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Journal : Journal of Current Research in Blockchain

A Hybrid Ensemble Framework Combining Transformer Networks, CNN-LSTM, and Prophet for Multi-Horizon Bitcoin Price Prediction Using 1-Minute Time Series Data Maidin, Siti Sarah; Hemalatha, M.; Sun, Jing
Journal of Current Research in Blockchain Vol. 3 No. 1 (2026): Regular Issue March 2026
Publisher : Bright Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47738/jcrb.v3i1.57

Abstract

Bitcoin price forecasting at one-minute frequency presents significant challenges due to rapid volatility and noise in high-frequency markets. This study proposes a hybrid ensemble framework integrating a CNN-LSTM model, a Transformer architecture, and a Prophet-based component to perform multi-horizon prediction using 500,000 one-minute BTC/USD observations. The model is evaluated across 5-minute, 15-minute, and 30-minute horizons. The results show that the ensemble achieves the best performance for the 5-minute horizon with MAE = 41.565 USD, RMSE = 60.722 USD, and MAPE = 0.156. This outperforms the CNN-LSTM model (MAE = 47.838 USD) and the Transformer model (MAE = 53.733 USD). Performance decreases at the 15-minute horizon due to Transformer instability, where the ensemble reaches MAE = 269.347 USD and the Transformer reaches MAE = 530.429 USD. At the 30-minute horizon, performance stabilizes, with the ensemble producing MAE = 84.481 USD, close to the CNN-LSTM result (MAE = 84.186 USD) and better than the Transformer (MAE = 153.887 USD). These findings indicate that the hybrid ensemble is highly effective for ultra-short-term forecasting but requires horizon-specific tuning to remain stable for medium-range intervals.
Co-Authors Abbas, Elaf Sabah Abbas, Intesar Abdul Radhi, Rafah Hassan Abdul-Kareem, Bushra Jabbar Abdullah Abdullah Adnan, Kahtan Mohammed Ahmed, Mohsen Ali Ahmed, Saif Saad Ajitha, Ajitha Al Hilfi, Thamer Kadum Yousif Al-Dosari, Ibraheem Hatem Mohammed Alfalahi, Saad.T.Y. Ali, Taghreed Alaa Mohammed Ali, Zaid Ghanim Arthi, R. Attarbashi, Zainab S. Ayi Abdurahman Ayyasy, Yahya Bakar, Normi Sham Awang Abu Binti Abdul Rahim, Yusrina Dhilipan, J. Fallah, Dina Faraj, Lydia Naseer Fauzi, Muhammad Ashraf bin Fauri Ge, Wu Gelar Budiman Govindaraju, S Guangfa, Wu Hadi, Shahd Imad Hafedh, Milad Abdullah Hammad, Qudama Khamis Hamodi Aljanabi, Yaser Issam Hao Wu Haodic, Gao Hemalatha, M. I Dewa Gede Budi Utama I Gede Astawan Indirani, M Indrarini Dyah Irawati Ishak, Wan Hussain Wan Ismail, Laith S. Jafar, Qusay Mohammed Jaleel Maktoof, Mohammed Abdul Jamil, Abeer Salim Janan, Ola Jaya, M. Izham Jeyaboopathiraja, J. Jing Sun Khalil, Baker Mohammed Khalil, Ibraheem Mohammed Kowthalam, Vijay Rathnam Kumar, B.L. Shiva Lie, Ye Luo Jun Mahdi, Ammar Falih Mahdi, Mohammed Fadhil Mahendiran, N Majeed, Adil Abbas Mariajohn, Princess Mohammed, Doaa Thamer Murad, Nada Mohammed Nassar, Waleed Nayef, Hamdi Abdullah Nazar, Mustafa Nivetha, N. Praneesh, M. Priscilla, G Maria Priscilla, G. Maria Rahmafadilla, Rahmafadilla Rizal, Mochammad Fahru Sajid, Wafaa Adnan Salman, Khdier Samson, A Sunil Selvaraj, Poovarasan Shaker, Alhamza Abdulsatar Shanmugam, D.B. Shing, Wong Ling Shivakumar, B L Shivakumar, B. L. Shnain, Saif Kamil Subramanian, Devibala Sumathi, N Sumathi, V. Taher, Nada Adnan Thavamani, S. Triasari, Biyantika Emili Varun, S. T. Vidhya, B. Vijayalakshmi, N. Wan Ishak, Wan Hussain Wayan Eka Paramartha Wei, Jingchuan Wider, Walton Yahya, Norzariyah Yamin, Fadhilah Yang, Qingxue Yi, Ding Yilin, Li Yousif Al Hilfi, Thamer Kadum YULI SUN HARIYANI Zhang Xing Zhao, Zhong Zhaoji, Fu