Search Results - subject:"Wavelet Kernel"

Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines

Li, Yushu - 2012

kernel-based technique, we further investigate its performance by applying a Gaussian kernel and a wavelet kernel. The … wavelet kernel is chosen due to its ability to capture the localized volatility clustering in the APGARCH model. The results … out of sample data. The outcomes also highlight the fact that the wavelet kernel outperforms the Gaussian kernel with a …

Persistent link: https://www.econbiz.de/10013208610

Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines

Li, Yushu - Nationalekonomiska Institutionen, Ekonomihögskolan - 2012

Persistent link: https://www.econbiz.de/10010734779

A Hybrid Kernel Extreme Learning Machine and Improved Cat Swarm Optimization for Microarray Medical Data Classification

Chakravarty, S.; Bisoi, R.; Dash, P. K. - In: International Journal of Applied Evolutionary … 7 (2016) 3, pp. 71-100

This paper presents the pattern classification of the binary microarray gene expression based medical data using extreme learning machine (ELM) and its variants like on-line sequential ELM (OSELM) and kernel based extreme learning machine (KELM). In the KELM category two variants namely the...

Persistent link: https://www.econbiz.de/10012042702

Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines

Li, Yushu - In: Journal of forecasting 33 (2014) 4, pp. 259-269

Persistent link: https://www.econbiz.de/10010425754

Linear programming support vector regression with wavelet kernel: A new approach to nonlinear dynamical systems identification

Lu, Zhao; Sun, Jing; Butts, Kenneth R. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 7, pp. 2051-2063

regression (LP-SVR) with wavelet kernel was proposed, and the connection between LP-SVR with wavelet kernel and wavelet networks …

Persistent link: https://www.econbiz.de/10011050372