— Effective use of support vector machines (SVMs) in classification necessitates the appropriate choice of a kernel. Designing problem specific kernels involves the definition...
Steinn Gudmundsson, Thomas Philip Runarsson, Sven ...
Usually time series prediction is done with regularly sampled data. In practice, however, the data available may be irregularly sampled. In this case the conventional prediction me...
Abstract. This paper presents a comparison between direct and recursive prediction strategies. In order to perform the input selection, an approach based on mutual information is u...
Yongnan Ji, Jin Hao, Nima Reyhani, Amaury Lendasse
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...