A machine‑learning project to analyze and forecast cryptocurrency prices (Bitcoin & Dogecoin) using historical market data, enriched feature sets, and time‑series models (ARIMA/SARIMA).
- 📊 Time‑series forecasting: ARIMA/SARIMA baseline models
- 🔍 Feature engineering: Lag features, rolling statistics, VWAP
- 🛠️ Extensible code: Shared utilities in
src/ - 📒 Interactive notebooks for Bitcoin & Dogecoin
- ☁️ BigQuery integration for raw blockchain data
📦 root/
├── 📁 data/
│ ├── 📁 bitcoin/
│ └── 📁 doge/
├── 📁 notebooks/
│ ├── 📁 bitcoin/
│ └── 📁 doge/
├── 📁 src/
├── 📁 img/
├── 📁 bigquery/
└── 📄 README.md
| Model | 1‑Day MSE | 1‑Day R² | 2‑Day MSE | 2‑Day R² | 3‑Day MSE | 3‑Day R² | 4‑Day MSE | 4‑Day R² |
|---|---|---|---|---|---|---|---|---|
| Linear Regression | 0.000101 | 0.9842 | 0.000186 | 0.9710 | 0.000273 | 0.9574 | 0.000372 | 0.9421 |
| Random Forest | 0.000724 | 0.8873 | 0.001724 | 0.7313 | 0.003403 | 0.4703 | 0.005207 | 0.1894 |
| XGBoost | 0.001445 | 0.7749 | 0.001115 | 0.8262 | 0.001804 | 0.7192 | 0.003077 | 0.5210 |
| LightGBM | 0.000504 | 0.9215 | 0.000717 | 0.8884 | 0.001754 | 0.7269 | 0.003881 | 0.3959 |
Deep dive & narrative:
Read the Medium article When Simplicity Wins….
📓 Notebook:
notebooks/doge/predict_OHLCVM.ipynb
| Component | Status | Notes |
|---|---|---|
| Data Collection | 🔄 In Progress | Doge: 2013–2025 daily; BTC: minute‑level |
| Feature Engineering | 🔄 In Progress | 1‑day lags, 7‑day rolls, VWAP |
| ARIMA/SARIMA Baselines | 🔄 In Progress | Hyperparameter search in progress |
- Model Expansion
- ARIMA/SARIMA, Prophet, LSTM/TCN/Transformer-based forecasters
- Advanced Features
- Technical indicators (RSI, MACD), sentiment analysis
- Robust Validation
- Walk‑forward CV, backtesting on event‑driven windows
- Deployment
- Streamlit/Dash app for live updates; GitHub Actions for retraining
- Data Enrichment
- On‑chain metrics, order‑book snapshots; scalable DB backend
Feel free to:
- ⭐ Star this repo if you find it useful
- 🐛 Report issues or 📥 submit PRs
- 💬 Reach out on LinkedIn for collaboration
Last updated: July 2025