Support vector regression for time series analysis

DOI10.1007/978-3-642-20009-0_6MaRDI QIDQ5232792zbMATH OpenOpenAlexFDO

Authors Renato De Leone

Publication date 13 September 2019

Published in Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-20009-0_6

Mathematics Subject Classification ID

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

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Cites work

• An evolutionary heuristic for the index tracking problem.
• scientific article; zbMATH DE number 823069 (Why is no real title available?)
• scientific article; zbMATH DE number 3308846 (Why is no real title available?)
• Mixed-integer programming approaches for index tracking and enhanced indexation

Cited in

(6)

• An e-E-insensitive support vector regression machine
• BIAS REDUCTION FOR TIME SERIES MODELS BASED ON SUPPORT VECTOR REGRESSION
• scientific article; zbMATH DE number 2101410 (Why is no real title available?)
• Optimization of power production and costs in microgrids
• A robust twin parametric margin support vector machine for multiclass classification
• SVR-based method for fixed effects interval-valued panel models

Describes a project that uses

Uses Software

• OR-Library

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