Discussion about nonlinear time series prediction using least squares support vector machine

被引：0
|
作者：
Xu, RR [1 ]
Bian, GX [1 ]
Gao, CF [1 ]
Chen, TL [1 ]
机构：
[1] Nankai Univ, Dept Phys, Tianjin 300071, Peoples R China
来源：
COMMUNICATIONS IN THEORETICAL PHYSICS | 2005年 / 43卷 / 06期
关键词：
least squares support vector machine; nonlinear time series; prediction; clustering;
D O I：
暂无
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
The least squares support vector machine (LS-SVM) is used to study the nonlinear time series prediction. First, the parameter gamma and multi-step prediction capabilities of the LS-SVM network are discussed. Then we employ clustering method in the model to prune the number of the support values.. The learning rate and the capabilities of filtering noise for LS-SVM are all greatly improved.
引用
收藏
页码：1056 / 1060
页数：5
相关论文
共 50 条
  • [41] Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine
    Zhang, Wen
    Wu, Zhibin
    JOURNAL OF FORECASTING, 2022, 41 (03) : 615 - 632
  • [42] Least squares support vector machine classifiers
    Katholieke Universiteit Leuven, Department of Electrical Engineering, ESAT-SISTA Kardinaal, Mercierlaan 94, B-3001 Leuven , Belgium
    Neural Process Letters, 3 (293-300):
  • [43] Semisupervised Least Squares Support Vector Machine
    Adankon, Mathias M.
    Cheriet, Mohamed
    Biem, Alain
    IEEE TRANSACTIONS ON NEURAL NETWORKS, 2009, 20 (12): : 1858 - 1870
  • [44] Least squares support vector machine ensemble
    Sun, BY
    Huang, DS
    2004 IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOLS 1-4, PROCEEDINGS, 2004, : 2013 - 2016
  • [45] Least squares support vector machine classifiers
    Suykens, JAK
    Vandewalle, J
    NEURAL PROCESSING LETTERS, 1999, 9 (03) : 293 - 300
  • [46] Least Squares Support Vector Machine Classifiers
    J.A.K. Suykens
    J. Vandewalle
    Neural Processing Letters, 1999, 9 : 293 - 300
  • [47] Dynamic least squares support vector machine
    Fan, Yugang
    Li, Ping
    Song, Zhihuan
    WCICA 2006: SIXTH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-12, CONFERENCE PROCEEDINGS, 2006, : 4886 - +
  • [48] Weighted prediction method with multiple time series using multi-kernel least squares support vector regression
    Metoda ważonej predykcji wielokrotnych szeregów czasowych z wykorzystaniem wielojądrowej regresji wektorów wspierających metodą najmniejszych kwadratów
    2013, Polish Academy of Sciences Branch Lublin (15) : 188 - 194
  • [49] WEIGHTED PREDICTION METHOD WITH MULTIPLE TIME SERIES USING MULTI-KERNEL LEAST SQUARES SUPPORT VECTOR REGRESSION
    Guo, Yang-Ming
    Ran, Cong-Bao
    Li, Xiao-Lei
    Ma, Jie-Zhong
    Zhang, Lu
    EKSPLOATACJA I NIEZAWODNOSC-MAINTENANCE AND RELIABILITY, 2013, 15 (02): : 188 - 194
  • [50] A HYBRID LEAST SQUARES SUPPORT VECTOR MACHINE WITH BAT AND CUCKOO SEARCH ALGORITHMS FOR TIME SERIES FORECASTING
    Mohammed, Athraa Jasim
    Ghathwan, Khalil Ibrahim
    Yusof, Yuhanis
    JOURNAL OF INFORMATION AND COMMUNICATION TECHNOLOGY-MALAYSIA, 2020, 19 (03): : 351 - 379
12345