{"metadata":{"kernelspec":{"language":"python","display_name":"Python 3","name":"python3"},"language_info":{"pygments_lexer":"ipython3","nbconvert_exporter":"python","version":"3.6.4","file_extension":".py","codemirror_mode":{"name":"ipython","version":3},"name":"python","mimetype":"text/x-python"}},"nbformat_minor":4,"nbformat":4,"cells":[{"cell_type":"markdown","source":"

14 Popular Cryptocurrency Probability Analytics

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\" रिस्क है तो इश्क है \"

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By: Kush Trivedi

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","metadata":{}},{"cell_type":"markdown","source":"

Table of Contents

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★ Is Crypto currency’s a Good Investment?

\n\n* [Import Libraries](#1)\n* [Data Loading](#2)\n* [Crypto Trading Weight Metric ( 2018 - 2021 )](#3)\n * [Weight Metric EDA](#4)\n \n

★ Data Extraction

\n\n* [Data Extraction for each Crypto; Converted to ' Timestamp ' Unit: ' Seconds (s) '](#5)\n* [Data Extraction for each Day; Daily High Value at ' 9:00 Am EST '](#6)\n\n

★ GluonTS - Probabilistic Time Series Model

\n\n* [What is GluonTS?](#7)\n* [Variables to forecast Data based on Past 3 Months Data](#8)\n* [Convert each Crypto Dataframe to GluonTS List Dataset](#9)\n* [Simple Feed Forward Estimator Model](#10)\n* [Predicting 2000 samples for each Crypto](#11)\n\n

★ Crypto Exploratory Data Analysis

\n\n* [Visualization Helper Function](#12)\n

Forecasting Results

\n \n 1. [Binance Coin](#13)\n 2. [Bitcoin](#14)\n 3. [Bitcoin Cash](#15)\n 4. [Cardano](#16)\n 5. [Dogecoin](#17)\n 6. [EOS.IO](#18)\n 7. [Ethereum](#19)\n 8. [Ethereum Classic](#20)\n 9. [IOTA](#21)\n 10. [Litecoin](#22)\n 11. [Maker](#23)\n 12. [Monero](#24)\n 13. [Stellar](#25)\n 14. [TRON](#26)","metadata":{}},{"cell_type":"markdown","source":"**

  • Importing Library

    • **","metadata":{}},{"cell_type":"code","source":"import numpy as np\nimport pandas as pd\nimport matplotlib.pyplot as plt\nimport seaborn as sns\n!pip install -q gluonts\nfrom gluonts.dataset.common import ListDataset\nfrom gluonts.model.simple_feedforward import SimpleFeedForwardEstimator\nfrom gluonts.mx.distribution.student_t import StudentTOutput\nfrom gluonts.mx import Trainer\nfrom gluonts.evaluation import make_evaluation_predictions\nimport warnings\nwarnings.filterwarnings(\"ignore\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:46:36.688268Z","iopub.execute_input":"2022-02-14T03:46:36.689016Z","iopub.status.idle":"2022-02-14T03:46:50.628525Z","shell.execute_reply.started":"2022-02-14T03:46:36.688928Z","shell.execute_reply":"2022-02-14T03:46:50.627606Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Data Loading

    • **","metadata":{}},{"cell_type":"code","source":"train = pd.read_csv(\"../input/g-research-crypto-forecasting/train.csv\")\nassetDetailsData = pd.read_csv('../input/g-research-crypto-forecasting/asset_details.csv')","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:46:50.630273Z","iopub.execute_input":"2022-02-14T03:46:50.630564Z","iopub.status.idle":"2022-02-14T03:47:49.337699Z","shell.execute_reply.started":"2022-02-14T03:46:50.630535Z","shell.execute_reply":"2022-02-14T03:47:49.336879Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Crypto Trading Weight Metric ( 2018 - 2021 )

    • **","metadata":{}},{"cell_type":"code","source":"assetDetailsData.sort_values(by=['Weight'],ascending=False,inplace=True)\nassetDetailsData['CoinWeightPercent'] = (assetDetailsData['Weight'] / assetDetailsData['Weight'].sum()) * 100\ndisplay(assetDetailsData.style.background_gradient(cmap=\"YlGn\",subset=['CoinWeightPercent','Weight']))","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:47:49.338993Z","iopub.execute_input":"2022-02-14T03:47:49.339235Z","iopub.status.idle":"2022-02-14T03:47:49.431524Z","shell.execute_reply.started":"2022-02-14T03:47:49.339192Z","shell.execute_reply":"2022-02-14T03:47:49.430722Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Weight Metric EDA

