Crude Oil Price Prediction Based on a Dynamic Correcting Support Vector Regression Machine
نویسندگان
چکیده
منابع مشابه
Crude Oil Price Prediction Based on a Dynamic Correcting Support Vector Regression Machine
and Applied Analysis 3 where K(X i , X j ) denotes the inner product kernel satisfying Mercer theorem. We can get the ε-SVR function through solving the above dual problem:
متن کاملA New Method for Crude Oil Price Forecasting Based on Support Vector Machines
This paper proposes a new method for crude oil price forecasting based on support vector machine (SVM). The procedure of developing a support vector machine model for time series forecasting involves data sampling, sample preprocessing, training & learning and out-of-sample forecasting. To evaluate the forecasting ability of SVM, we compare its performance with those of ARIMA and BPNN. The expe...
متن کاملCrude Oil Price Prediction Based On Multi-scale Decomposition
A synergetic model (DWT-LSSVM) is presented in this paper. First of all, the raw data is decomposed into approximate coefficients and the detail coefficients at different scales by discrete wavelet transforms (DWT). These coefficients obtained by previous phase are then used for prediction independently using least squares support vector machines (LSSVM). Finally, these predicted coefficients a...
متن کاملCrude Oil Price Forecasting with an Improved Model Based on Wavelet Transform and Support Vector Machines
This paper presents a hybrid wavelet support vector machines (WSVM) model that combines both wavelet technique and the SVM model for crude oil price forecasting. Based on the purpose, the main time series was decomposed to some multi-frequently time series by wavelet theory and these time series were imposed as input data to the SVM for forecasting of crude oil price series. To assess the effec...
متن کاملTUNNEL BORING MACHINE PENETRATION RATE PREDICTION BASED ON RELEVANCE VECTOR REGRESSION
key factor in the successful application of a tunnel boring machine (TBM) in tunneling is the ability to develop accurate penetration rate estimates for determining project schedule and costs. Thus establishing a relationship between rock properties and TBM penetration rate can be very helpful in estimation of this vital parameter. However, this parameter cannot be simply predicted since there ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2013
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2013/528678