Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA Model

Detalhes bibliográficos
Autor(a) principal: de Freitas Pinto, Richard
Data de Publicação: 2023
Outros Autores: Mattos, Viviane Leite Dias, Nakamura, Luiz Ricardo
Tipo de documento: Artigo
Idioma: por
Título da fonte: Vetor (Online)
Texto Completo: https://periodicos.furg.br/vetor/article/view/15162
Resumo: This work presents the modeling of the monthly volume of transactions of the Ethereum cryptocurrency through the Box-Jenkins methodology, involving the steps: exploratory analysis, identification, guarantee and validation, some of which performed using different techniques. The model found by the SARIMA modeling (Integrated autoregressive model of seasonal moving averages) was able to demonstrate the linear behavior of the data in a satisfactory way, but it was not enough to describe the behavior of the series, composed of linear and non-linear movement, being better represented by a hybrid model.
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spelling Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA ModelIdentificação do Movimento Linear da Série Temporal do Volume Mensal de Transações da Criptomoeda Ethereum por meio do Modelo SARIMATime SeriesEthereumSARIMAMethodology Box-JenkisSérie TemporalEthereumSARIMAMétodologia Box-JenkisThis work presents the modeling of the monthly volume of transactions of the Ethereum cryptocurrency through the Box-Jenkins methodology, involving the steps: exploratory analysis, identification, guarantee and validation, some of which performed using different techniques. The model found by the SARIMA modeling (Integrated autoregressive model of seasonal moving averages) was able to demonstrate the linear behavior of the data in a satisfactory way, but it was not enough to describe the behavior of the series, composed of linear and non-linear movement, being better represented by a hybrid model.Esse trabalho apresenta a modelagem do volume mensal de transações da criptmoeda Ethereum por meio da metodologia de Box-Jenkins, envolvendo as etapas: análise exploratória, identificação, estimação e validação, algumas das quais executadas com a utilização de diferentes técnicas. O modelo encontrado pela modelagem SARIMA (Modelo autoregressivo integrado de médias móveis sazonal) conseguiu descrever o comportamento linear dos dados de forma satisfatória, mas não foi suficiente para descrever o comportamento da série, composta por movimento linear e não linear, sendo melhor representada por um modelo híbrido.Universidade Federal do Rio Grande2023-06-28info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://periodicos.furg.br/vetor/article/view/1516210.14295/vetor.v33i1.15162VETOR - Journal of Exact Sciences and Engineering; Vol. 33 No. 1 (2023); 97-104VETOR - Revista de Ciências Exatas e Engenharias; v. 33 n. 1 (2023); 97-1042358-34520102-7352reponame:Vetor (Online)instname:Universidade Federal do Rio Grande (FURG)instacron:FURGporhttps://periodicos.furg.br/vetor/article/view/15162/10227Copyright (c) 2023 VETOR - Revista de Ciências Exatas e Engenhariasinfo:eu-repo/semantics/openAccessde Freitas Pinto, RichardMattos, Viviane Leite DiasNakamura, Luiz Ricardo2023-06-28T19:45:29Zoai:ojs.periodicos.furg.br:article/15162Revistahttps://periodicos.furg.br/vetorPUBhttps://periodicos.furg.br/vetor/oaigmplatt@furg.br2358-34520102-7352opendoar:2023-06-28T19:45:29Vetor (Online) - Universidade Federal do Rio Grande (FURG)false
dc.title.none.fl_str_mv Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA Model
Identificação do Movimento Linear da Série Temporal do Volume Mensal de Transações da Criptomoeda Ethereum por meio do Modelo SARIMA
title Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA Model
spellingShingle Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA Model
de Freitas Pinto, Richard
Time Series
Ethereum
SARIMA
Methodology Box-Jenkis
Série Temporal
Ethereum
SARIMA
Métodologia Box-Jenkis
title_short Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA Model
title_full Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA Model
title_fullStr Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA Model
title_full_unstemmed Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA Model
title_sort Identification of Linear Movement in the Time Series of Ethereum Cryptocurrency Montly Transaction Volume through the SARIMA Model
author de Freitas Pinto, Richard
author_facet de Freitas Pinto, Richard
Mattos, Viviane Leite Dias
Nakamura, Luiz Ricardo
author_role author
author2 Mattos, Viviane Leite Dias
Nakamura, Luiz Ricardo
author2_role author
author
dc.contributor.author.fl_str_mv de Freitas Pinto, Richard
Mattos, Viviane Leite Dias
Nakamura, Luiz Ricardo
dc.subject.por.fl_str_mv Time Series
Ethereum
SARIMA
Methodology Box-Jenkis
Série Temporal
Ethereum
SARIMA
Métodologia Box-Jenkis
topic Time Series
Ethereum
SARIMA
Methodology Box-Jenkis
Série Temporal
Ethereum
SARIMA
Métodologia Box-Jenkis
description This work presents the modeling of the monthly volume of transactions of the Ethereum cryptocurrency through the Box-Jenkins methodology, involving the steps: exploratory analysis, identification, guarantee and validation, some of which performed using different techniques. The model found by the SARIMA modeling (Integrated autoregressive model of seasonal moving averages) was able to demonstrate the linear behavior of the data in a satisfactory way, but it was not enough to describe the behavior of the series, composed of linear and non-linear movement, being better represented by a hybrid model.
publishDate 2023
dc.date.none.fl_str_mv 2023-06-28
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://periodicos.furg.br/vetor/article/view/15162
10.14295/vetor.v33i1.15162
url https://periodicos.furg.br/vetor/article/view/15162
identifier_str_mv 10.14295/vetor.v33i1.15162
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://periodicos.furg.br/vetor/article/view/15162/10227
dc.rights.driver.fl_str_mv Copyright (c) 2023 VETOR - Revista de Ciências Exatas e Engenharias
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2023 VETOR - Revista de Ciências Exatas e Engenharias
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade Federal do Rio Grande
publisher.none.fl_str_mv Universidade Federal do Rio Grande
dc.source.none.fl_str_mv VETOR - Journal of Exact Sciences and Engineering; Vol. 33 No. 1 (2023); 97-104
VETOR - Revista de Ciências Exatas e Engenharias; v. 33 n. 1 (2023); 97-104
2358-3452
0102-7352
reponame:Vetor (Online)
instname:Universidade Federal do Rio Grande (FURG)
instacron:FURG
instname_str Universidade Federal do Rio Grande (FURG)
instacron_str FURG
institution FURG
reponame_str Vetor (Online)
collection Vetor (Online)
repository.name.fl_str_mv Vetor (Online) - Universidade Federal do Rio Grande (FURG)
repository.mail.fl_str_mv gmplatt@furg.br
_version_ 1797041760264781824

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