Multi-step-ahead time series prediction using multiple-output support vector regression
نویسندگان
چکیده
Note: This preprint copy is only for personal use.
منابع مشابه
Ensemble 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 کاملImproving Multi-Step Prediction of Learned Time Series Models
Most typical statistical and machine learning approaches to time series modeling optimize a singlestep prediction error. In multiple-step simulation, the learned model is iteratively applied, feeding through the previous output as its new input. Any such predictor however, inevitably introduces errors, and these compounding errors change the input distribution for future prediction steps, break...
متن کاملIterative ARIMA-multiple support vector regression models for long term time series prediction
Support Vector Regression (SVR) has been widely applied in time series forecasting. Considering long term predictions, iterative predictions perform many one-step-ahead predictions until the desired horizon is achieved. This process accumulates the error from previous predictions and may affect the quality of forecasts. In order to improve long term iterative predictions a hybrid multiple Autor...
متن کاملMultistep-Ahead Time Series Prediction
Multistep-ahead prediction is the task of predicting a sequence of values in a time series. A typical approach, known as multi-stage prediction, is to apply a predictive model step-by-step and use the predicted value of the current time step to determine its value in the next time step. This paper examines two alternative approaches known as independent value prediction and parameter prediction...
متن کاملStock Price Prediction using Machine Learning and Swarm Intelligence
Background and Objectives: Stock price prediction has become one of the interesting and also challenging topics for researchers in the past few years. Due to the non-linear nature of the time-series data of the stock prices, mathematical modeling approaches usually fail to yield acceptable results. Therefore, machine learning methods can be a promising solution to this problem. Methods: In this...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Neurocomputing
دوره 129 شماره
صفحات -
تاریخ انتشار 2014