A Fast Grid Search Method in Support Vector Regression Forecasting Time Series.
Yukun BaoZhitao LiuPublished in: IDEAL (2006)
Keyphrases
- support vector regression
- forecasting accuracy
- cross validation
- support vector machine svm
- pattern recognition
- support vector machine
- prediction model
- support vector classification
- similarity measure
- prior knowledge
- data mining
- regression model
- kernel function
- grid search
- regularization parameter
- optimization algorithm
- particle swarm optimization
- machine learning