10 search results - page 1 / 2 » Outliers Treatment in Support Vector Regression for Financia... |
ICONIP
2004
13 years 5 months ago
2004
Recently, the Support Vector Regression (SVR) has been applied in the financial time series prediction. The financial data are usually highly noisy and contain outliers. Detecting ...
IJCNN
2008
IEEE
13 years 10 months ago
2008
IEEE
Abstract— This paper presents a novel support vector regression (SVR) network for financial time series prediction. The SVR network consists of two layers of SVR: transformation...
IJCNN
2006
IEEE
13 years 10 months ago
2006
IEEE
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
ESANN
2008
13 years 5 months ago
2008
This paper presents a new approach for time series prediction using local dynamic modeling. The proposed method is composed of three blocks: a Time Delay Line that transforms the o...
NIPS
2003
13 years 5 months ago
2003
We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical model...