    • **","metadata":{}},{"cell_type":"code","source":"fig = plt.figure()\nax = plt.gca()\nbox = ax.get_position()\nax.set_position([box.x0, box.y0, box.width * 5, box.height * 3])\ncolors = sns.color_palette('tab20c_r')[0:14]\nlabels = ['Bitcoin', 'Ethereum', 'Cardano', 'Binance Coin', 'Dogecoin', 'Bitcoin Cash', 'Litecoin', 'Ethereum Classic',\n 'Stellar', 'TRON', 'Monero', 'EOS.IO', 'IOTA', 'Maker']\nexplode = (0.3, 0.3, 0.2, 0.2, 0.1, 0.1, 0.1, 0.0, 0.1, 0.0, 0.1, 0.0, 0.1, 0.0)\nplt.pie(assetDetailsData['CoinWeightPercent'], colors=colors, autopct='%.0f%%', labels=labels, explode=explode,\n startangle=30, shadow=True, textprops={'fontweight': 'semibold', 'fontsize': 15},\n wedgeprops={'linewidth': 2, 'edgecolor': 'k'}, labeldistance=1.1)\nplt.title(\"Amount of Weight Each Crypto, Received in the Metric.\", fontweight=\"bold\", fontsize=22, pad=21)\nplt.axis('equal')\nplt.show()","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:47:49.433744Z","iopub.execute_input":"2022-02-14T03:47:49.434181Z","iopub.status.idle":"2022-02-14T03:47:49.776442Z","shell.execute_reply.started":"2022-02-14T03:47:49.434126Z","shell.execute_reply":"2022-02-14T03:47:49.763027Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"
    \n# Data Extrcation\n\n**

  • Data Extraction for each Crypto

    • **","metadata":{}},{"cell_type":"code","source":"# extract the data corresponding to Binance Coin (Asset_ID = 0)\nbinanceCoin = train.query(\"Asset_ID == 0\").reset_index(drop = True)\nbinanceCoin['timestamp'] = pd.to_datetime(binanceCoin['timestamp'], unit='s')\nbinanceCoin = binanceCoin.set_index('timestamp')\n\n# extract the data corresponding to Bitcoin (Asset_ID = 1)\nbitcoin = train.query(\"Asset_ID == 1\").reset_index(drop = True)\nbitcoin['timestamp'] = pd.to_datetime(bitcoin['timestamp'], unit='s')\nbitcoin = bitcoin.set_index('timestamp')\n\n# extract the data corresponding to Bitcoin Cash (Asset_ID = 2)\nbitcoinCash = train.query(\"Asset_ID == 2\").reset_index(drop = True)\nbitcoinCash['timestamp'] = pd.to_datetime(bitcoinCash['timestamp'], unit='s')\nbitcoinCash = bitcoinCash.set_index('timestamp')\n\n# extract the data corresponding to Cardano (Asset_ID = 3)\ncardano = train.query(\"Asset_ID == 3\").reset_index(drop = True)\ncardano['timestamp'] = pd.to_datetime(cardano['timestamp'], unit='s')\ncardano = cardano.set_index('timestamp')\n\n# extract the data corresponding to Dogecoin (Asset_ID = 4)\ndogecoin = train.query(\"Asset_ID == 4\").reset_index(drop = True)\ndogecoin['timestamp'] = pd.to_datetime(dogecoin['timestamp'], unit='s')\ndogecoin = dogecoin.set_index('timestamp')\n\n# extract the data corresponding to EOS.IO (Asset_ID = 5)\nEOSIO = train.query(\"Asset_ID == 5\").reset_index(drop = True)\nEOSIO['timestamp'] = pd.to_datetime(EOSIO['timestamp'], unit='s')\nEOSIO = EOSIO.set_index('timestamp')\n\n# extract the data corresponding to Ethereum (Asset_ID = 6)\nethereum = train.query(\"Asset_ID == 6\").reset_index(drop = True)\nethereum['timestamp'] = pd.to_datetime(ethereum['timestamp'], unit='s')\nethereum = ethereum.set_index('timestamp')\n\n# extract the data corresponding to Ethereum Classic (Asset_ID = 7)\nethereumClassic = train.query(\"Asset_ID == 7\").reset_index(drop = True)\nethereumClassic['timestamp'] = pd.to_datetime(ethereumClassic['timestamp'], unit='s')\nethereumClassic = ethereumClassic.set_index('timestamp')\n\n# extract the data corresponding to IOTA (Asset_ID = 8)\nIOTA = train.query(\"Asset_ID == 8\").reset_index(drop = True)\nIOTA['timestamp'] = pd.to_datetime(IOTA['timestamp'], unit='s')\nIOTA = IOTA.set_index('timestamp')\n\n# extract the data corresponding to Litecoin (Asset_ID = 9)\nlitecoin = train.query(\"Asset_ID == 9\").reset_index(drop = True)\nlitecoin['timestamp'] = pd.to_datetime(litecoin['timestamp'], unit='s')\nlitecoin = litecoin.set_index('timestamp')\n\n# extract the data corresponding to Maker (Asset_ID = 10)\nmaker = train.query(\"Asset_ID == 10\").reset_index(drop = True)\nmaker['timestamp'] = pd.to_datetime(maker['timestamp'], unit='s')\nmaker = maker.set_index('timestamp')\n\n# extract the data corresponding to Monero (Asset_ID = 11)\nmonero = train.query(\"Asset_ID == 11\").reset_index(drop = True)\nmonero['timestamp'] = pd.to_datetime(monero['timestamp'], unit='s')\nmonero = monero.set_index('timestamp')\n\n# extract the data corresponding to Stellar (Asset_ID = 12)\nstellar = train.query(\"Asset_ID == 12\").reset_index(drop = True)\nstellar['timestamp'] = pd.to_datetime(stellar['timestamp'], unit='s')\nstellar = stellar.set_index('timestamp')\n\n# extract the data corresponding to TRON (Asset_ID = 13)\nTRON = train.query(\"Asset_ID == 13\").reset_index(drop = True)\nTRON['timestamp'] = pd.to_datetime(TRON['timestamp'], unit='s')\nTRON = TRON.set_index('timestamp')","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:47:49.778158Z","iopub.execute_input":"2022-02-14T03:47:49.778496Z","iopub.status.idle":"2022-02-14T03:47:56.805705Z","shell.execute_reply.started":"2022-02-14T03:47:49.778448Z","shell.execute_reply":"2022-02-14T03:47:56.804873Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Data Extraction for each Day

