Forecasting Bitcoin Price Prediction with Long Short-Term Memory Networks: Implementation and Applications Using Streamlit

Authors

  • Muhammad Ihsan Fawzi Informatics, Universitas Jenderal Soedirman, Indonesia
  • Taufik Ganesha Payago, Indonesia
  • Priandika Ratmadani Anugrah Informatics, Universitas Jenderal Soedirman, Indonesia
  • Maulana Zhahran Informatics, Universitas Jenderal Soedirman, Indonesia
  • Faris Akbar Abimanyu Informatics, Universitas Jenderal Soedirman, Indonesia
  • Haryo Bimantoro Informatics, Universitas Jenderal Soedirman, Indonesia

DOI:

https://doi.org/10.52436/1.jutif.2025.6.5.5168

Keywords:

Bitcoin, Price Prediction, Long Short Term Memory (LSTM), Machine Learning, Cryptocurrency, Web Application, Streamlit

Abstract

The rapid growth of cryptocurrency markets, particularly Bitcoin, has highlighted the need for accurate price prediction models to support informed decision-making. While existing studies primarily evaluate machine learning models for price forecasting, few have implemented these models in real-world applications. This paper addresses this gap by developing a Bitcoin price prediction system using Long Short-Term Memory (LSTM) networks, integrated into a user-friendly web-based application powered by Streamlit. The model forecasts Bitcoin prices at 5-minute, 1-hour, and 1-day intervals, demonstrating strong predictive performance. For the 5-minute interval, the model achieved a Mean Squared Error (MSE) of 53,479.86, Mean Absolute Error (MAE) of 150.58, Root Mean Squared Error (RMSE) of 231.26, and Mean Absolute Percentage Error (MAPE) of 0.144%. At the 1-hour interval, errors increased moderately with an MSE of 423,198.24, MAE of 499.93, RMSE of 650.54, and MAPE of 0.505%. For the 1-day interval, the model faced greater variability, reflected in an MSE of 3,089,699.07, MAE of 1,058.88, RMSE of 1,757.75, and MAPE of 2.027%. These results indicate that while predictive precision decreases over longer horizons, the model maintains strong performance across all timeframes. By embedding LSTM predictions into an interactive, real-time forecasting platform, this study demonstrates the practical integration of deep learning into complex financial systems. Beyond cryptocurrency, the approach highlights the potential of intelligent computational models to enhance decision-making processes in data-intensive domains, reinforcing the role of informatics in bridging advanced algorithms with usable technological solutions.

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Additional Files

Published

2025-10-16

How to Cite

[1]
M. I. Fawzi, T. Ganesha, P. R. . Anugrah, M. Zhahran, F. A. . Abimanyu, and H. Bimantoro, “Forecasting Bitcoin Price Prediction with Long Short-Term Memory Networks: Implementation and Applications Using Streamlit”, J. Tek. Inform. (JUTIF), vol. 6, no. 5, pp. 2940–2961, Oct. 2025.