Online Algorithm for Time Series Prediction Based on Support Vector Machine Philosophy.
Juan Manuel Górriz SáezCarlos García PuntonetMoisés SalmerónPublished in: International Conference on Computational Science (2004)
Keyphrases
- support vector machine
- experimental evaluation
- artificial intelligence
- learning algorithm
- computational complexity
- preprocessing
- dynamic programming
- cost function
- reduced set
- times faster
- non stationary
- segmentation algorithm
- probabilistic model
- search space
- optimal solution
- np hard
- optimization algorithm
- decision trees
- kernel methods
- convex hull
- reinforcement learning
- classification method
- classification algorithm
- objective function
- clustering method
- support vector machine svm
- expectation maximization
- input data
- high accuracy
- significant improvement
- computational cost