Index Tracking by Using Sparse Support Vector Regression.
Yue TengLi YangKunpeng YuanBo YuPublished in: IScIDE (2017)
Keyphrases
- feature extraction
- support vector regression
- support vector machine svm
- regression model
- hybrid model
- support vector
- wavelet transform
- particle filter
- hybrid genetic
- support vector classification
- sparse data
- kernel function
- pattern recognition
- kernel learning
- extreme learning machine
- back propagation neural network
- support vector machine
- high dimensional
- wavelet frame
- electronic equipment
- nonlinear regression
- neural network
- response surface methodology
- image sequences
- singular spectrum analysis
- forecasting model
- bp neural network
- wavelet neural network
- motion segmentation
- motion analysis
- moving objects
- machine learning