    • **","metadata":{}},{"cell_type":"code","source":"# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForBinanceCoin = binanceCoin.index.indexer_at_time('9:00:00')\nvalues_at_9amForBinanceCoin = binanceCoin.iloc[indexer_9amForBinanceCoin]\nhigh_values_at_9amForBinanceCoin = values_at_9amForBinanceCoin[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForBitcoin = bitcoin.index.indexer_at_time('9:00:00')\nvalues_at_9amForBitcoin = bitcoin.iloc[indexer_9amForBitcoin]\nhigh_values_at_9amForBitcoin = values_at_9amForBitcoin[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForBitcoinCash = bitcoinCash.index.indexer_at_time('9:00:00')\nvalues_at_9amForBitcoinCash = bitcoinCash.iloc[indexer_9amForBitcoinCash]\nhigh_values_at_9amForBitcoinCash = values_at_9amForBitcoinCash[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForCardano = cardano.index.indexer_at_time('9:00:00')\nvalues_at_9amForCardano = cardano.iloc[indexer_9amForCardano]\nhigh_values_at_9amForCardano = values_at_9amForCardano [[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForDogecoin = dogecoin.index.indexer_at_time('9:00:00')\nvalues_at_9amForDogecoin = dogecoin.iloc[indexer_9amForDogecoin]\nhigh_values_at_9amForDogecoin = values_at_9amForDogecoin[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForEOSIO = EOSIO.index.indexer_at_time('9:00:00')\nvalues_at_9amForEOSIO = EOSIO.iloc[indexer_9amForEOSIO]\nhigh_values_at_9amForEOSIO = values_at_9amForEOSIO[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForEthereum = ethereum.index.indexer_at_time('9:00:00')\nvalues_at_9amForEthereum = ethereum.iloc[indexer_9amForEthereum]\nhigh_values_at_9amForEthereum = values_at_9amForEthereum[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForEthereumClassic = ethereumClassic.index.indexer_at_time('9:00:00')\nvalues_at_9amForEthereumClassic = ethereumClassic.iloc[indexer_9amForEthereumClassic]\nhigh_values_at_9amForEthereumClassic = values_at_9amForEthereumClassic[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForIOTA = IOTA.index.indexer_at_time('9:00:00')\nvalues_at_9amForIOTA = IOTA.iloc[indexer_9amForIOTA]\nhigh_values_at_9amForIOTA = values_at_9amForIOTA[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForLitecoin = litecoin.index.indexer_at_time('9:00:00')\nvalues_at_9amForLitecoin = litecoin.iloc[indexer_9amForLitecoin]\nhigh_values_at_9amForLitecoin = values_at_9amForLitecoin[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForMaker = maker.index.indexer_at_time('9:00:00')\nvalues_at_9amForMaker = maker.iloc[indexer_9amForMaker]\nhigh_values_at_9amForMaker = values_at_9amForMaker[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForMonero = monero.index.indexer_at_time('9:00:00')\nvalues_at_9amForMonero = monero.iloc[indexer_9amForMonero ]\nhigh_values_at_9amForMonero = values_at_9amForMonero [[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForStellar = stellar.index.indexer_at_time('9:00:00')\nvalues_at_9amForStellar = stellar.iloc[indexer_9amForStellar]\nhigh_values_at_9amForStellar = values_at_9amForStellar[[\"High\"]]\n\n# extract the \"High\" value at 9:00 a.m. daily\nindexer_9amForTRON = TRON.index.indexer_at_time('9:00:00')\nvalues_at_9amForTRON = TRON.iloc[indexer_9amForTRON ]\nhigh_values_at_9amForTRON = values_at_9amForTRON[[\"High\"]]","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:47:56.807107Z","iopub.execute_input":"2022-02-14T03:47:56.807555Z","iopub.status.idle":"2022-02-14T03:47:57.426479Z","shell.execute_reply.started":"2022-02-14T03:47:56.80751Z","shell.execute_reply":"2022-02-14T03:47:57.425822Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"
    \n# What is GluonTS?\n\nThe **Gluon Time Series (GluonTS)** toolkit is a **probabilistic time series modeling toolkit** that focuses on **deep learning-based models**.\n\nGluonTS includes utilities for **loading and iterating through time series datasets**, state-of-the-art models that are ready to be trained, and building blocks that allow you to construct your own models and quickly test different solutions. You can use GluonTS to:\n\n1. Use your own data to train and analyze any of the **built-in models**, and **quickly find a solution to your time series problems**.\n2. Create bespoke time series models using the given **abstractions** and **building blocks**, then compare them to **baseline techniques quickly**.\n\n

