Time series prediction based on support vector regression

Information Technology Journal

Volumn 5, Issue 2, 2006, Pages 353-357

  Lin, S ^a   Wang, Guoren ^a   Zhang, Shaomin ^a   Li, Jingyin ^a  

^a NORTHEASTERN UNIVERSITY   (China)

Author keywords

Non sensitive loss ; Punishing coefficient c; Quadratic programming optimization; Support vector regression; Time series prediction

Indexed keywords

COMPUTATIONAL COMPLEXITY; INFORMATION TECHNOLOGY; OPTIMIZATION; QUADRATIC PROGRAMMING; REGRESSION ANALYSIS; VECTORS;

NON-SENSITIVE LOSS Ε; PUNISHING COEFFICIENT C; QUADRATIC PROGRAMMING OPTIMIZATION; SUPPORT VECTOR REGRESSION; TIME SERIES PREDICTION;

TIME SERIES ANALYSIS;

EID: 33745789381     PISSN: 18125638     EISSN: 18125646     Source Type: Journal    
DOI: 10.3923/itj.2006.353.357     Document Type: Article

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