Data-Driven Ethereum Price Trend Prediction: A Machine Learning and Signal Processing Approach

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Abstract

Ethereum has gained recognition as a prominent investment asset due to recent volatility in cryptocurrency markets. Accurate price trend prediction is critical for informed decision-making. This study introduces a novel hybrid methodology combining:

The model achieves 76.56% accuracy in predicting daily Ethereum price movements, outperforming traditional approaches (LSTM, XGBoost, etc.). Key innovations include STFT-based spectral feature extraction and interpretable fuzzy logic rules, addressing gaps in cryptocurrency research.


Introduction

Background

Cryptocurrencies like Ethereum exhibit extreme volatility due to decentralized markets, speculative trading, and evolving regulations. While blockchain technology enables transparency, price forecasting remains challenging.

Research Gap

Prior works rely heavily on:

  1. Statistical models (ARIMA, regression) – Limited nonlinear modeling.
  2. Machine learning (SVMs, Random Forests) – Black-box interpretations.
  3. Deep learning (LSTMs) – Computationally expensive.

Our Contribution

  1. STFT-ANFIS Fusion: Enhances pattern detection in time-frequency domains.
  2. Dual Feature Selection: Combines Random Forest and ReliefF to identify:

    • Trading Volume
    • Accumulation/Distribution Oscillator
    • Williams %R
    • Stochastic %K
    • Commodity Channel Index (CCI)
  3. Interpretability: Fuzzy logic provides actionable insights.

Data & Methodology

Variables Analyzed

| Category | Metrics | Source |
|------------------|----------------------------------|----------------------|
| Price Data | Open/High/Low/Close | Kaggle |
| Volume | Daily Trading Volume | Ethereum Blockchain |
| Momentum | 9-Day Price Change | Calculated |
| Sentiment | Google Trends ("Ethereum" searches) | Google Trends |

STFT-ANFIS Pipeline

  1. Preprocessing:

    • Apply STFT to isolate cyclical trends.
    • Standardize features (Z-score normalization).
  2. ANFIS Architecture:

    • Input Layer: 5 selected features.
    • Fuzzification: Gaussian membership functions.
    • Rule Layer: 10 fuzzy IF-THEN rules.
    • Output: Price direction (↑/↓).

Key Results

Performance Metrics

| Dataset | Accuracy | Precision | Recall | F1-Score |
|-----------|----------|-----------|--------|----------|
| Training | 78.54% | 78.18% | 73.40% | 76.99% |
| Test | 76.56% | 76.47% | 73.86% | 75.14% |

Comparative Analysis

👉 Why STFT-ANFIS outperforms LSTM/XGBoost

| Model | Test Accuracy | ROC-AUC |
|------------------|---------------|---------|
| ANFIS-STFT | 76.56% | 0.7601 |
| LSTM | 71.20% | 0.7023 |
| XGBoost | 74.10% | 0.7105 |


FAQs

Q: How does STFT improve price prediction?

A: STFT reveals hidden periodicities (e.g., weekly/monthly cycles) missed by time-domain models.

Q: Which features matter most?

A: Trading volume and momentum indicators (Williams %R, CCI) are top predictors per ReliefF weighting.

Q: Can this model adapt to sudden market shocks?

A: Yes. ANFIS’s fuzzy rules dynamically adjust to volatility spikes, unlike static statistical models.


Conclusion

This study demonstrates:

  1. Feature Selection Matters: Volume + 4 technical indicators drive 76%+ accuracy.
  2. Time-Frequency Analysis: STFT uncovers latent cyclical patterns.
  3. Practical Applications: Useful for traders, hedge funds, and risk managers.

Future work may explore:

👉 Explore crypto analytics tools

By Superx | Chengdu