Simultaneous model construction and noise reduction for hierarchical time series via Support Vector Regression.
Juan Pablo KarmyJulio LópezSebastián MaldonadoPublished in: Knowl. Based Syst. (2021)
Keyphrases
- noise reduction
- support vector regression
- model construction
- singular spectrum analysis
- forecasting accuracy
- signal to noise ratio
- edge detection
- kernel function
- regression model
- hybrid model
- support vector
- support vector machine svm
- influence diagrams
- support vector machine
- autoregressive conditional heteroscedasticity
- pose estimation
- complex valued
- change point detection
- data sets
- non stationary
- k nearest neighbor
- object recognition
- image processing
- learning algorithm
- neural network