Dynamic support vector machines for non-stationary time series forecasting.

Lijuan Cao Qingming Gu

Published in: Intell. Data Anal. (2002)

Keyphrases

non stationary
support vector
learning machines
autoregressive
adaptive algorithms
blind source separation
temporal evolution
empirical mode decomposition
fractional brownian motion
feature selection
white noise
large margin classifiers
image processing
generalization ability
change point detection