Modeling of support vector regression based on locally stationary kernels

MaRDI QIDQ5318773zbMATH OpenFDO

Authors Shou Song Hu, Junfeng Zhang

Publication date 22 July 2009

zbMATH Keywords

locally stationary kernelssimilaritysupport vector regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45) Learning and adaptive systems in artificial intelligence (68T05)

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• Online chaotic time series prediction using unbiased composite kernel machine via Cholesky factorization

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