Majalah Ilmiah Matematika dan Statistika (MIMS)
Vol. 24 No. 1 (2024): Majalah Ilmiah Matematika dan Statistika

Peramalan dan dekomposisi untuk mata uang kripto dengan model facebook prophet

Rahman, Dany (Unknown)
Rachmatin, Dewi (Unknown)
Marwati, Rini (Unknown)



Article Info

Publish Date
15 Mar 2024

Abstract

Cryptocurrencies are becoming one of the hottest topics in Indonesia's society. One of those issues concerns investors who incur financial losses as a result of investing in crypto. The facebook Prophet model, one of the forecast models, can offer a solution to this problem. The Prophet model is built using four function. These variables are trend, seasonality, holidays, and additional regressions. The Prophet model benefits from a number of advantages, one of which is its ability to generate decomposition graphs. The decomposition may give analysts more insight into the data they are analyzing. The Prophet model is used to forecast and decompose the price of a cryptocurrenciy called Solana in this study. A multiplicative model with linear function as trend function, weekly seasonality, and daily seasonality as seasonality function is the best model for Solana price forecasting and decomposition. Additionally, hyperparameters in the model are tuned so the model won’t suffer underfitting or overfitting indications. The fitted Prophet model is good at forecasting as a result of the evaluation process. As a result of the forecast and decomposition, the forecasted value and the decomposition graph of the Solana exchange rate for one hour later show that the price of Solana will remain constant. Keywords: Cryptocurrency, time series, forecasting, decomposition, facebook prophetMSC2020: 62M10

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Journal Info

Abbrev

MIMS

Publisher

Subject

Mathematics

Description

The aim of this publication is to disseminate the conceptual thoughts or ideas and research results that have been achieved in the area of mathematics and statistics. MIMS, focuses on the development areas sciences of mathematics and statistics as follows: 1. Algebra and Geometry; 2. Analysis and ...