用混合模型预测比特币价格，精度达0.65%误差，适合金融量化研究。

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.