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IML Project

The document outlines a Jupyter Notebook for predicting Bitcoin prices using various machine learning models. It includes data preprocessing steps, exploratory data analysis, and model training with Logistic Regression, SVC, and XGBoost, along with their respective training and validation accuracies. Visualizations such as price trends, distribution plots, and correlation heatmaps are also presented to support the analysis.

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Punani Nikul
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18 views6 pages

IML Project

The document outlines a Jupyter Notebook for predicting Bitcoin prices using various machine learning models. It includes data preprocessing steps, exploratory data analysis, and model training with Logistic Regression, SVC, and XGBoost, along with their respective training and validation accuracies. Visualizations such as price trends, distribution plots, and correlation heatmaps are also presented to support the analysis.

Uploaded by

Punani Nikul
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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10/19/24, 10:30 PM bit_coin_prediction.

ipynb - Colab

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sb

from sklearn.model_selection import train_test_split


from sklearn.preprocessing import StandardScaler
from sklearn.linear_model import LogisticRegression
from sklearn.svm import SVC
from xgboost import XGBClassifier
from sklearn import metrics

import warnings
warnings.filterwarnings('ignore')

df = pd.read_csv('bitcoin.csv')
df.head()

Date Open High Low Close Adj Close Volume

0 2014-09-17 465.864014 468.174011 452.421997 457.334015 457.334015 21056800

1 2014-09-18 456.859985 456.859985 413.104004 424.440002 424.440002 34483200

2 2014-09-19 424.102997 427.834991 384.532013 394.795990 394.795990 37919700

3 2014-09-20 394.673004 423.295990 389.882996 408.903992 408.903992 36863600

4 2014-09-21 408.084991 412.425995 393.181000 398.821014 398.821014 26580100

Next steps: Generate code with df View recommended plots New interactive sheet

df.shape

(2713, 7)

df.describe()

Open High Low Close Adj Close Volume

count 2713.000000 2713.000000 2713.000000 2713.000000 2713.000000 2.713000e+03

mean 11311.041069 11614.292482 10975.555057 11323.914637 11323.914637 1.470462e+10

std 16106.428891 16537.390649 15608.572560 16110.365010 16110.365010 2.001627e+10

min 176.897003 211.731003 171.509995 178.102997 178.102997 5.914570e+06

25% 606.396973 609.260986 604.109985 606.718994 606.718994 7.991080e+07

50% 6301.569824 6434.617676 6214.220215 6317.609863 6317.609863 5.098183e+09

75% 10452.399414 10762.644531 10202.387695 10462.259766 10462.259766 2.456992e+10

max 67549.734375 68789.625000 66382.062500 67566.828125 67566.828125 3.509679e+11

df.info()

<class 'pandas.core.frame.DataFrame'>
RangeIndex: 2713 entries, 0 to 2712
Data columns (total 7 columns):
# Column Non-Null Count Dtype

0 Date 2713 non-null object


1 Open 2713 non-null float64
2 High 2713 non-null float64
3 Low 2713 non-null float64
4 Close 2713 non-null float64
5 Adj Close 2713 non-null float64
6 Volume 2713 non-null int64
dtypes: float64(5), int64(1), object(1)
memory usage: 148.5+ KB

plt.figure(figsize=(15, 5))
plt.plot(df['Close'])
plt.title('Bitcoin Close price.', fontsize=15)
plt.ylabel('Price in dollars.')
plt.show()

https://colab.research.google.com/drive/10aiAnjw847cPy6koQiQw6ayhIhipEdyw?authuser=0#scrollTo=RmkFxGnnuCM_&printMode=true 1/6
10/19/24, 10:30 PM bit_coin_prediction.ipynb - Colab

df[df['Close'] == df['Adj Close']].shape, df.shape

((2713, 7), (2713, 7))

df = df.drop(['Adj Close'], axis=1)

df.isnull().sum()

Date 0

Open 0

High 0

Low 0

Close 0

Volume 0

features = ['Open', 'High', 'Low', 'Close']

plt.subplots(figsize=(20,10))
for i, col in enumerate(features):
plt.subplot(2,2,i+1)
sb.distplot(df[col])
plt.show()

https://colab.research.google.com/drive/10aiAnjw847cPy6koQiQw6ayhIhipEdyw?authuser=0#scrollTo=RmkFxGnnuCM_&printMode=true 2/6
10/19/24, 10:30 PM bit_coin_prediction.ipynb - Colab

plt.subplots(figsize=(20,10))
for i, col in enumerate(features):
plt.subplot(2,2,i+1)
sb.boxplot(df[col])
plt.show()

https://colab.research.google.com/drive/10aiAnjw847cPy6koQiQw6ayhIhipEdyw?authuser=0#scrollTo=RmkFxGnnuCM_&printMode=true 3/6
10/19/24, 10:30 PM bit_coin_prediction.ipynb - Colab

splitted = df['Date'].str.split('-', expand=True)

df['year'] = splitted[0].astype('int')
df['month'] = splitted[1].astype('int')
df['day'] = splitted[2].astype('int')

