A WAVELET SUPPORT VECTOR MACHINE COUPLED METHOD FOR TIME SERIES PREDICTION

DOI10.1142/S0219691308002719MaRDI QIDQ3604018zbMATH OpenOpenAlexFDO

Authors Anouar Ben Mabrouk, Hedi Kortas, Zouhaier Dhifaoui

Publication date 24 February 2009

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219691308002719

zbMATH Keywords

least squares support vector machinemaximal overlap discrete wavelet transform

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45) Numerical methods for wavelets (65T60)

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Cites work

• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• A theory for multiresolution signal decomposition: the wavelet representation
• Bayesian Framework for Least-Squares Support Vector Machine Classifiers, Gaussian Processes, and Kernel Fisher Discriminant Analysis
• FORECASTING TIME SERIES USING WAVELETS
• On the use of the wavelet decomposition for time series prediction
• Prediction Based on a Multiscale Decomposition
• STUDY OF SOME NONLINEAR SELF-SIMILAR DISTRIBUTIONS
• Ten Lectures on Wavelets
• Time series: theory and methods.
• WAVELET ANALYSIS OF NONLINEAR SELF-SIMILAR DISTRIBUTIONS WITH OSCILLATING SINGULARITY
• Wavelet decomposition and autoregressive model for time series prediction

Cited in

(10)

• Efficient similarity search for multi-dimensional time sequences
• Wavelet multifractal modeling and prediction of transmembrane proteins series
• scientific article; zbMATH DE number 5927563 (Why is no real title available?)
• Multiple sub-hyper-spheres support vector machine for multi-class classification
• A wavelet-based speaker verification algorithm
• Prediction of sea surface temperature in the tropical Atlantic by support vector machines
• Wavelet fuzzy hybrid model for physico-financial signals
• Forecasting import and export volume with a combined model based on wavelet filtering
• A wavelet method coupled with quasi-self-similar stochastic processes for time series approximation
• Wavelet decomposition and autoregressive model for time series prediction

Describes a project that uses

Uses Software

• LS-SVMlab

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