The performance of PSO-SVM in inflation forecasting

2015 12th International Conference on Service Systems and Service Management, ICSSSM 2015

Volumn , Issue , 2015, Pages

  Tang, Yizhou ^a   Zhou, Jiawen ^b  

^a TONGJI UNIVERSITY   (China)

^b SHANGHAI ACADEMY OF SOCIAL SCIENCES   (China)

Author keywords

forecast; heuristic algorithm; inflation; kernel function; parameters optimization; SVM

Indexed keywords

BACKPROPAGATION; FORECASTING; GENETIC ALGORITHMS; HEURISTIC ALGORITHMS;

BP NEURAL NETWORKS; DATA-DRIVEN MODEL; GENERALIZATION ABILITY; INFLATION; INFLATION FORECASTING; KERNEL FUNCTION; PARAMETERS OPTIMIZATION; STRONG APPROXIMATION;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 84948150510     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICSSSM.2015.7170251     Document Type: Conference Paper

References (15)

1. V. Vapnik, The Nature of Statistical Learning Theory. Springer-Verlag, 1995.
2. SUN jian-ping, SUN hui, "Several Analysis on CPI, " Journal of Jiangsu Education Academy, vol. 2, pp. 137-139, 2008.
3. T. Zhang, Y. Sai, and Z. Yuan, "Research of stock index futures prediction model based on rough set and support vector machine, " in Proc. of the IEEE International Conference on Granular Computing (Hangzhou), 2008, pp. 797-800.
4. Dongxiao Niu, Mian Xing, Ming Meng. Research on ANN Power Load Forecasting Based on United Data Mining Technology. Transactions of China Electrotechnical Society, 19(9): 62-68, 2004.
5. Fu-Chiang Tsui, Mingui Sun, Ching-Chung Li and Robert J. Sclabassi, "A comparative study of two biorthogonal wavelet transforms in time series prediction", IEEE International Conference on Systems, Man, and Cybernetics, vol. 2, Oct. 1997, pp1791-1796.
6. Van Gestel, T, et al. "Financial time series prediction using least squares support vector machines within the evidence frame". IEEE Trans. Neural Networks, vol 12, no. 4, pp. 809-821, 2001.
7. BAO song-bo, CHENG zi-ke, "the CPI forecast based on VEC model, " Century Securities, vol. 5, pp. I-12, 2010.
8. ZHANG xue-hui, "the analysis on the constitution of CPI in China" Value Engineering, vol. 2, pp. 130-13 L, 2010.
9. Fu-Chiang Tsui, Mingui Sun, Ching-Chung Li and Robert J. Sclabassi, "A comparative study of two biorthogonal wavelet transforms in time series prediction", IEEE International Conference on Systems, Man, and Cybernetics, vol. 2, Oct. 1997, pp1791-1796.
10. Van Gestel, T, et al. "Financial time series prediction using least squares support vector machines within the evidence frame". IEEE Trans. Neural Networks, vol 12, no. 4, pp. 809-821, 2001.
11. Jianguo Zhou, Tao Bai, and Chao Suo. "The SVM Optimized by Culture Genetic Algorithm and Its Application in Forecasting Share Price". IEEE International Conference on Granular Computing, 2008, pp. 838-843.
12. Zhihong Ding, Jianwei Zhang, Guoquan Xie, "LS-SVM forecast model of precipitation and runoff based on EMD", Sixth International Conference on Natural Computation, 2010, p1721-5.
13. L.-P. Ni, Z.-W. Ni, and Y.-Z. Gao, "Stock trend prediction based on fractal feature selection and support vector machine, " Expert Systems with Applications, vol. 38, pp. 5569-5576, 2011.
14. S. Lahmiri, "A comparison of PNN and SVM for stock market trend prediction using economic and technical information, " International Journal of Computer Applications, vol. 29, no. 3, pp. 24-30, 2011.
15. Zehra Gülru Çam, Sibel Çimen, Tülay Yldrm, "Learning Parameter Optimization of Multi-Layer Perceptron Using Artificial Bee Colony, Genetic Algorithm and Particle Swarm Optimization", IEEE 13th International Symposium on Applied Machine Intelligence and Informatics, 2015, pp. 329-322.