# Convert the 'Date' column to datetime objects


df['Date'] = pd.to_datetime(df['Date'])

df.head()

Date Open High Low Close Volume year month day

0 2014-09-17 465.864014 468.174011 452.421997 457.334015 21056800 2014 9 17

1 2014-09-18 456.859985 456.859985 413.104004 424.440002 34483200 2014 9 18

2 2014-09-19 424.102997 427.834991 384.532013 394.795990 37919700 2014 9 19

3 2014-09-20 394.673004 423.295990 389.882996 408.903992 36863600 2014 9 20

4 2014-09-21 408.084991 412.425995 393.181000 398.821014 26580100 2014 9 21

Next steps: Generate code with df View recommended plots New interactive sheet

data_grouped = df.groupby('year').mean()
plt.subplots(figsize=(20,10))
for i, col in enumerate(['Open', 'High', 'Low', 'Close']):
plt.subplot(2,2,i+1)
data_grouped[col].plot.bar()
plt.show()

df['is_quarter_end'] = np.where(df['month']%3==0,1,0)
df.head()

https://colab.research.google.com/drive/10aiAnjw847cPy6koQiQw6ayhIhipEdyw?authuser=0#scrollTo=RmkFxGnnuCM_&printMode=true 4/6
10/19/24, 10:30 PM bit_coin_prediction.ipynb - Colab

Date Open High Low Close Volume year month day is_quarter_end

0 2014-09-17 465.864014 468.174011 452.421997 457.334015 21056800 2014 9 17 1

1 2014-09-18 456.859985 456.859985 413.104004 424.440002 34483200 2014 9 18 1

2 2014-09-19 424.102997 427.834991 384.532013 394.795990 37919700 2014 9 19 1

3 2014-09-20 394.673004 423.295990 389.882996 408.903992 36863600 2014 9 20 1

4 2014-09-21 408.084991 412.425995 393.181000 398.821014 26580100 2014 9 21 1

Next steps: Generate code with df View recommended plots New interactive sheet

df['open-close'] = df['Open'] - df['Close']


df['low-high'] = df['Low'] - df['High']
df['target'] = np.where(df['Close'].shift(-1) > df['Close'], 1, 0)

plt.pie(df['target'].value_counts().values,
labels=[0, 1], autopct='%1.1f%%')
plt.show()

plt.figure(figsize=(10, 10))

# As our concern is with the highly


# correlated features only so, we will visualize
# our heatmap as per that criteria only.
sb.heatmap(df.corr() > 0.9, annot=True, cbar=False)
plt.show()

https://colab.research.google.com/drive/10aiAnjw847cPy6koQiQw6ayhIhipEdyw?authuser=0#scrollTo=RmkFxGnnuCM_&printMode=true 5/6
10/19/24, 10:30 PM bit_coin_prediction.ipynb - Colab

features = df[['open-close', 'low-high', 'is_quarter_end']]


target = df['target']

scaler = StandardScaler()
features = scaler.fit_transform(features)

X_train, X_valid, Y_train, Y_valid = train_test_split(


features, target, test_size=0.1, random_state=2022)
print(X_train.shape, X_valid.shape)

(2441, 3) (272, 3)

models = [LogisticRegression(), SVC(kernel='poly', probability=True), XGBClassifier()]

for i in range(3):
models[i].fit(X_train, Y_train)

print(f'{models[i]} : ')
print('Training Accuracy : ', metrics.roc_auc_score(Y_train, models[i].predict_proba(X_train)[:,1]))
print('Validation Accuracy : ', metrics.roc_auc_score(Y_valid, models[i].predict_proba(X_valid)[:,1]))
print()

LogisticRegression() :
Training Accuracy : 0.5272712493564907
Validation Accuracy : 0.5187429004165088

SVC(kernel='poly', probability=True) :
Training Accuracy : 0.4828745224483161
Validation Accuracy : 0.5278844593498134

XGBClassifier(base_score=None, booster=None, callbacks=None,


colsample_bylevel=None, colsample_bynode=None,
colsample_bytree=None, device=None, early_stopping_rounds=None,
enable_categorical=False, eval_metric=None, feature_types=None,
gamma=None, grow_policy=None, importance_type=None,
interaction_constraints=None, learning_rate=None, max_bin=None,
max_cat_threshold=None, max_cat_to_onehot=None,
max_delta_step=None, max_depth=None, max_leaves=None,
min_child_weight=None, missing=nan, monotone_constraints=None,
multi_strategy=None, n_estimators=None, n_jobs=None,
num_parallel_tree=None, random_state=None, ...) :
Training Accuracy : 0.9229563497439509
Validation Accuracy : 0.46156758803483533

from sklearn.metrics import ConfusionMatrixDisplay

ConfusionMatrixDisplay.from_estimator(models[0], X_valid, Y_valid)


plt.show()

https://colab.research.google.com/drive/10aiAnjw847cPy6koQiQw6ayhIhipEdyw?authuser=0#scrollTo=RmkFxGnnuCM_&printMode=true 6/6

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