    \n\n**

  • Variables to forecast Data based on Past 3 Months Data

    • **","metadata":{}},{"cell_type":"code","source":"freq = \"1D\" \ncontext_length = 180 # Days\nprediction_length = 90 # Days","metadata":{"execution":{"iopub.status.busy":"2022-02-14T03:47:57.427661Z","iopub.execute_input":"2022-02-14T03:47:57.427865Z","iopub.status.idle":"2022-02-14T03:47:57.431621Z","shell.execute_reply.started":"2022-02-14T03:47:57.427831Z","shell.execute_reply":"2022-02-14T03:47:57.43064Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Convert each Crypto Dataframe to GluonTS List Dataset

    • **","metadata":{}},{"cell_type":"code","source":"data_listForBinanceCoin = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForBinanceCoin[c].values} for c in high_values_at_9amForBinanceCoin.columns]\ntrain_dsForBinanceCoin = ListDataset(data_iter=data_listForBinanceCoin,freq=freq)\n\ndata_listForBitcoin = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForBitcoin[c].values} for c in high_values_at_9amForBitcoin.columns]\ntrain_dsForBitcoin = ListDataset(data_iter=data_listForBitcoin,freq=freq)\n\ndata_listForBitcoinCash = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForBitcoinCash[c].values} for c in high_values_at_9amForBitcoinCash.columns]\ntrain_dsForBitcoinCash = ListDataset(data_iter=data_listForBitcoinCash,freq=freq)\n\ndata_listForCardano = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForCardano[c].values} for c in high_values_at_9amForCardano.columns]\ntrain_dsForCardano = ListDataset(data_iter=data_listForCardano,freq=freq)\n\ndata_listForDogecoin = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForDogecoin[c].values} for c in high_values_at_9amForDogecoin.columns]\ntrain_dsForDogecoin = ListDataset(data_iter=data_listForDogecoin,freq=freq)\n\ndata_listForEOSIO = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForEOSIO[c].values} for c in high_values_at_9amForEOSIO.columns]\ntrain_dsForEOSIO = ListDataset(data_iter=data_listForEOSIO,freq=freq)\n\ndata_listForEthereum = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForEthereum[c].values} for c in high_values_at_9amForEthereum.columns]\ntrain_dsForEthereum = ListDataset(data_iter=data_listForEthereum,freq=freq)\n\ndata_listForEthereumClassic = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForEthereumClassic[c].values} for c in high_values_at_9amForEthereumClassic.columns]\ntrain_dsForEthereumClassic = ListDataset(data_iter=data_listForEthereumClassic,freq=freq)\n\ndata_listForIOTA = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForIOTA[c].values} for c in high_values_at_9amForIOTA.columns]\ntrain_dsForIOTA = ListDataset(data_iter=data_listForIOTA,freq=freq)\n\ndata_listForLitecoin = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForLitecoin[c].values} for c in high_values_at_9amForLitecoin.columns]\ntrain_dsForLitecoin = ListDataset(data_iter=data_listForLitecoin,freq=freq)\n\ndata_listForMaker = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForMaker[c].values} for c in high_values_at_9amForMaker.columns]\ntrain_dsForMaker = ListDataset(data_iter=data_listForMaker,freq=freq)\n\ndata_listForMonero = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForMonero[c].values} for c in high_values_at_9amForMonero.columns]\ntrain_dsForMonero = ListDataset(data_iter=data_listForMonero,freq=freq)\n\ndata_listForStellar = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForStellar[c].values} for c in high_values_at_9amForStellar.columns]\ntrain_dsForStellar = ListDataset(data_iter=data_listForStellar,freq=freq)\n\ndata_listForTRON = [{\"start\": \"2018-01-01 09:00:00\", \"target\": high_values_at_9amForTRON[c].values} for c in high_values_at_9amForTRON.columns]\ntrain_dsForTRON = ListDataset(data_iter=data_listForTRON,freq=freq)","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:47:57.432851Z","iopub.execute_input":"2022-02-14T03:47:57.433025Z","iopub.status.idle":"2022-02-14T03:47:57.455623Z","shell.execute_reply.started":"2022-02-14T03:47:57.433003Z","shell.execute_reply":"2022-02-14T03:47:57.455056Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Simple Feed Forward Estimator Model

