{"id":3938,"date":"2024-05-08T01:25:22","date_gmt":"2024-05-07T23:25:22","guid":{"rendered":"https:\/\/nepttp.avidakizomba.co.za\/?p=3938"},"modified":"2025-06-09T12:17:48","modified_gmt":"2025-06-09T10:17:48","slug":"attention-based-lstm-algorithm-with-arima-on-wavelet-denoised-bitcoin-prices","status":"publish","type":"post","link":"https:\/\/www.escience.ac.za\/index.php\/2024\/05\/08\/attention-based-lstm-algorithm-with-arima-on-wavelet-denoised-bitcoin-prices\/","title":{"rendered":"Attention-based LSTM algorithm with ARIMA on wavelet denoised Bitcoin prices"},"content":{"rendered":"<p><strong>Researcher:<\/strong> Ndamulelo Innocent Nelwamondo, University of the Witwatersrand, Johannesburg<br \/><strong>Supervisor:<\/strong> Dr Farai Mlambo, University of the Witwatersrand, Johannesburg<\/p><p>The cryptocurrency market is recognized for its intense uncertainty and instability, and people are still searching for a reliable and convenient way to direct cryptocurrency trading. An overall of 4 models, namely ARIMA, LSTM, attention-based LSTM, and hybrid attention based LSTM-ARIMA were used to forecast the prices Bitcoin in which the hybrid attention-based LSTM-ARIMA model on wavelet denoised Bitcoin prices with MSE = 42816.51, RMSE = 206.92, MAE = 167.34 and R2 = 0.8172 was found to be the best fitting model.<\/p><p><br \/><\/p>","protected":false},"excerpt":{"rendered":"<p>Researcher: Ndamulelo Innocent Nelwamondo, University of the Witwatersrand, JohannesburgSupervisor: Dr Farai Mlambo, University of the Witwatersrand, Johannesburg The cryptocurrency market is recognized for its intense uncertainty and instability, and people are still searching for a reliable and convenient way to direct cryptocurrency trading. An overall of 4<\/p>\n","protected":false},"author":1,"featured_media":4407,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[10],"tags":[],"class_list":["post-3938","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-capstone-projects"],"_links":{"self":[{"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/posts\/3938","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/comments?post=3938"}],"version-history":[{"count":1,"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/posts\/3938\/revisions"}],"predecessor-version":[{"id":4438,"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/posts\/3938\/revisions\/4438"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/media\/4407"}],"wp:attachment":[{"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/media?parent=3938"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/categories?post=3938"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.escience.ac.za\/index.php\/wp-json\/wp\/v2\/tags?post=3938"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}