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All Journal IAES International Journal of Artificial Intelligence (IJ-AI)
Maryem Ait Moulay
Mohammed V University in Rabat
Computer Science & IT Engineering

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Deep hybrid models for bitcoin forecasting: EMD, CEEMDAN,and LSTM in comparison Ayoub Aarabi; Maryem Ait Moulay; Issam Bouganssa; Abdelali Lasfar
IAES International Journal of Artificial Intelligence (IJ-AI) Vol 15, No 3: June 2026
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijai.v15.i3.pp2797-2810

Abstract

In this study, an artificial neural network (ANN) was developed to forecast Bitcoin prices using one of the most successful deep learning architectures for time series analysis: long short-term memory (LSTM) networks. This model was enhanced with a signal processing layer that reduces the impact of the instrument’s high volatility on prediction accuracy by applying two signal decomposition techniques: empirical mode decomposition (EMD) and complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN). This study is motivated by the major fluctuations in Bitcoin prices, which make precise forecasting difficult but crucial for experts and investors. This findings demonstrate that forecasting performance improves when decomposition techniques are used. In particular, compared to the conventional LSTM and EMD-LSTM models, the CEEMDAN-LSTM model achieved the highest accuracy, with a mean absolute error (MAE) of 167.837 and a root mean square error (RMSE) of 255.673, outperforming both EMD-LSTM (MAE =168.785, RMSE =256.042) and the standard LSTM (MAE =169.516, RMSE=256.225). The combination of CEEMDAN and LSTM results in a more reliable model that can accurately capture short-term fluctuations in Bitcoin prices.
Co-Authors Abdelali Lasfar Ayoub Aarabi Issam Bouganssa