    • **","metadata":{}},{"cell_type":"code","source":"estimator = SimpleFeedForwardEstimator(num_hidden_dimensions=[60],\n freq=freq,\n context_length=context_length,\n prediction_length=prediction_length,\n distr_output=StudentTOutput(),\n trainer=Trainer(epochs=50,\n learning_rate=1e-3,\n num_batches_per_epoch=100,\n patience=10))","metadata":{"execution":{"iopub.status.busy":"2022-02-14T03:47:57.456439Z","iopub.execute_input":"2022-02-14T03:47:57.456599Z","iopub.status.idle":"2022-02-14T03:47:57.469972Z","shell.execute_reply.started":"2022-02-14T03:47:57.456578Z","shell.execute_reply":"2022-02-14T03:47:57.469363Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForBinanceCoin = estimator.train(train_dsForBinanceCoin)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:47:57.472396Z","iopub.execute_input":"2022-02-14T03:47:57.472598Z","iopub.status.idle":"2022-02-14T03:48:58.407723Z","shell.execute_reply.started":"2022-02-14T03:47:57.472567Z","shell.execute_reply":"2022-02-14T03:48:58.40682Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForBitcoin = estimator.train(train_dsForBitcoin)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:48:58.409478Z","iopub.execute_input":"2022-02-14T03:48:58.409688Z","iopub.status.idle":"2022-02-14T03:49:44.947385Z","shell.execute_reply.started":"2022-02-14T03:48:58.409661Z","shell.execute_reply":"2022-02-14T03:49:44.946722Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForBitcoinCash = estimator.train(train_dsForBitcoinCash)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:49:44.948225Z","iopub.execute_input":"2022-02-14T03:49:44.948431Z","iopub.status.idle":"2022-02-14T03:49:46.323476Z","shell.execute_reply.started":"2022-02-14T03:49:44.948406Z","shell.execute_reply":"2022-02-14T03:49:46.322928Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForCardano = estimator.train(train_dsForCardano)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:49:46.324338Z","iopub.execute_input":"2022-02-14T03:49:46.324906Z","iopub.status.idle":"2022-02-14T03:50:26.631202Z","shell.execute_reply.started":"2022-02-14T03:49:46.324873Z","shell.execute_reply":"2022-02-14T03:50:26.630122Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForDogecoin = estimator.train(train_dsForDogecoin)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:50:26.632296Z","iopub.execute_input":"2022-02-14T03:50:26.632571Z","iopub.status.idle":"2022-02-14T03:50:57.586741Z","shell.execute_reply.started":"2022-02-14T03:50:26.632541Z","shell.execute_reply":"2022-02-14T03:50:57.586011Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForEOSIO = estimator.train(train_dsForEOSIO)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:50:57.587855Z","iopub.execute_input":"2022-02-14T03:50:57.588409Z","iopub.status.idle":"2022-02-14T03:50:58.80737Z","shell.execute_reply.started":"2022-02-14T03:50:57.588379Z","shell.execute_reply":"2022-02-14T03:50:58.80678Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForEthereum = estimator.train(train_dsForEthereum)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:50:58.810035Z","iopub.execute_input":"2022-02-14T03:50:58.81183Z","iopub.status.idle":"2022-02-14T03:51:00.181051Z","shell.execute_reply.started":"2022-02-14T03:50:58.811788Z","shell.execute_reply":"2022-02-14T03:51:00.18016Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForEthereumClassic = estimator.train(train_dsForEthereumClassic)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:00.183442Z","iopub.execute_input":"2022-02-14T03:51:00.183903Z","iopub.status.idle":"2022-02-14T03:51:01.501195Z","shell.execute_reply.started":"2022-02-14T03:51:00.18386Z","shell.execute_reply":"2022-02-14T03:51:01.500384Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForIOTA = estimator.train(train_dsForIOTA)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:01.502935Z","iopub.execute_input":"2022-02-14T03:51:01.50349Z","iopub.status.idle":"2022-02-14T03:51:02.794092Z","shell.execute_reply.started":"2022-02-14T03:51:01.503446Z","shell.execute_reply":"2022-02-14T03:51:02.791364Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForLitecoin = estimator.train(train_dsForLitecoin)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:02.795461Z","iopub.execute_input":"2022-02-14T03:51:02.79575Z","iopub.status.idle":"2022-02-14T03:51:04.003382Z","shell.execute_reply.started":"2022-02-14T03:51:02.795712Z","shell.execute_reply":"2022-02-14T03:51:04.002732Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForMaker = estimator.train(train_dsForMaker)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:04.004671Z","iopub.execute_input":"2022-02-14T03:51:04.004969Z","iopub.status.idle":"2022-02-14T03:51:05.201329Z","shell.execute_reply.started":"2022-02-14T03:51:04.004919Z","shell.execute_reply":"2022-02-14T03:51:05.200494Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForMonero = estimator.train(train_dsForMonero)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:05.202448Z","iopub.execute_input":"2022-02-14T03:51:05.202742Z","iopub.status.idle":"2022-02-14T03:51:06.493017Z","shell.execute_reply.started":"2022-02-14T03:51:05.202712Z","shell.execute_reply":"2022-02-14T03:51:06.492146Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForStellar = estimator.train(train_dsForStellar)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:06.494467Z","iopub.execute_input":"2022-02-14T03:51:06.494698Z","iopub.status.idle":"2022-02-14T03:51:07.755848Z","shell.execute_reply.started":"2022-02-14T03:51:06.494663Z","shell.execute_reply":"2022-02-14T03:51:07.755106Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"predictorForTRON = estimator.train(train_dsForTRON)\nprint(\"Done\")","metadata":{"_kg_hide-input":true,"_kg_hide-output":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:07.757259Z","iopub.execute_input":"2022-02-14T03:51:07.758155Z","iopub.status.idle":"2022-02-14T03:51:08.990184Z","shell.execute_reply.started":"2022-02-14T03:51:07.758101Z","shell.execute_reply":"2022-02-14T03:51:08.988717Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Predicting 2000 samples for each Crypto

