Local prediction of nonlinear time series using support vector regression

DOI10.1016/J.PATCOG.2007.08.013MaRDI QIDQ2476564zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 20 March 2008

Published in Pattern Recognition (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.patcog.2007.08.013

zbMATH Keywords

time series analysisradial basis functionsupport vector regressionleast squaredelay coordinatesstate space reconstructionlocal prediction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

Recommendations

• Prediction and analysis of chaotic time series on the basis of support vector
• Local support vector machine prediction of spatiotemporal chaotic time series
• Chaotic time series prediction based on multi-kernel learning support vector regression
• scientific article; zbMATH DE number 6962169
• Theory and Applications of Models of Computation

Cites work

• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 3551792 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 1028737 (Why is no real title available?)
• scientific article; zbMATH DE number 194951 (Why is no real title available?)
• scientific article; zbMATH DE number 823069 (Why is no real title available?)
• A two-dimensional mapping with a strange attractor
• Deterministic Nonperiodic Flow
• Embedology
• Ergodic theory of chaos and strange attractors
• Independent coordinates for strange attractors from mutual information.
• Nonlinear prediction of chaotic time series
• Online training of support vector classifier.
• Regularization algorithms for learning that are equivalent to multilayer networks
• Some extensions of radial basis functions and their applications in artificial intelligence

Cited in

(18)

• Local support vector machine prediction of spatiotemporal chaotic time series
• scientific article; zbMATH DE number 1424389 (Why is no real title available?)
• Heterogeneous local model networks for time series prediction
• Application of nonlinear time series forecasting methods based on support vector regression
• Time series prediction using support vector machines, the orthogonal and the regularized orthogonal least-squares algorithms
• Prediction and analysis of chaotic time series on the basis of support vector
• Multi-step prediction of chaotic time-series with intermittent failures based on the generalized nonlinear filtering methods
• scientific article; zbMATH DE number 2009861 (Why is no real title available?)
• Theory and Applications of Models of Computation
• Numerical solution of Volterra-Fredholm integral equations based on -SVR method
• A seasonal auto-regressive model based support vector regression prediction method for H5N1 avian influenza animal events
• Understanding cumulative sum operator in grey prediction model with integral matching
• scientific article; zbMATH DE number 2101410 (Why is no real title available?)
• A new adaptive local linear prediction method and its application in hydrological time series
• Chaotic time series prediction based on multi-kernel learning support vector regression
• Financial risk forecasting with nonlinear dynamics and support vector regression
• Online independent reduced least squares support vector regression
• Modeling of support vector regression based on locally stationary kernels

This page was built for publication: Local prediction of nonlinear time series using support vector regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2476564)