Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis
نویسندگان
چکیده
منابع مشابه
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Time series prediction, especially financial time series prediction, is a challenging task in machine learning. In this issue, the data are usually non-stationary and volatile in nature. Because of its good generalization power, the support vector regression (SVR) has been widely applied in this application. The standard SVR employs a fixed -tube to tolerate noise and adopts the ‘p-norm (p 1⁄4 ...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2009
ISSN: 2287-7843
DOI: 10.5351/ckss.2009.16.2.335