Forecasting financial series using clustering methods and support vector regression.
Lucas F. S. VilelaRafael Coradi LemeCarlos A. M. PinheiroOtávio Augusto Salgado CarpinteiroPublished in: Artif. Intell. Rev. (2019)
Keyphrases
- support vector regression
- forecasting accuracy
- regression model
- support vector
- support vector machine svm
- wavelet frame
- load forecasting
- forecasting model
- hybrid model
- response surface methodology
- extreme learning machine
- hybrid genetic
- support vector classification
- wavelet neural network
- financial time series forecasting
- electronic equipment
- kernel function
- stock market
- support vector machine
- nonlinear regression
- neural network
- singular spectrum analysis
- sequential minimal optimization
- kernel learning
- feature space
- learning algorithm
- similarity measure
- feature selection