nonparametric approach based on a combination of kernel logistic regression and ¡support vector regression. …

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 …

The paper brings together methods from two disciplines: machine learning theory and robust statistics. Robustness …. Kernel logistic regression, support vector machines, least squares and the AdaBoost loss function are treated as special …

quantity in both statistics and computational learning theory. However, determining this quantity exactly is essentially NP … first approach is based on the regression depth method of Rousseeuw and Hubert (1999) in linear regression models. We … compare the results of the regression depth method with the support vector machine approach proposed by Vapnik (1998) and a …

When consumption of water and other utilities is measured collectively and payment for such services is equally shared … installation of individual meters affects water consumption. Using rich administrative data from the public water utility company … in Quito, Ecuador, it is estimated that water consumption decreases by about 8% as a result of the introduction of …