    • **","metadata":{}},{"cell_type":"code","source":"forecast_itForBinanceCoin, ts_itForBinanceCoin = make_evaluation_predictions(\n dataset=train_dsForBinanceCoin, \n predictor=predictorForBinanceCoin, \n num_samples=2000, \n)\n\nforecastsForBinanceCoin = list(forecast_itForBinanceCoin)\ntssForBinanceCoin = list(ts_itForBinanceCoin)\n\nforecast_itForBitcoin, ts_itForBitcoin = make_evaluation_predictions(\n dataset=train_dsForBitcoin, \n predictor=predictorForBitcoin, \n num_samples=2000, \n)\n\nforecastsForBitcoin = list(forecast_itForBitcoin)\ntssForBitcoin = list(ts_itForBitcoin)\n\nforecast_itForBitcoinCash, ts_itForBitcoinCash = make_evaluation_predictions(\n dataset=train_dsForBitcoinCash, \n predictor=predictorForBitcoinCash, \n num_samples=2000, \n)\n\nforecastsForBitcoinCash = list(forecast_itForBitcoinCash)\ntssForBitcoinCash = list(ts_itForBitcoinCash)\n\nforecast_itForDogecoin, ts_itForDogecoin = make_evaluation_predictions(\n dataset=train_dsForDogecoin, \n predictor=predictorForDogecoin, \n num_samples=2000, \n)\n\nforecastsForDogecoin = list(forecast_itForDogecoin)\ntssForDogecoin = list(ts_itForDogecoin)\n\nforecast_itForCardano, ts_itForCardano = make_evaluation_predictions(\n dataset=train_dsForCardano, \n predictor=predictorForCardano, \n num_samples=2000, \n)\n\nforecastsForCardano = list(forecast_itForCardano)\ntssForCardano = list(ts_itForCardano)\n\nforecast_itForEOSIO, ts_itForEOSIO = make_evaluation_predictions(\n dataset=train_dsForEOSIO, \n predictor=predictorForEOSIO, \n num_samples=2000, \n)\n\n\nforecastsForEOSIO = list(forecast_itForEOSIO)\ntssForEOSIO = list(ts_itForEOSIO)\n\nforecast_itForEthereum, ts_itForEthereum = make_evaluation_predictions(\n dataset=train_dsForEthereum, \n predictor=predictorForEthereum, \n num_samples=2000, \n)\n\nforecastsForEthereum = list(forecast_itForEthereum)\ntssForEthereum = list(ts_itForEthereum)\n\nforecast_itForEthereumClassic, ts_itForEthereumClassic = make_evaluation_predictions(\n dataset=train_dsForEthereumClassic, \n predictor=predictorForEthereumClassic, \n num_samples=2000, \n)\n\nforecastsForEthereumClassic = list(forecast_itForEthereumClassic)\ntssForEthereumClassic = list(ts_itForEthereumClassic)\n\nforecast_itForIOTA, ts_itForIOTA = make_evaluation_predictions(\n dataset=train_dsForIOTA, \n predictor=predictorForIOTA, \n num_samples=2000, \n)\n\nforecastsForIOTA = list(forecast_itForIOTA)\ntssForIOTA = list(ts_itForIOTA)\n\n\nforecast_itForLitecoin, ts_itForLitecoin = make_evaluation_predictions(\n dataset=train_dsForLitecoin, \n predictor=predictorForLitecoin, \n num_samples=2000, \n)\n\nforecastsForLitecoin = list(forecast_itForLitecoin)\ntssForLitecoin = list(ts_itForLitecoin)\n\nforecast_itForMaker, ts_itForMaker = make_evaluation_predictions(\n dataset=train_dsForMaker, \n predictor=predictorForMaker, \n num_samples=2000, \n)\n\nforecastsForMaker = list(forecast_itForMaker)\ntssForMaker = list(ts_itForMaker)\n\nforecast_itForMonero, ts_itForMonero = make_evaluation_predictions(\n dataset=train_dsForMonero, \n predictor=predictorForMonero, \n num_samples=2000, \n)\n\nforecastsForMonero = list(forecast_itForMonero)\ntssForMonero = list(ts_itForMonero)\n\nforecast_itForStellar, ts_itForStellar = make_evaluation_predictions(\n dataset=train_dsForStellar, \n predictor=predictorForStellar, \n num_samples=2000, \n)\n\nforecastsForStellar = list(forecast_itForStellar)\ntssForStellar = list(ts_itForStellar)\n\nforecast_itForTRON, ts_itForTRON = make_evaluation_predictions(\n dataset=train_dsForTRON, \n predictor=predictorForTRON, \n num_samples=2000, \n)\n\nforecastsForTRON = list(forecast_itForTRON)\ntssForTRON = list(ts_itForTRON)","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:08.991102Z","iopub.execute_input":"2022-02-14T03:51:08.991297Z","iopub.status.idle":"2022-02-14T03:51:10.354922Z","shell.execute_reply.started":"2022-02-14T03:51:08.991271Z","shell.execute_reply":"2022-02-14T03:51:10.354358Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"
    \n# Exploratory Data Analysis\n\n**

