Temporal Attention-Enhanced Stacking Networks: Revolutionizing Multi-Step Bitcoin Forecasting

This study presents a novel methodology for multi-step Bitcoin (BTC) price prediction by combining advanced stacking-based architectures with temporal attention mechanisms. The proposed Temporal Attention-Enhanced Stacking Network (TAESN) integrates the complementary strengths of diverse machine learning algorithms while emphasizing critical temporal features, leading to substantial improvements in forecasting accuracy over traditional methods. Comprehensive experimentation and robust evaluation validate the superior performance of TAESN across various BTC prediction horizons. Additionally, the model not only demonstrates enhanced predictive accuracy but also offers interpretable insights into the temporal dynamics underlying cryptocurrency markets, contributing to both practical forecasting applications and theoretical understanding of market behavior.

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Publication Details

Journal
Forecasting
Published
2024-12-30
DOI
https://doi.org/10.3390/forecast7010002
Citations
2
Primary Topic
Blockchain Technology Applications and Security
Type
article
Field-Weighted Citation Impact
1.56
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article

Temporal Attention-Enhanced Stacking Networks: Revolutionizing Multi-Step Bitcoin Forecasting

Edson Pindza, Phumudzo Lloyd Seabe, Claude Rodrigue Bambe Moutsinga, Maggie Aphane
2 citations
Forecasting
Blockchain Technology Applications and Security
1.56
article

Temporal Attention-Enhanced Stacking Networks: Revolutionizing Multi-Step Bitcoin Forecasting

Edson Pindza, Phumudzo Lloyd Seabe, Claude Rodrigue Bambe Moutsinga, Maggie Aphane
article en
2 citations

Abstract

This study presents a novel methodology for multi-step Bitcoin (BTC) price prediction by combining advanced stacking-based architectures with temporal attention mechanisms. The proposed Temporal Attention-Enhanced Stacking Network (TAESN) integrates the complementary strengths of diverse machine learning algorithms while emphasizing critical temporal features, leading to substantial improvements in forecasting accuracy over traditional methods. Comprehensive experimentation and robust evaluation validate the superior performance of TAESN across various BTC prediction horizons. Additionally, the model not only demonstrates enhanced predictive accuracy but also offers interpretable insights into the temporal dynamics underlying cryptocurrency markets, contributing to both practical forecasting applications and theoretical understanding of market behavior.

ForecastingVol. 7(1)
University of South Africa (ZA), Sefako Makgatho Health Sciences University (ZA)
Industry, innovation and infrastructure
Openalex Percentile: Top 11%
Blockchain Technology Applications and Security
1.56
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