Measuring Time Series Predictability Using Support Vector Regression

DOI10.1080/03610910801942422MaRDI QIDQ3527753zbMATH OpenOpenAlexWikidataFDO

Authors Sergi Costafreda, João Ricardo Sato, Pedro A. Morettin, Michal John Brammer

Publication date 30 September 2008

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910801942422

zbMATH Keywords

autoregressiveEEG data setsmachine learningnonlinearpredictionregressionsupport vector

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• Functional-Coefficient Autoregressive Models
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 823069 (Why is no real title available?)
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• Nonstationarity in epileptic EEG and implications for neural dynamics
• Partial directed coherence: a new concept in neural structure determination
• Spectral analysis of signals. The missing data case.
• The elements of statistical learning. Data mining, inference, and prediction
• Threshold models in non-linear time series analysis

Cited in

(3)

• scientific article; zbMATH DE number 5927563 (Why is no real title available?)
• Predictability and entropy of supercomputer infrastructure consumption
• Local linear regression for estimating time series data.

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