Adaptively weighted support vector regression for financial time series prediction.
Zhijie LiYuanxiang LiFei YuDahai GePublished in: IJCNN (2014)
Keyphrases
- support vector regression
- load forecasting
- support vector
- response surface methodology
- support vector machine svm
- hybrid model
- regression model
- support vector classification
- hybrid genetic
- autoregressive conditional heteroscedasticity
- kernel function
- extreme learning machine
- electronic equipment
- non stationary
- support vector machine
- wavelet frame
- back propagation neural network
- genetic algorithm
- stock market
- singular spectrum analysis
- artificial neural networks
- long term
- financial data
- neuro fuzzy
- recurrent neural networks
- nonlinear regression
- forecasting model
- function approximation
- feature selection