{"id":"W4399381752","doi":"10.1016/j.knosys.2024.112026","title":"Forecasting bitcoin: Decomposition aided long short-term memory based time series modeling and its explanation with Shapley values","year":2024,"lang":"en","type":"article","venue":"Knowledge-Based Systems","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":73,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"Science Fund of the Republic of Serbia","keywords":"Term (time); Series (stratigraphy); Decomposition; Computer science; Chemistry; Geology; Physics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008379391,0.0005792552,0.0005031382,0.0004438084,0.0002245294,0.0008740182,0.0006357494,0.0007081486,0.001221188],"category_scores_gemma":[0.002075923,0.0002442391,0.0006832842,0.0004543166,0.000421419,0.0009167224,0.0005193784,0.0009123838,0.0001119271],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005387568,"about_ca_system_score_gemma":0.0004938198,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006944144,"about_ca_topic_score_gemma":0.004128795,"domain_scores_codex":[0.9998835,0.00004608194,0.000007784318,0.00002543117,0.00002060387,0.0000166148],"domain_scores_gemma":[0.999526,0.0003054582,0.00005851595,0.00002686713,0.00005537812,0.00002769557],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00002741241,0.00001743719,0.001416994,0.00002146591,0.00003142171,0.00004025819,0.00003059569,0.9753011,0.0006274408,0.01211776,0.0002633669,0.01010463],"study_design_scores_gemma":[7.877728e-7,0.00000243766,0.0000700677,0.000001110797,0.000001300652,0.0000016719,0.000001496501,0.9980908,0.00005206404,0.001737184,0.00003998449,0.000001038278],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2300621,0.001218731,0.7622628,0.0007335199,0.0001040517,0.00004999064,0.0001872009,0.0001957724,0.00518586],"genre_scores_gemma":[0.9644231,0.0003935151,0.03333334,0.00005604791,0.0000405285,0.00004048392,0.0001248055,0.00002530133,0.001562732],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006944144,"threshold_uncertainty_score":0.01380748,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1206324377903339,"score_gpt":0.3751820788323812,"score_spread":0.2545496410420474,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}