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Volumn 3, Issue , 2004, Pages 2431-2437

Tunable free parameters C and epsilon-tube in support vector regression for grey prediction model SVRGM(1,1|C,e) approach

Author keywords

Autoregressive moving average; Grey model; Support vector regression

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS; FORECASTING; FUNCTIONS; LEARNING ALGORITHMS; LEARNING SYSTEMS; MATHEMATICAL MODELS; OPTIMIZATION; REGRESSION ANALYSIS;

EID: 15744402111     PISSN: 1062922X     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (8)

References (14)
  • 2
    • 50849151631 scopus 로고
    • Control problems of grey system
    • J. L. Deng, Control Problems of Grey System," System and Control Letter, Vol. 1, No. 5, pp. 288-94, 1982.
    • (1982) System and Control Letter , vol.1 , Issue.5 , pp. 288-294
    • Deng, J.L.1
  • 4
    • 0141461719 scopus 로고    scopus 로고
    • A study of non-periodic short-term random walk forecasting based on RBFNN, ARMA, or SVR-GM(1,1,tau) approach
    • B. R Chang, "A Study of Non-Periodic Short-Term Random Walk Forecasting Based on RBFNN, ARMA, or SVR-GM(1,1,tau) Approach," Proc. of IJCNN 2003, pp. 254-259, 2003.
    • (2003) Proc. of IJCNN 2003 , pp. 254-259
    • Chang, B.R.1
  • 8
    • 4544383602 scopus 로고    scopus 로고
    • ISIS Research Group, Support Vector Machines, http://www.isis.ecs.soton. ac.uk/resources/svminfo/, 2001.
    • (2001) Support Vector Machines
  • 9
    • 0003425664 scopus 로고    scopus 로고
    • Technical Report, Image Speech and Intelligent Systems Research Group, University of Southampton
    • S. R. Gunn, Support Vector Machines for Classification and Regression. Technical Report, Image Speech and Intelligent Systems Research Group, University of Southampton, 1997.
    • (1997) Support Vector Machines for Classification and Regression
    • Gunn, S.R.1
  • 11
    • 0027601884 scopus 로고
    • ANFIS: Adaptive-network-based fuzzy inference systems
    • J.-S. Roger Jang, "ANFIS: Adaptive-Network-Based Fuzzy Inference Systems," IEEE Trans. on System, Man, and Cybernetics, Vol. 23, No. 3, pp. 665-685,1993.
    • (1993) IEEE Trans. on System, Man, and Cybernetics , vol.23 , Issue.3 , pp. 665-685
    • Jang, J.-S.R.1
  • 13
    • 0017846358 scopus 로고
    • On a measure of lack of fit in time series models
    • Ljung, G. M., Box, G. E. P., "On a Measure of Lack of Fit in Time Series Models," Biometrika, Vol. 65, pp. 67-72, 1978.
    • (1978) Biometrika , vol.65 , pp. 67-72
    • Ljung, G.M.1    Box, G.E.P.2
  • 14
    • 15744386830 scopus 로고    scopus 로고
    • London International Financial Futures and Options Exchange (LIFFE), http://www.liffe.com/, 2002.
    • (2002)


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.