Some evidence on forecasting time-series with support vector machines

Journal of the Operational Research Society

Volumn 57, Issue 9, 2006, Pages 1053-1063

  Hansen, J V ^a   McDonald, J B ^b   Nelson, R D ^a  

^a BRIGHAM YOUNG UNIVERSITY   (United States)

^b BRIGHAM YOUNG UNIVERSITY   (United States)

Author keywords

Forecasting; Support vector machines; Time series

Indexed keywords

LEARNING SYSTEMS; MATHEMATICAL MODELS; STATISTICAL METHODS; TECHNOLOGICAL FORECASTING;

AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA); EXPONENTIAL SMOOTHING; SUPPORT VECTOR MACHINES;

TIME SERIES ANALYSIS;

EID: 33747197796     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2602073     Document Type: Article

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