Autocovariance Based Weighting Strategy for Time Series Prediction with Weighted LS-SVM.
Pawel MajewskiPublished in: Intelligent Information Systems (2005)
Keyphrases
- ls svm
- least squares support vector machine
- least squares
- variable selection
- support vector machine
- rbf neural network
- improved algorithm
- input variables
- support vector
- generalization ability
- prediction model
- cross validation
- correlation coefficient
- test set
- parameter estimation
- radial basis function
- random sampling
- hyperparameters
- model selection
- artificial neural networks
- machine learning