Outliers Treatment in Support Vector Regression for Financial Time Series Prediction.
Haiqin YangKaizhu HuangLaiwan ChanIrwin KingMichael R. LyuPublished in: ICONIP (2004)
Keyphrases
- support vector regression
- load forecasting
- support vector
- regression model
- hybrid model
- support vector machine svm
- kernel function
- autoregressive conditional heteroscedasticity
- artificial neural networks
- outlier detection
- extreme learning machine
- back propagation neural network
- response surface methodology
- wavelet frame
- data points
- hybrid genetic
- neuro fuzzy
- wavelet neural network
- support vector machine
- function approximation
- neural network model
- stock market
- non stationary
- ls svm
- support vector classification
- forecasting model
- stock price
- financial data
- genetic algorithm
- forecasting accuracy
- nearest neighbor