Some evidence on forecasting time-series with support vector machines.
James V. HansenJames B. McDonaldRay D. NelsonPublished in: J. Oper. Res. Soc. (2006)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- exponential smoothing
- chaotic time series
- hybrid model
- short term
- forecasting model
- stock market
- empirical evidence
- box jenkins
- support vector regression
- demand forecasting
- moving average
- garch model
- dynamic time warping
- prediction model
- neural network model
- turning points
- medium term
- load forecasting
- symbolic representation
- non stationary
- mackey glass
- phase space
- multidimensional time series
- grey model
- arima model
- neural network
- financial data
- recurrent neural networks
- long term