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Table 6 Higher frequency price performance comparison

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