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All Journal MATRIK : Jurnal Manajemen, Teknik Informatika, dan Rekayasa Komputer
Zailani Mohamed Sidek
Universiti Teknologi Malaysia, Kuala Lumpur, Malaysia
Computer Science & IT

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Comparing Long Short-Term Memory and Random Forest Accuracy for Bitcoin Price Forecasting Munirul Ula; Veri Ilhadi; Zailani Mohamed Sidek
MATRIK : Jurnal Manajemen, Teknik Informatika dan Rekayasa Komputer Vol 23 No 2 (2024)
Publisher : LPPM Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/matrik.v23i2.3267

Abstract

Bitcoin’s daily value fluctuations are very dynamic. Understanding its rapid and intricate price movements demands advanced techniques for processing complex data. This research aims to compare the accuracy of two machine learning methods, Random Forest (RF) and Long Short-Term Memory (LSTM), in predicting Bitcoin price. This research employs RF and LSTM algorithms to forecast Bitcoin prices using a two-year Yahoo Finance dataset. The evaluation metrics used were accuracy based on Mean Absolute Percentage Error (MAPE) and computational power (CPU-Z). As a result of this research, the LSTM model demonstrates higher accuracy compared to the RF model. MAPE reveals LSTM’s precision of 99.8% and RF’s accuracy of 90.1%. Regarding computational time and resources, RF shows slightly better performance than LSTM. The visual comparison further emphasizes LSTM’s better performance in predicting Bitcoin prices, highlighting its potential for informed decision-making in cryptocurrency trading. This research contributes valuable insights into the effectiveness, strengths, and weaknesses of LSTM and RF models in predicting cryptocurrency trends.
Comparing Long Short-Term Memory and Random Forest Accuracy for Bitcoin Price Forecasting Munirul Ula; Veri Ilhadi; Zailani Mohamed Sidek
MATRIK : Jurnal Manajemen, Teknik Informatika dan Rekayasa Komputer Vol. 23 No. 2 (2024)
Publisher : LPPM Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/matrik.v23i2.3267

Abstract

Bitcoin’s daily value fluctuations are very dynamic. Understanding its rapid and intricate price movements demands advanced techniques for processing complex data. This research aims to compare the accuracy of two machine learning methods, Random Forest (RF) and Long Short-Term Memory (LSTM), in predicting Bitcoin price. This research employs RF and LSTM algorithms to forecast Bitcoin prices using a two-year Yahoo Finance dataset. The evaluation metrics used were accuracy based on Mean Absolute Percentage Error (MAPE) and computational power (CPU-Z). As a result of this research, the LSTM model demonstrates higher accuracy compared to the RF model. MAPE reveals LSTM’s precision of 99.8% and RF’s accuracy of 90.1%. Regarding computational time and resources, RF shows slightly better performance than LSTM. The visual comparison further emphasizes LSTM’s better performance in predicting Bitcoin prices, highlighting its potential for informed decision-making in cryptocurrency trading. This research contributes valuable insights into the effectiveness, strengths, and weaknesses of LSTM and RF models in predicting cryptocurrency trends.
Co-Authors Munirul Ula Veri Ilhadi