A weighted LS-SVM based learning system for time series forecasting

DOI10.1016/J.INS.2014.12.031zbMATH Open1360.68667OpenAlexW2010680143MaRDI QIDQ528700FDOQ528700

Shie-Jue Lee, Thao-Tsen Chen

Publication date: 16 May 2017

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2014.12.031

zbMATH Keywords

time series forecastingmutual informationnearest neighborsupport vector machinemulti-step forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Time series forecasting using a hybrid ARIMA and neural network model
• Time series analysis. Forecasting and control
• Title not available (Why is that?)
• Title not available (Why is that?)
• Mutual information functions versus correlation functions.
• Fuzzy time series and its models
• Weighted least squares support vector machines: robustness and sparse approximation
• Modified support vector machines in financial time series forecasting
• Interval type-2 fuzzy weight adjustment for backpropagation neural networks with application in time series prediction

Cited In (5)

• Root mean square error or mean absolute error? Use their ratio as well
• Wavelet-denoising multiple echo state networks for multivariate time series prediction
• Time series adaptive online prediction method combined with modified LS-SVR and AGO
• Time Series Forecasting Using Range Regression Automata
• Shape constrained risk-neutral density estimation by support vector regression

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