Correlation-aided support vector regression for forex time series prediction.
Shaoning PangLei SongNikola K. KasabovPublished in: Neural Comput. Appl. (2011)
Keyphrases
- support vector regression
- load forecasting
- regression model
- autoregressive conditional heteroscedasticity
- hybrid model
- response surface methodology
- support vector
- extreme learning machine
- back propagation neural network
- electronic equipment
- support vector machine svm
- hybrid genetic
- kernel function
- function approximation
- artificial neural networks
- support vector machine
- nonlinear regression
- neuro fuzzy
- neural network model
- exchange rate
- singular spectrum analysis
- support vector classification
- wavelet frame
- prediction model
- neural network
- non stationary
- wavelet neural network
- sequential minimal optimization
- computer vision
- decision trees
- multiscale
- long term
- wavelet transform
- radial basis function