Iterated time series prediction with multiple support vector regression models.
Li ZhangWeida ZhouPei-Chann ChangJi-Wen YangFanzhang LiPublished in: Neurocomputing (2013)
Keyphrases
- regression model
- support vector
- prediction model
- support vector regression
- regression analysis
- regression methods
- feature selection
- ls svm
- neuro fuzzy
- logistic regression
- model selection
- generalized linear models
- linear regression model
- target variable
- gaussian process
- multivariate regression
- independent variables
- interval valued data
- hyperparameters
- neural network model
- cross validation
- non stationary
- fuzzy logic
- classification accuracy
- decision trees