# TFT-ACB-XML: Decision-Level Integration of Customized Temporal Fusion Transformer and Attention-BiLSTM with XGBoost Meta-Learner for BTC Price Forecasting

arXiv: https://arxiv.org/abs/2602.12380 · HTML: https://mlsanity.com/paper/2602.12380/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 13 of its 41 references that are in the map.
- First posted on arXiv 12 Feb 2026.

## Builds on (most cited first, 13 of 13)

- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [A Novel Hybrid Approach Using an Attention-Based Transformer + GRU Model for Predicting Cryptocurrency Prices](https://mlsanity.com/paper/2504.17079/) (2025)
- [CE-RS-SBCIT A Novel Channel Enhanced Hybrid CNN Transformer with Residual, Spatial, and Boundary-Aware Learning for Brain Tumor MRI Analysis](https://mlsanity.com/paper/2508.17128/) (2025)
- [RS-CA-HSICT: A Residual and Spatial Channel Augmented CNN Transformer Framework for Monkeypox Detection](https://mlsanity.com/paper/2511.15476/) (2025)
- [Residual-SwinCA-Net: A Channel-Aware Integrated Residual CNN-Swin Transformer for Malignant Lesion Segmentation in BUSI](https://mlsanity.com/paper/2512.08243/) (2025)
- [Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network](https://mlsanity.com/paper/2510.15900/) (2025)
- [MambaFormer: Token-Level Guided Routing Mixture-of-Experts for Accurate and Efficient Clinical Assistance](https://mlsanity.com/paper/2601.01260/) (2026)
- [RSwinV2-MD: An Enhanced Residual SwinV2 Transformer for Monkeypox Detection from Skin Images](https://mlsanity.com/paper/2601.01835/) (2026)
- [A Tumor Aware DenseNet Swin Hybrid Learning with Boosted and Hierarchical Feature Spaces for Large-Scale Brain MRI Classification](https://mlsanity.com/paper/2601.18330/) (2026)

## Abstract (arXiv)

Accurate forecasting of Bitcoin (BTC) has always been a challenge because decentralized markets are non-linear, highly volatile, and have temporal irregularities. Existing deep learning models often struggle with interpretability and generalization across diverse market conditions. This research presents a hybrid stacked-generalization framework, TFT-ACB-XML, for BTC closing price prediction. The framework integrates two parallel base learners: a customized Temporal Fusion Transformer (TFT) and an Attention-Customized Bidirectional Long Short-Term Memory network (ACB), followed by an XGBoost regressor as the meta-learner. The customized TFT model handles long-range dependencies and global temporal dynamics via variable selection networks and interpretable single-head attention. The ACB module uses a new attention mechanism alongside the customized BiLSTM to capture short-term sequential dependencies. Predictions from both customized TFT and ACB are weighted through an error-reciprocal weighting strategy. These weights are derived from validation performance, where a model showing lower prediction error receives a higher weight. Finally, the framework concatenates these weighted outputs into a feature vector and feeds the vector to an XGBoost regressor, which captures non-linear residuals and produces the final BTC closing price prediction. Empirical validation using BTC data from October 1, 2014, to January 5, 2026, shows improved performance of the proposed framework compared to recent Deep Learning and Transformer baseline models. The results show a MAPE of 0.65%, an MAE of 198.15, and an RMSE of 258.30 for one-step-ahead out-of-sample under a walk-forward evaluation on the test block. The evaluation period spans the 2024 BTC halving and the spot ETFs (exchange-traded funds) period, which coincide with major liquidity and volatility shifts.