Teknik: Jurnal Ilmu Teknik dan Informatika
Vol. 6 No. 1 (2026): Mei : Teknik: Jurnal Ilmu Teknik dan Informatika

Analisis Komparatif XGBoost dan Temporal Fusion Transformer (TFT) pada Time Series Forecasting Harga Solana

Herdiyanto, Qatrunnada Athirah (Unknown)
Juhraini Helfiana Lexa (Unknown)
Chan, M. Zikry Sahendra (Unknown)



Article Info

Publish Date
16 May 2026

Abstract

 Cryptocurrency price prediction, particularly for highly volatile assets like Solana (SOL), is a crucial challenge in time series data analysis in digital finance. This study aims to compare the performance of the XGBoost machine learning algorithm with the Temporal Fusion Transformer (TFT) deep learning model in predicting Solana's daily closing price. The dataset used consists of historical Solana price data and network fundamentals data in the form of Total Value Locked (TVL). The research process includes data preprocessing, dividing training and test data, model training, and evaluation using the Root Mean Squared Error (RMSE) metric. The results show that using the same-day price feature has the potential to cause target leakage, resulting in invalid prediction accuracy. In testing using pure historical data without data leakage, the XGBoost model performed better than TFT with an RMSE of 4.27, while TFT produced an RMSE of 18.59. Furthermore, the integration of network fundamentals data in the form of TVL did not improve prediction accuracy and even caused a decrease in performance for the XGBoost model with an RMSE of 7.10. The results of this study show that the use of historical price action features is more effective than fundamental network indicators for short-term daily Solana price predictions.

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Journal Info

Abbrev

TEKNIK

Publisher

Subject

Computer Science & IT

Description

Jurnal Ilmu Teknik dan Informatika (TEKNIK) menerbitkan satu-satunya makalah yang secara ketat mengikuti pedoman dan template TEKNIK untuk persiapan naskah. Semua manuskrip yang dikirimkan akan melalui proses peer review double-blind. Makalah tersebut dibaca oleh anggota redaksi (sesuai bidang ...