From: Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading
Model | RMSE | MAPE | MAE | DA |
---|---|---|---|---|
One-step ahead | ||||
 EMD-LSTM | 0.0177 | 0.0269 | 0.0123 | 0.5234 |
 BiLSTM | 0.0159 | 0.0242 | 0.0110 | 0.5390 |
 ARIMA | 0.0153 | 0.0092 | 0.0206 | 0.5431 |
 LR | 0.0943 | 0.0335 | 0.0143 | 0.5277 |
 SVR | 0.0506 | 0.2179 | 0.0406 | 0.5627 |
 LMH-BiLSTM | 0.0071 | 0.0113 | 0.0095 | 0.8167 |
Two-step ahead | ||||
 EMD-LSTM | 0.0341 | 0.0596 | 0.0266 | 0.4047 |
 BiLSTM | 0.0290 | 0.0532 | 0.0230 | 0.4676 |
 ARIMA | 0.0242 | 0.0169 | 0.2580 | 0.5132 |
 LR | 0.0327 | 0.0554 | 0.0250 | 0.5037 |
 SVR | 0.0574 | 0.2196 | 0.0472 | 0.5794 |
 LMH-BiLSTM | 0.0073 | 0.0121 | 0.0055 | 0.7855 |
Three-step ahead | ||||
 EMD-LSTM | 0.0679 | 0.1286 | 0.0573 | 0.4086 |
 BiLSTM | 0.0395 | 0.0708 | 0.0318 | 0.4554 |
 ARIMA | 0.0245 | 0.0171 | 0.2590 | 0.4836 |
 LR | 0.0420 | 0.0726 | 0.0322 | 0.5473 |
 SVR | 0.0637 | 0.2214 | 0.0514 | 0.5914 |
 LMH-BiLSTM | 0.0080 | 0.0126 | 0.0056 | 0.7654 |