Time series adaptive online prediction method combined with modified LS-SVR and AGO

DOI10.1155/2012/985930zbMath1264.62089OpenAlexW2039907676WikidataQ58912804 ScholiaQ58912804MaRDI QIDQ1955446

Cai Xiaobin, Guo Yangming, Zhang Lu, Ran Congbao, Zhai Zhengjun, Ma Jiezhong

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/985930

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Low rank updated LS-SVM classifiers for fast variable selection
• Support vector machine as an efficient framework for stock market volatility forecasting
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