  • Visualization Helper Function

    • **","metadata":{}},{"cell_type":"code","source":"def plot_prob_forecasts(ts_entry, forecast_entry):\n plot_length = context_length + prediction_length\n prediction_intervals = (50.0, 95.0)\n legend = [\"Actual\", \"Median Prediction\"] + [f\"{k}% Prediction Interval\" for k in prediction_intervals][::-1]\n\n fig, ax = plt.subplots(1, 1, figsize=(18, 7))\n ts_entry[-plot_length:].plot(ax=ax) \n forecast_entry.plot(prediction_intervals=prediction_intervals, color='#603F83FF')\n plt.axvline(forecast_entry.start_date, color='#C7D3D4FF', lw=1) \n plt.grid(which=\"major\")\n plt.legend(legend, loc=\"upper left\")\n plt.show();","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:10.356221Z","iopub.execute_input":"2022-02-14T03:51:10.35663Z","iopub.status.idle":"2022-02-14T03:51:10.36478Z","shell.execute_reply.started":"2022-02-14T03:51:10.356591Z","shell.execute_reply":"2022-02-14T03:51:10.363983Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Binance CoinProbability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForBinanceCoin[0], forecastsForBinanceCoin[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:10.36596Z","iopub.execute_input":"2022-02-14T03:51:10.366172Z","iopub.status.idle":"2022-02-14T03:51:10.829971Z","shell.execute_reply.started":"2022-02-14T03:51:10.366147Z","shell.execute_reply":"2022-02-14T03:51:10.829159Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Bitcoin Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForBitcoin[0], forecastsForBitcoin[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:10.831154Z","iopub.execute_input":"2022-02-14T03:51:10.831455Z","iopub.status.idle":"2022-02-14T03:51:11.255368Z","shell.execute_reply.started":"2022-02-14T03:51:10.831418Z","shell.execute_reply":"2022-02-14T03:51:11.254632Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Bitcoin Cash Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForBitcoinCash[0], forecastsForBitcoinCash[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:11.259667Z","iopub.execute_input":"2022-02-14T03:51:11.259918Z","iopub.status.idle":"2022-02-14T03:51:11.6998Z","shell.execute_reply.started":"2022-02-14T03:51:11.259878Z","shell.execute_reply":"2022-02-14T03:51:11.699347Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Cardano Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForCardano[0], forecastsForCardano[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:11.700757Z","iopub.execute_input":"2022-02-14T03:51:11.701051Z","iopub.status.idle":"2022-02-14T03:51:12.06242Z","shell.execute_reply.started":"2022-02-14T03:51:11.701026Z","shell.execute_reply":"2022-02-14T03:51:12.061648Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Doge Coin Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForDogecoin[0], forecastsForDogecoin[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:12.06351Z","iopub.execute_input":"2022-02-14T03:51:12.063866Z","iopub.status.idle":"2022-02-14T03:51:12.631267Z","shell.execute_reply.started":"2022-02-14T03:51:12.063838Z","shell.execute_reply":"2022-02-14T03:51:12.630487Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • EOS.IO Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForEOSIO[0], forecastsForEOSIO[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:12.632382Z","iopub.execute_input":"2022-02-14T03:51:12.632615Z","iopub.status.idle":"2022-02-14T03:51:13.060209Z","shell.execute_reply.started":"2022-02-14T03:51:12.63257Z","shell.execute_reply":"2022-02-14T03:51:13.059534Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Ethereum Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForEthereum[0], forecastsForEthereum[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:13.061484Z","iopub.execute_input":"2022-02-14T03:51:13.06168Z","iopub.status.idle":"2022-02-14T03:51:13.49659Z","shell.execute_reply.started":"2022-02-14T03:51:13.061655Z","shell.execute_reply":"2022-02-14T03:51:13.495933Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Ethereum