Forecasting bitcoin price via intelligent hybrid STS-NARX model

QR Code

Forecasting bitcoin price via intelligent hybrid STS-NARX model

Bitcoin price can be challenging to predict due to the presence of non-stationary and non-linear patterns in the data series. It can take time to make accurate predictions in such circumstances. The fact of trends and seasonal fluctuations rarely makes the modeling process more accessible. Therefore...

Full description

Bibliographic Details
Published in:	AIP Conference Proceedings
Main Author:	Rashid N.A.; Ismail M.T.; Hamzalouh L.; Majahar Ali M.K.
Format:	Conference paper
Language:	English
Published:	American Institute of Physics 2024
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85202618243&doi=10.1063%2f5.0224459&partnerID=40&md5=0ce15024fa0bbfd8b9b74917fa926f46

Similar Items

MLP-NARX Bitcoin Price Prediction Model Integrating System Identification Modelling Principles
by: Nasarudin M.N.F.; Yassin I.M.; Ali M.S.A.M.; Mahmood M.K.A.; Baharom R.; Rizman Z.I.
Published: (2022)

Nonlinear autoregressive with exogeneous input neural network time series model performance: bitcoin price prediction
by: Rashid N.A.; Ismail M.T.
Published: (2024)

Modelling and Forecasting the Trend in Cryptocurrency Prices
by: Rashid N.A.; Ismail M.T.
Published: (2023)

Modelling and forecasting S&P 500 stock prices using hybrid Arima-Garch Model
by: Mustapa F.H.; Ismail M.T.
Published: (2019)

Enhancing PETRONAS share price forecasts: a hybrid Holt integrated moving average
by: Fozi N.Q.M.; Hasan N.I.A.; Aziz A.A.; Zahari S.M.; Ganggayah M.D.
Published: (2025)

Multi-Layer Perceptron (MLP)-based Nonlinear Auto-Regressive with Exogenous Inputs (NARX) stock forecasting model
by: Yassin I.M.; Abdul Khalid M.F.; Herman S.H.; Pasya I.; Ab Wahab N.; Awang Z.
Published: (2017)

A Review: Predictive Models and Behaviour of Cryptocurrencies Price
by: Rashid N.A.; Ismail M.T.
Published: (2025)

Exploring motivations among Bitcoin users
by: Khairuddin I.E.; Sas C.; Clinch S.; Davies N.
Published: (2016)

Gold price forecasting using ARIMA-GARCH model during COVID-19 pandemic outbreak
by: Naji A.S.M.; Yaziz S.R.; Zakaria R.; Mohamad N.N.; Radi N.F.A.
Published: (2024)

Blockchain Technology and its Applications: Focus on Bitcoin and Peer-to-Peer Electronic Currency
by: Alwi S.; Malan I.; Arham A.F.; Hasbullah N.N.; Hanapiah Z.M.; Abd Rashid I.
Published: (2023)

Design for trust: An exploration of the challenges and opportunities of bitcoin users
by: Sas C.; Khairuddin I.E.
Published: (2017)

Exploring trust in bitcoin technology: A framework for HCI research
by: Sas C.; Khairuddin I.E.
Published: (2015)

An exploration of bitcoin mining practices: Miners’ trust challenges and motivations
by: Khairuddin I.E.; Sas C.
Published: (2019)

PSO-Optimized CoVID-19 MLP-NARX Mortality Prediction Model
by: Yassin I.M.; Zabidi A.; Ali M.S.A.M.; Baharom R.
Published: (2021)

Research on the Application of LSTM-SA-AdaBoost Hybrid Model in Stock Forecasting
by: Sun Y.; Mutalib S.; Omar N.; Huang M.
Published: (2023)

Topology Approach for Crude Oil Price Forecasting of Particle Swarm Optimization and Long Short-Term Memory
by: Yusoff M.; Ehsan D.; Sharif M.Y.; Sallehud-din M.T.M.
Published: (2024)

Haze alarm visual map (Hazeviz): An intelligent haze forecaster
by: Morsid M.S.S.; Jamaluddin S.A.; Hood N.A.; Shaadan N.; Wah Y.B.; Annamalai M.
Published: (2019)

Comparison of intuitionistic fuzzy time series forecasting models using different interval partitioning methods in predicting Malaysian crude palm oil prices
by: Alam N.M.F.H.N.B.; Ramli N.; Nassir A.A.; Mohd A.H.; Mohammed N.
Published: (2024)

Forecasting meteorological impacts on the environmental sustainability of a large-scale solar plant via artificial intelligence-based life cycle assessment
by: Wan, et al.
Published: (2024)

Forecasting meteorological impacts on the environmental sustainability of a large-scale solar plant via artificial intelligence-based life cycle assessment
by: Wan M.J.; Phuang Z.X.; Hoy Z.X.; Dahlan N.Y.; Azmi A.M.; Woon K.S.
Published: (2024)

