动。 在这里，我们面临的问题是价格预测问题，我们正在尝试预测一个定义在某个范围(大约9000至12500)之间的数值。 这个问题适合于回归分析框架。 我们将使用神经网络架构来尝试解决此问题。 使用神经网络的动机是，它是从数据中识别出基本趋势并从中进行概括的一种智能数据挖掘技术。

We’ll build a Deep Neural Network here that does some forecasting for us and use it to predict future price. Let us load the hourly frequency data.

我们将在这里建立一个深度神经网络，为我们做一些预测，并用它来预测未来的价格。 让我们加载每小时频率数据。

资料载入 (Data loading)

We have a total of 2001 data points representing Bitcoin in USD . We’re interested in predicting the closing price for future dates.

我们总共有2001个数据点代表美元的比特币。 我们有兴趣预测未来日期的收盘价。

When we see a time-series, we always want to know if the value of the current time step affects the next one.

当我们看到一个时间序列时，我们总是想知道当前时间步长的值是否影响下一个时间步长。

plt.figure(figsize = (15,5))
plt.plot(btc.close)
plt.title('BTC Close price (Hourly frequency)')
plt.xlabel ('Date_ti