Classic Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForEthereumClassic[0], forecastsForEthereumClassic[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:13.498065Z","iopub.execute_input":"2022-02-14T03:51:13.49829Z","iopub.status.idle":"2022-02-14T03:51:13.928834Z","shell.execute_reply.started":"2022-02-14T03:51:13.498263Z","shell.execute_reply":"2022-02-14T03:51:13.928001Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • IOTA Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForIOTA[0], forecastsForIOTA[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:13.930415Z","iopub.execute_input":"2022-02-14T03:51:13.930737Z","iopub.status.idle":"2022-02-14T03:51:14.36181Z","shell.execute_reply.started":"2022-02-14T03:51:13.930696Z","shell.execute_reply":"2022-02-14T03:51:14.361031Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Litecoin Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForLitecoin[0], forecastsForLitecoin[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:14.363009Z","iopub.execute_input":"2022-02-14T03:51:14.36327Z","iopub.status.idle":"2022-02-14T03:51:14.788057Z","shell.execute_reply.started":"2022-02-14T03:51:14.363231Z","shell.execute_reply":"2022-02-14T03:51:14.787237Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Maker Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForMaker[0], forecastsForMaker[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:14.789174Z","iopub.execute_input":"2022-02-14T03:51:14.78941Z","iopub.status.idle":"2022-02-14T03:51:15.225274Z","shell.execute_reply.started":"2022-02-14T03:51:14.789382Z","shell.execute_reply":"2022-02-14T03:51:15.224615Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Monero Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForMonero[0], forecastsForMonero[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:15.226295Z","iopub.execute_input":"2022-02-14T03:51:15.226526Z","iopub.status.idle":"2022-02-14T03:51:15.663357Z","shell.execute_reply.started":"2022-02-14T03:51:15.226498Z","shell.execute_reply":"2022-02-14T03:51:15.662676Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • Stellar Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForStellar[0], forecastsForStellar[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:15.66453Z","iopub.execute_input":"2022-02-14T03:51:15.664752Z","iopub.status.idle":"2022-02-14T03:51:16.127038Z","shell.execute_reply.started":"2022-02-14T03:51:15.664725Z","shell.execute_reply":"2022-02-14T03:51:16.126343Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":"**

  • TRON Probability Forecasting

    • **","metadata":{}},{"cell_type":"code","source":"plot_prob_forecasts(tssForTRON[0], forecastsForTRON[0])","metadata":{"_kg_hide-input":true,"execution":{"iopub.status.busy":"2022-02-14T03:51:16.128278Z","iopub.execute_input":"2022-02-14T03:51:16.129102Z","iopub.status.idle":"2022-02-14T03:51:16.559992Z","shell.execute_reply.started":"2022-02-14T03:51:16.129061Z","shell.execute_reply":"2022-02-14T03:51:16.55933Z"},"trusted":true},"execution_count":null,"outputs":[]}]}