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nonparametric approach based on a combination of kernel logistic regression and ¡support vector regression. …
Persistent link: https://www.econbiz.de/10010516923
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns … Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure … opposed to the usual feedforward SVR. -- Recurrent support vector regression ; MLE ; recurrent MLP ; nonlinear ARMA …
Persistent link: https://www.econbiz.de/10003770766
Nonparametric prediction of time series is a viable alternative to parametric prediction, since parametric prediction relies on the correct specification of the process, its order and the distribution of the innovations. Often these are not known and have to be estimated from the data. Another...
Persistent link: https://www.econbiz.de/10009749381
predicting techniques for fatigue life of composite materials are not widely investigated. The support vector regression (SVR) is … feasibility of developed SVRIA (support vector regression with immune alforithms) approach in predicting fatigue life of composite …
Persistent link: https://www.econbiz.de/10012779960
This study attempts to assess the forecasting accuracy of Support Vector Regression (SVR) with regard to other …
Persistent link: https://www.econbiz.de/10012959530
Motivated by recurrent neural networks, this paper proposes a recurrent support vector regression (SVR) procedure to …
Persistent link: https://www.econbiz.de/10012997751
essential. Support vector regression (SVR) applies the structural risk minimization principle to minimize an upper bound of the … methods, namely SVMG, regression model, and ANN model …
Persistent link: https://www.econbiz.de/10014049168
Traditional time series forecasting models are difficult to capture the nonlinear patterns. Support vector regression … (SVR) has been successfully used to solve nonlinear regression and times series problems. However, parameters determination …
Persistent link: https://www.econbiz.de/10014049169
. However, RPU in the car-rental industry suffers serious nonlinearity. Recently, support vector regression (SVR) has been … successfully applied to solve nonlinear regression and time series problems. This study elucidates the feasibility of using SVR to … DTAG (Dollar Thrifty Automotive Group, USA) are used to illustrate the proposed SVRIA (support vector regression with …
Persistent link: https://www.econbiz.de/10014049171
Traditional time series forecasting models are difficult to capture the nonlinear patterns. Support vector regression … (SVR) has been successfully used to solve nonlinear regression and times series problems. However, parameters determination …
Persistent link: https://www.econbiz.de/10014049172