Development of hybrid models for forecasting time-series data using nonlinear SVR enhanced by PSO

DOI10.1080/15598608.2014.977981zbMath1423.62114MaRDI QIDQ2320983

Prajneshu, T. L. Mohan Kumar

Publication date: 28 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2014.977981

zbMATH Keywords

hybrid models; PSO algorithm; SARIMA model; seasonal autoregressive integrated moving average; Indian marine products export; NLSVR model; nonlinear support vector regression

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Uses Software

• Matlab
• LIBSVM
• SAS