Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression (Q2508924)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression |
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Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression (English)
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20 October 2006
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time series prediction
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ANFIS/NGARCH composite model
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adaptive support vector regression
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volatility clustering
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heteroscedasticity
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