Time series prediction using support vector machines: a survey

NI Sapankevych, R Sankar - IEEE computational intelligence …, 2009 - ieeexplore.ieee.org
Time series prediction techniques have been used in many real-world applications such as
financial market prediction, electric utility load forecasting, weather and environmental state …

Financial time series forecasting using support vector machines

K Kim - Neurocomputing, 2003 - Elsevier
Support vector machines (SVMs) are promising methods for the prediction of financial time-
series because they use a risk function consisting of the empirical error and a regularized …

Dynamic support vector machines for non-stationary time series forecasting

L Cao, Q Gu - Intelligent Data Analysis, 2002 - content.iospress.com
This paper proposes a modified version of support vector machines (SVMs), called dynamic
support vector machines (DSVMs), to model non-stationary time series. The DSVMs are …

Support vector machine with adaptive parameters in financial time series forecasting

LJ Cao, FEH Tay - IEEE Transactions on neural networks, 2003 - ieeexplore.ieee.org
A novel type of learning machine called support vector machine (SVM) has been receiving
increasing interest in areas ranging from its original application in pattern recognition to …

Support vector machines experts for time series forecasting

L Cao - Neurocomputing, 2003 - Elsevier
This paper proposes using the support vector machines (SVMs) experts for time series
forecasting. The generalized SVMs experts have a two-stage neural network architecture. In …

Model optimizing and feature selecting for support vector regression in time series forecasting

W He, Z Wang, H Jiang - Neurocomputing, 2008 - Elsevier
In this paper, the problem of optimizing SVR automatically for time series forecasting is
considered, which involves introducing auto-adaptive parameters Ci and εi to depict the non …

ε-descending support vector machines for financial time series forecasting

FEH Tay, LJ Cao - Neural Processing Letters, 2002 - Springer
This paper proposes a modified version of support vector machines (SVMs), called ε-
descending support vector machines (ε-DSVMs), to model non-stationary financial time …

Application of support vector machines in financial time series forecasting

FEH Tay, L Cao - omega, 2001 - Elsevier
This paper deals with the application of a novel neural network technique, support vector
machine (SVM), in financial time series forecasting. The objective of this paper is to examine …

Financial forecasting using support vector machines

L Cao, FEH Tay - Neural Computing & Applications, 2001 - Springer
The use of Support Vector Machines (SVMs) is studied in financial forecasting by comparing
it with a multi-layer perceptron trained by the Back Propagation (BP) algorithm. SVMs …

A hybrid model of self-organizing maps (SOM) and least square support vector machine (LSSVM) for time-series forecasting

S Ismail, A Shabri, R Samsudin - Expert Systems with Applications, 2011 - Elsevier
Support vector machine is a new tool from Artificial Intelligence (AI) field has been
successfully applied for a wide variety of problem especially in time-series forecasting. In …