A Comparative Study of Univariate and Multivariate Time Series Forecasting for CPO Prices Using Machine Learning Techniques
by: Mohd Fuad J.N.F.D.; Ibrahim Z.; Adam N.L.; Mat Diah N.
Published: (2024)

The performance of Artificial Bee Colony (ABC) in structure selection of polynomial NARX models
by: Zabidia A.; Tahira N.M.; Yassin I.M.
Published: (2017)

Non-Linear Autoregressive with Exogenous Input (Narx) Chiller Plant Prediction Model
by: Zabidi A.; Jaya M.I.M.; Din W.I.S.W.; Hassan H.A.; Yassin I.M.
Published: (2021)

Particle swarm optimization for NARX structure selection - Application on DC motor model
by: Yassin I.M.; Taib M.N.; Rahim N.A.; Salleh M.K.M.; Abidin H.Z.
Published: (2010)

Enhancing Chiller Plant Modelling Performance Through NARX-Based Feature Optimization
by: Zabidi A.; Jaya M.I.; Hassasn H.A.; Yassin I.M.
Published: (2023)

Particle Swarm Optimization for NARX-ANN Baseline Energy Modelling in Educational Buildings
by: Mustapa R.F.; Dahlan N.Y.; Yassin I.M.; Hamizah Mohd Nordin A.; Mahadan M.E.; Mohamad S.
Published: (2019)

NARX-based water quality index model of Air Busuk River using chemical parameter measurements
by: Hasnan M.I.; Jaffar A.; Thamrin N.M.; Misnan M.F.; Yassin A.I.M.; Ali M.S.A.M.
Published: (2021)

Predictive Modelling Insights with Interpretable NARX - LIME for Geomagnetic Disturbance-Storm-Time Index
by: Nafisah Mazlan A.D.; Hairuddin M.A.; K.a N.D.; Tahir N.M.; Jusoh M.H.
Published: (2024)

Nonlinear Auto-Regressive with Exogenous Inputs (NARX) Modelling of Hydroponics Water pH Level in response to Acid and Alkaline Solutions
by: Saaid M.F.; Nordin M.K.; Yassin I.M.; Tahir N.M.
Published: (2023)

Determining factors that affect housing price in Malaysia via factor analysis
by: Amit N.; Sapiri H.; Yusof Z.M.
Published: (2023)

The performance of Binary Artificial Bee Colony (BABC) in structure selection of polynomial NARX and NARMAX Models
by: Zabidi A.; Tahir N.M.; Yassin I.M.; Rizman Z.I.
Published: (2017)

NARX muscle model based on Functional Electrical Stimulation (FES) using polynomial estimators and Singular Value Decomposition (SVD)
by: Yassin I.M.; Zabidi A.; Jailani R.; Tahir N.M.; Ali M.S.A.M.
Published: (2016)

Assessing parents' risk perception, awareness and behaviours in the transmission of hand, foot, and mouth disease (HFMD)
by: Abu Mansor S.N.; Majahar Ali M.K.; Abdullah F.A.; Omar M.
Published: (2024)

Effect of swarm size parameter on Binary Particle Swarm optimization-based NARX structure selection
by: Yassin I.M.; Taib M.N.; Adnan R.; Salleh M.K.M.; Hamzah M.K.
Published: (2012)

Performance Comparison of Perturbation Signals for Time-Varying Water Temperature Modeling Using NARX-Based BPSO
by: Hambali N.; Taib M.N.; Yassin A.I.M.; Rahiman M.H.F.
Published: (2019)

Preliminary Modelling of Solar Quiet Geomagnetic Field Average using Non-Linear Autoregressive with Exogeneous Input (NARX)
by: Hashim M.H.; Jusoh M.H.; Burhanudin K.; Yassin I.M.; Hamid N.S.A.; Radzi Z.M.; Yoshikawa A.
Published: (2022)

Comparison between cascade forward and multi-layer perceptron neural networks for NARX functional electrical stimulation (FES)-based muscle model
by: Yassin I.M.; Jailani R.; Ali M.S.A.M.; Baharom R.; Hassan A.H.A.; Rizman Z.I.
Published: (2017)

Daily River Flow Forecasting with Hybrid Support Vector Machine - Particle Swarm Optimization
by: Zaini N.; Malek M.A.; Yusoff M.; Mardi N.H.; Norhisham S.
Published: (2018)

Hybrid load forecasting considering energy efficiency and renewable energy using neural network
by: Aizam A.H.M.; Dahlan N.Y.; Asman S.H.; Yusoff S.H.
Published: (2024)

An empirical approach of modelling electricity prices in an oligopoly market
by: Dahlan N.Y.; Kirschen D.S.
Published: (2012)