So, moving to my laptop worked. I got a bit faster environment than old good Raspberry Pi. Unfortunately (or, rather fortunately) I discovered a bug in my previous codes – this beautiful picture “predicting” next 300 transactions.. Was bullshit 🙂 After carefully reading code I realized it predicts/forecasts just 1 next value and retrains the model.
Continue reading ARIMA ( AutoRegressive Integrated Moving Average ), part 2 – Understanding forecast/predict functionality
As I’m running more and more often out of memory when playing with ARIMA on Raspberry I decided to install Python and all libraries under Windows. Unfortunately I run into some problems with statsmodels package and trying to figure this out.
Wow. I’m excited!
My first attemp to truly predict price changes on bitcoin. Let’s see how it goes.
Continue reading ARIMA ( AutoRegressive Integrated Moving Average ), part 1
Yesterday’s example made me think a lot. Below is equation for a correlation coefficient between two data sets:
Continue reading Trying to underst Correlation
Today I wanted to prove/disprove if there’s a correlation between palladium daily price changes and accordingly bitcoin price changes. Unfortunately correlation between these two data sets does not exist. Excel Correl function was at the level of 0.03. It very much suprises me as correlation between daily price of both palladium and bitcoin is at the level of 0.88.
I’m trying to understand why is that..
Thanks for reading,
This excel file has all of the calculations inside. A few highlights:
Screenshot of calculations:
Continue reading Validating correlations, part 3
I’m still waiting for a friend to run some analysis if datasets exported via cryptory are correlated or not. Nevertheless I decided to make some data visualisation using simple charts in Excel. But before being able to easily open CSV files in Excel I needed to make some adjustments to these files by simply replacing “,” to “;” and “.” to “,”. After such a change performed in Notepad++ I was ready to open each of the in Excel and insert charts.
Continue reading Validating correlation, data visualisation, part 2