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heliphix / btc_data

This repository contains the code and datasets for creating the machine learning models in the research paper titled "Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approach"
https://doi.org/10.1007/s00521-020-05129-6
MIT License
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Environment file available? #9

Open jcfbeardsley opened 3 years ago

jcfbeardsley commented 3 years ago

Hi,

I'm trying to reproduce you're results as indicated in the Feature_Selection_reg notebook but am finding that I'm getting slightly different results starting with running X=cmns.drop_high_vif(df_reduced,thresh=5) on line 130, even though I'm using the same BTC_Data_736_features_raw.csv file that was available in commit b80f8913e0. My guess is this is coming from slightly different versions of Python (I'm running 3.8) and related packages compared to what was in your manuscript.

Do you have an Anaconda environment (or other virtualenv) file from your original workflow that can be shared, so I can better understand how these discrepancies are arising?

Thanks in advance.

heliphix commented 3 years ago

Hi, I have not run the codes in a while. However, you may try running them using Python 3.6. I will check if I still have the environment file.