Esame MQASS-Prevedere il prezzo di Bitcoin con Prophet

library(prophet)

## Caricamento del pacchetto richiesto: Rcpp

## Caricamento del pacchetto richiesto: rlang

library(tidyverse)

## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ dplyr     1.1.4     ✔ readr     2.1.5
## ✔ forcats   1.0.0     ✔ stringr   1.5.1
## ✔ ggplot2   3.5.2     ✔ tibble    3.3.0
## ✔ lubridate 1.9.4     ✔ tidyr     1.3.1
## ✔ purrr     1.1.0

## ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
## ✖ purrr::%@%()         masks rlang::%@%()
## ✖ dplyr::filter()      masks stats::filter()
## ✖ purrr::flatten()     masks rlang::flatten()
## ✖ purrr::flatten_chr() masks rlang::flatten_chr()
## ✖ purrr::flatten_dbl() masks rlang::flatten_dbl()
## ✖ purrr::flatten_int() masks rlang::flatten_int()
## ✖ purrr::flatten_lgl() masks rlang::flatten_lgl()
## ✖ purrr::flatten_raw() masks rlang::flatten_raw()
## ✖ purrr::invoke()      masks rlang::invoke()
## ✖ dplyr::lag()         masks stats::lag()
## ✖ purrr::splice()      masks rlang::splice()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors

library(readxl)

data<-read_excel("C:/Users/Emanuele/Downloads/EsameMQASS.xlsx",sheet=1)

data$ds<-as.Date(data$ds)
data$y<-as.numeric(data$y)

tail(data)

## # A tibble: 6 × 2
##   ds             y
##   <date>     <dbl>
## 1 2020-01-06 7758 
## 2 2020-01-05 7359.
## 3 2020-01-04 7354.
## 4 2020-01-03 7345.
## 5 2020-01-02 6966.
## 6 2020-01-01 7201.

Model <- prophet(
  yearly.seasonality = TRUE, 
  weekly.seasonality = TRUE, 
  daily.seasonality = FALSE, 
  changepoint.prior.scale = 0.5
)
Model<-add_country_holidays(Model,country_name='US')
Model<-fit.prophet(Model,data)

Future<-make_future_dataframe(Model,periods=365,freq="day")
view(Future)

Forecast<-predict(Model,Future)

tail(Forecast[c('ds','yhat','yhat_lower','yhat_upper')])

##              ds     yhat yhat_lower yhat_upper
## 2553 2026-12-27 120176.0  -88659.28   305174.9
## 2554 2026-12-28 120384.5  -89511.71   304345.5
## 2555 2026-12-29 120550.5  -94190.04   303079.4
## 2556 2026-12-30 120957.0  -89868.42   307346.4
## 2557 2026-12-31 120998.5  -91265.67   310331.1
## 2558 2027-01-01 119542.1  -98291.87   309479.3

dyplot.prophet(Model,Forecast)

## Warning: `select_()` was deprecated in dplyr 0.7.0.
## ℹ Please use `select()` instead.
## ℹ The deprecated feature was likely used in the prophet package.
##   Please report the issue at <https://github.com/facebook/prophet/issues>.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.

prophet_plot_components(Model,Forecast)