Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression.
Salim LahmiriPublished in: Appl. Math. Comput. (2018)
Keyphrases
- singular spectrum analysis
- support vector regression
- forecasting accuracy
- hybrid model
- complex valued
- support vector
- regression model
- support vector machine svm
- change point detection
- support vector machine
- support vector classification
- kernel function
- electricity markets
- artificial neural networks
- rainfall forecasting
- load forecasting
- training data
- knn
- preprocessing