Using probabilistic forecasting for Gas Price Prediction in Ethereum Blockchain

Probabilistic forecasting, i.e. estimating the probability distribution of a time series’ future given its past

Collection of data:

• Unzip data.zip
• Run notebook ethereum-blockchain-data.ipynb to prepare training/test/validation samples by fetching from BigData

Train model:

• Launch notebook deepar_eth_gas.ipynb to train and ouput test data/reports with data generated at point 1