Upload folder using huggingface_hub
Browse files- .gitattributes +1 -0
- Dataset/BTC-USD.csv +0 -0
- Dataset/btc_future.csv +476 -0
- Notebook.ipynb +0 -0
- README.md +111 -1
- image.png +3 -0
- lstm_model.pth +3 -0
- output_prediction.png +0 -0
- requirements.txt +8 -0
.gitattributes
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*.zip filter=lfs diff=lfs merge=lfs -text
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*.zst filter=lfs diff=lfs merge=lfs -text
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*tfevents* filter=lfs diff=lfs merge=lfs -text
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*.zip filter=lfs diff=lfs merge=lfs -text
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*tfevents* filter=lfs diff=lfs merge=lfs -text
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image.png filter=lfs diff=lfs merge=lfs -text
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Dataset/BTC-USD.csv
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Dataset/btc_future.csv
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1 |
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Notebook.ipynb
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README.md
CHANGED
@@ -1,3 +1,113 @@
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1 |
---
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-
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---
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1 |
+
# Bitcoin Price Prediction with LSTM
|
2 |
+
|
3 |
+
## Project Overview
|
4 |
+
This project aims to predict Bitcoin (BTC) prices for the next 60 days using a Long Short-Term Memory (LSTM) neural network. The dataset used contains historical BTC/USD prices from 2014 to early 2024. The project leverages PyTorch for deep learning and includes data preprocessing, feature engineering, and model evaluation.
|
5 |
+
|
6 |
---
|
7 |
+
|
8 |
+
## Table of Contents
|
9 |
+
1. [Introduction](#introduction)
|
10 |
+
2. [Dataset Description](#dataset-description)
|
11 |
+
3. [Project Workflow](#project-workflow)
|
12 |
+
4. [Model Architecture](#model-architecture)
|
13 |
+
5. [Results](#results)
|
14 |
+
6. [How to Run](#how-to-run)
|
15 |
+
7. [Future Work](#future-work)
|
16 |
+
8. [References](#references)
|
17 |
+
|
18 |
---
|
19 |
+
|
20 |
+
## Introduction
|
21 |
+
Bitcoin is a highly volatile cryptocurrency, making price prediction a challenging task. This project uses sequential data modeling with LSTM to capture patterns in historical BTC prices and provide reliable predictions.
|
22 |
+
|
23 |
+
---
|
24 |
+
|
25 |
+
## Dataset Description
|
26 |
+
- **Source**: Kaggle
|
27 |
+
- **File**: `Dataset/BTC-USD.csv`
|
28 |
+
- **Columns**: `Date`, `Open`, `High`, `Low`, `Close`, `Adj Close`, `Volume`
|
29 |
+
- **Timeframe**: 2014 to early 2024
|
30 |
+
- **Frequency**: Minute-level data aggregated to daily prices.
|
31 |
+
|
32 |
+
---
|
33 |
+
|
34 |
+
## Project Workflow
|
35 |
+
### 1. Data Preparation
|
36 |
+
- Import libraries and load the dataset.
|
37 |
+
- Perform initial exploration to understand the data structure.
|
38 |
+
|
39 |
+
### 2. Data Cleaning
|
40 |
+
- Handle missing values and duplicates.
|
41 |
+
- Normalize and standardize the data for better model performance.
|
42 |
+
|
43 |
+
### 3. Exploratory Data Analysis (EDA)
|
44 |
+
- Visualize trends in BTC prices and trading volume.
|
45 |
+
- Analyze correlations between features.
|
46 |
+
|
47 |
+
### 4. Feature Engineering
|
48 |
+
- Create sequences of 30 days as input features.
|
49 |
+
- Scale features using `MinMaxScaler`.
|
50 |
+
|
51 |
+
### 5. Modeling
|
52 |
+
- Build LSTM and GRU models using PyTorch.
|
53 |
+
- Train the models with Mean Squared Error (MSE) loss and Adam optimizer.
|
54 |
+
|
55 |
+
### 6. Evaluation
|
56 |
+
- Evaluate the model using Root Mean Squared Error (RMSE).
|
57 |
+
- Visualize predictions against actual prices.
|
58 |
+
|
59 |
+
### 7. Prediction
|
60 |
+
- Predict BTC prices for the next 60 days.
|
61 |
+
- Compare predictions with actual future prices.
|
62 |
+
|
63 |
+
---
|
64 |
+
|
65 |
+
## Model Architecture
|
66 |
+
The LSTM model consists of:
|
67 |
+
- **Input Layer**: Sequence of 30 days of closing prices.
|
68 |
+
- **Hidden Layers**: 2 LSTM layers with 64 hidden units.
|
69 |
+
- **Output Layer**: Single neuron for predicting the next day's price.
|
70 |
+
|
71 |
+
---
|
72 |
+
|
73 |
+
## Results
|
74 |
+
- **LSTM Test RMSE**: ~1,118 USD
|
75 |
+
- **GRU Test RMSE**: ~21,445 USD
|
76 |
+
- The LSTM model outperformed the GRU model, demonstrating its ability to capture sequential patterns in BTC prices.
|
77 |
+
|
78 |
+

|
79 |
+
|
80 |
+
---
|
81 |
+
|
82 |
+
## How to Run
|
83 |
+
1. Clone the repository:
|
84 |
+
```bash
|
85 |
+
git clone <repository-url>
|
86 |
+
cd Bitcoin-Prediction
|
87 |
+
```
|
88 |
+
|
89 |
+
2. Install dependencies:
|
90 |
+
```bash
|
91 |
+
pip install -r requirements.txt
|
92 |
+
```
|
93 |
+
|
94 |
+
3. Run the Jupyter Notebook:
|
95 |
+
```bash
|
96 |
+
jupyter notebook Notebook.ipynb
|
97 |
+
```
|
98 |
+
|
99 |
+
4. Follow the steps in the notebook to train the model and visualize predictions.
|
100 |
+
|
101 |
+
---
|
102 |
+
|
103 |
+
## Future Work
|
104 |
+
- Add additional features such as macroeconomic indicators, Moving Average, RSI or sentiment analysis.
|
105 |
+
- Perform hyperparameter tuning to further improve model performance.
|
106 |
+
- Deploy the model as a web application for real-time predictions.
|
107 |
+
|
108 |
+
---
|
109 |
+
|
110 |
+
## References
|
111 |
+
- Kaggle Dataset: [BTC-USD Historical Data](https://www.kaggle.com/)
|
112 |
+
- PyTorch Documentation: [https://pytorch.org/](https://pytorch.org/)
|
113 |
+
- CoinGecko API: [https://www.coingecko.com/](https://www.coingecko.com/)
|
image.png
ADDED
![]() |
Git LFS Details
|
lstm_model.pth
ADDED
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
1 |
+
version https://git-lfs.github.com/spec/v1
|
2 |
+
oid sha256:1fd1167249182f33bc6c092b3bc5dae23b392775e21068d44e0e4443d407acee
|
3 |
+
size 206069
|
output_prediction.png
ADDED
![]() |
requirements.txt
ADDED
@@ -0,0 +1,8 @@
|
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|
|
|
|
|
|
|
|
|
|
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|
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|
1 |
+
pandas==1.5.3
|
2 |
+
numpy==1.24.3
|
3 |
+
matplotlib==3.7.1
|
4 |
+
seaborn==0.12.2
|
5 |
+
torch==2.0.1
|
6 |
+
scikit-learn==1.2.2
|
7 |
+
pycoingecko==3.1.0
|
8 |
+
jupyter==1.0.0
|