Forecasting with Computational Intelligence - An Evaluation of Support Vector Regression and Artificial Neural Networks for Time Series Prediction.
Sven F. CroneStefan LessmannSwantje PietschPublished in: IJCNN (2006)
Keyphrases
- support vector regression
- artificial neural networks
- computational intelligence
- hybrid model
- regression model
- forecasting accuracy
- load forecasting
- generalized regression neural network
- kernel function
- neural network
- support vector
- support vector machine svm
- neural network model
- support vector classification
- forecasting model
- back propagation neural network
- ann models
- back propagation
- response surface methodology
- support vector machine
- fuzzy systems
- hybrid genetic
- extreme learning machine
- artificial neural network models
- financial time series forecasting
- machine learning
- fuzzy logic
- recurrent neural networks
- feed forward
- genetic algorithm ga
- multilayer perceptron
- radial basis function
- power system
- non stationary
- wavelet frame
- high dimensional
- pattern recognition
- feature extraction