From: Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading
Model | RMSE | MAPE | MAE | DA |
---|---|---|---|---|
One-step ahead | ||||
 LMH-BiLSTM | 0.0197 | 0.0280 | 0.0189 | 0.7274 |
 EMD-LSTM | 0.0637 | 0.0738 | 0.0787 | 0.6320 |
 LSTM | 0.0755 | 0.0836 | 0.1185 | 0.5676 |
 LR | 0.0734 | 0.0772 | 0.1393 | 0.5869 |
 ARIMA | 0.0810 | 0.0884 | 0.1355 | 0.5120 |
Two-step ahead | ||||
 LMH-BiLSTM | 0.0185 | 0.0259 | 0.0209 | 0.7072 |
 EMD-LSTM | 0.0631 | 0.0589 | 0.0622 | 0.6441 |
 LSTM | 0.0857 | 0.0797 | 0.0737 | 0.5846 |
 LR | 0.0961 | 0.0860 | 0.0860 | 0.5152 |
 ARIMA | 0.0730 | 0.0814 | 0.0818 | 0.5418 |
Three-step ahead | ||||
 LMH-BiLSTM | 0.0212 | 0.0292 | 0.0235 | 0.7121 |
 EMD-LSTM | 0.0615 | 0.0587 | 0.0616 | 0.6351 |
 LSTM | 0.0841 | 0.0815 | 0.0858 | 0.5525 |
 LR | 0.0853 | 0.0870 | 0.0837 | 0.5864 |
 ARIMA | 0.0807 | 0.0827 | 0.0898 | 0.6069 |