Create README.md
Browse files
README.md
ADDED
|
@@ -0,0 +1,44 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# CryptoTrendPredictor_LSTM
|
| 2 |
+
|
| 3 |
+
## 📈 Overview
|
| 4 |
+
|
| 5 |
+
This repository hosts a custom **Long Short-Term Memory (LSTM)** recurrent neural network designed for **single-step time-series prediction** of cryptocurrency prices. Specifically, this model is trained to predict the **normalized closing price of Bitcoin (BTC)** for the next day, utilizing a diverse set of technical indicators and on-chain metrics.
|
| 6 |
+
|
| 7 |
+
## 🧠 Model Architecture
|
| 8 |
+
|
| 9 |
+
The model implements a stacked LSTM architecture, which is highly effective for capturing long-term dependencies in sequential data like price time series.
|
| 10 |
+
|
| 11 |
+
* **Architecture:** Stacked LSTM (3 layers) with a final Dense layer for regression.
|
| 12 |
+
* **Input Features (`input_size=10`):** 10 features including price, volume, technical indicators (RSI, MACD), market correlation, and external factors (Google Trends, Social Media Sentiment).
|
| 13 |
+
* **Sequence Length (`sequence_length=60`):** The model takes the past **60 time steps (days)** of feature data as input to make one prediction.
|
| 14 |
+
* **Hidden State Size (`hidden_size=128`):** 128 units per LSTM layer.
|
| 15 |
+
* **Output:** A single floating-point value representing the normalized predicted closing price for the next time step.
|
| 16 |
+
* **Loss Function:** Mean Squared Error (MSE).
|
| 17 |
+
|
| 18 |
+
|
| 19 |
+
## 💡 Intended Use
|
| 20 |
+
|
| 21 |
+
* **Price Forecasting:** Providing a **probabilistic forecast** of the next-day price movement for risk assessment.
|
| 22 |
+
* **Signal Generation:** Generating buy/sell/hold signals when the predicted value crosses predefined thresholds.
|
| 23 |
+
* **Comparative Analysis:** Benchmarking against simpler linear or technical analysis models.
|
| 24 |
+
|
| 25 |
+
### Data Requirements for Inference
|
| 26 |
+
|
| 27 |
+
The model expects a numpy array/tensor of shape `(batch_size, sequence_length, input_size)`. The input features **must** be normalized using the same min/max scaling applied during training.
|
| 28 |
+
|
| 29 |
+
### How to use (Conceptual Example)
|
| 30 |
+
|
| 31 |
+
```python
|
| 32 |
+
import numpy as np
|
| 33 |
+
# Assuming the model is loaded from a framework like PyTorch or TensorFlow
|
| 34 |
+
# and inference data is ready and pre-processed.
|
| 35 |
+
|
| 36 |
+
# Replace with actual data (60 days of 10 features, normalized)
|
| 37 |
+
input_data = np.random.rand(1, 60, 10).astype(np.float32)
|
| 38 |
+
|
| 39 |
+
# prediction = model(input_data)
|
| 40 |
+
# print(f"Normalized Prediction: {prediction.item()}")
|
| 41 |
+
|
| 42 |
+
# Inverse transform the prediction to get the actual price forecast
|
| 43 |
+
# forecasted_price = scaler.inverse_transform(prediction)
|
| 44 |
+
# print(f"Forecasted BTC Price: ${forecasted_price.item():.2f}")
|