top of page

Prediction Method Using ETS

In order to do time series prediction of crypto-currency value, first of all I read the crypto-currency value and corresponding date from the data base. The predictions are mainly based on the opening value of the crypto-currency. Then the cypto currency value is averaged over a month. For that, first I determined how many months are there and  read the corresponding price and doing the average using the aggregate() function of R. Then the data is transferred in time series using the ts() function. Then time series fitting is done in exponential smoothing model of ets using the ets() function. Then the accuracy is being checked using the accuracy() function and the forecast is being predicted using the forecast() function. The error values from ETS prediction are as follows:

                                  Mean-Error  Root-Mean-Square-Error   Mean-Absolute-Error  

Bitcoin             -25.12745                   1046.483                        411.881      

Dogecoin         2.450935                   411.2858                        273.2953 

Ethereum         62.77384                   3657.381                        1339.52     

Litecoin         02.647708                  502.7666                        191.2377  

Steller         0.03852435                  23.49651                        9.925161

BNB         0.4102791                  775.852                        224.6426

Polkadot         25.21769                  146.5664                        86.02986

Solana         0.1021123                  126.3337                        57.22688

​

    

bottom of page