An optimized twin support vector regression algorithm enhanced by ensemble empirical mode decomposition and gated recurrent unit.
Shifei DingZichen ZhangLili GuoYuting SunPublished in: Inf. Sci. (2022)
Keyphrases
- regression algorithm
- empirical mode decomposition
- support vector
- non stationary
- learning algorithm
- stock market prediction
- regression methods
- semi supervised
- piecewise linear
- feature selection
- logistic regression
- multi band
- ensemble methods
- generalization ability
- feature selection algorithms
- wavelet decomposition
- loss function
- support vector machine
- training data
- intrinsic mode functions
- neural network
- hilbert huang transform
- regression model
- training set
- hyperplane
- linear regression
- support vector regression
- radial basis function
- linear discriminant analysis
- cross validation
- subband
- principal component analysis
- denoising
- classification accuracy
- multiresolution