Claveria, Oscar; Monte, Enric; Torra, Salvador - Facultat d'Economia i Empresa, Universitat de Barcelona - 2015
This study attempts to assess the forecasting accuracy of Support Vector Regression (SVR) with regard to other … Gaussian kernel shows the best forecasting performance. The best predictions are obtained for longer forecast horizons, which … suggest the suitability of machine learning techniques for medium and long term forecasting. …