Predicting Time Series Using Integration of Moving Average and Support Vector Regression
نویسندگان
چکیده
منابع مشابه
Predicting Time Series with Support Vector Machines
Support Vector Machines are used for time series prediction and compared to radial basis function networks. We make use of two diierent cost functions for Support Vectors: training with (i) an insensitive loss and (ii) Huber's robust loss function and discuss how t o c hoose the regularization parameters in these models. Two applications are considered: data from (a) a noisy (normal and uniform...
متن کاملPredicting Time Series with Support Vector Machines
Support Vector Machines are used for time series prediction and compared to radial basis function networks. We make use of two diierent cost functions for Support Vectors: training with (i) an insensitive loss and (ii) Huber's robust loss function and discuss how to choose the regularization parameters in these models. Two applications are considered: data from (a) a noisy (normal and uniform n...
متن کاملEnsemble Kernel Learning Model for Prediction of Time Series Based on the Support Vector Regression and Meta Heuristic Search
In this paper, a method for predicting time series is presented. Time series prediction is a process which predicted future system values based on information obtained from past and present data points. Time series prediction models are widely used in various fields of engineering, economics, etc. The main purpose of using different models for time series prediction is to make the forecast with...
متن کاملLocalized support vector regression for time series prediction
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 ...
متن کاملSupport Vector Regression for Financial Time Series Forecasting
This paper presents a novel trend-based segmentation method TBSM and the support vector regression SVR for financial time series forecasting. The model is named as TBSM-SVR. Over the last decade, SVR has been a popular forecasting model for nonlinear time series problem. The general segmentation method, that is, the piecewise linear representation PLR , has been applied to locate a set of tradi...
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: International Journal of Machine Learning and Computing
سال: 2014
ISSN: 2010-3700
DOI: 10.7763/ijmlc.2014.v6.460