Conditional quantile change test for time series based on support vector regression.
Chang Kyeom KimSangyeol LeePublished in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
- support vector regression
- singular spectrum analysis
- forecasting accuracy
- regression model
- kernel function
- support vector
- response surface methodology
- wavelet frame
- support vector classification
- hybrid model
- hybrid genetic
- complex valued
- wavelet neural network
- extreme learning machine
- kernel learning
- back propagation neural network
- nonlinear regression
- data sets
- real valued
- image processing
- forecasting model
- non stationary
- support vector machine svm
- scale space
- electronic equipment
- support vector machine
- artificial neural networks
- high dimension space