List of required packages
“`{r}
library(data.table) #for fread function
library(dplyr) #for pipeline function
library(plyr) #for join function
library(tseries) #for ts function
library(forecast) #for forecast function
library(caret) #for neuralnetwork prediction
library(ggplot2) #for plots
library(mice) #for imputating NA/missing values
library(zoo) #for imputing
“`
###Working with Dataset[price_data.csv]
“`{r}
url <- "matrix_one_file/price_data.csv"
crypto <- fread(url, header = TRUE)
crypto_main <- crypto[,c(1:17,20,25,34,37)]
View(crypto_main)
crypto_loop <- crypto_main[,2:21]
name <- names(crypto_loop)
#Automation for Prediction
for( i in name){
crypto_work % select(time,i)
names(crypto_work) <- c("Time", "Price")
crypto_work$Time <- as.POSIXct(crypto_work$Time, format = "%Y-%m-%d %H:%M:%S")
d<- colnames(crypto_work)[2]
# to get the data for time series
crypto_work1 % filter(Time = “2018-01-18 00:00:00”)
Time <- seq(ISOdatetime(2018,1,18,00,0,0), ISOdatetime(2018, 1, 24,11,55,0), by= (60*5))
df <- data.frame(Time)
crypto_temp <- join(df, crypto_work1, by = "Time")
crypto_temp$Price <- na.approx(crypto_temp$Price)
#to get the original value from 25th Jan to 29th Jan
crypto_orignal_value % filter(Time = “2018-01-25 00:00:00”)
Time <- seq(ISOdatetime(2018,1,25,00,0,0), ISOdatetime(2018, 1, 29,11,55,0), by= (60*5))
df1 <- data.frame(Time)
crypto_temp1 <- join(df1, crypto_orignal_value ,by = "Time")
crypto_temp1$Price <- na.approx(crypto_temp1$Price)
#initializing variables
df_new <- data.frame()
new_df <- data.frame()
value <- c()
start <- 1
for(j in 1:5){
for(k in 1:288){
crypto_price <- ts(crypto_temp$Price, start = c(1,1), frequency = 288)
fit1 <- nnetar(crypto_price)
a <- forecast(fit1, h=1)
value <- append(value,a$mean)
df_new<- data.frame(crypto_temp1$Time[start], a$mean)
names(df_new) <- c("Time","Price")
crypto_temp <- rbind(crypto_temp, df_new)
start <- start+1
}
output_file <- crypto_temp[(1873+(start-k)):nrow(crypto_temp),]
rownames(output_file) <- c()
name <- paste(i,d,"(",j,")",".csv",sep = "")
write.csv(output_file,name)
}
}
“`
