BIAS REDUCTION FOR TIME SERIES MODELS BASED ON SUPPORT VECTOR REGRESSION

DOI10.1142/S0218127404010369MaRDI QIDQ4655666zbMATH OpenOpenAlexFDO

Authors Alexander Hornstein, Ulrich Parlitz

Publication date 8 March 2005

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127404010369

zbMATH Keywords

nonlinear modelingresidual refinementsupport vector machinesTime series analysis

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cites work

• The Fitting of Time-Series Models

Cited in

(7)

• An unbiased LSSVM model for classification and regression
• scientific article; zbMATH DE number 1475336 (Why is no real title available?)
• Time series prediction using support vector machines, the orthogonal and the regularized orthogonal least-squares algorithms
• scientific article; zbMATH DE number 2089933 (Why is no real title available?)
• Recentness biased learning for time series forecasting
• Modelling and analysis of simple pendulum computer experiments using a support vector regression model
• Support vector regression for time series analysis

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