Development of hybrid models for forecasting time-series data using nonlinear SVR enhanced by PSO

DOI10.1080/15598608.2014.977981zbMath1423.62114OpenAlexW1530858052MaRDI QIDQ2320983

Prajneshu, T. L. Mohan Kumar

Publication date: 28 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2014.977981

zbMATH Keywords

hybrid modelsPSO algorithmSARIMA modelseasonal autoregressive integrated moving averageIndian marine products exportNLSVR modelnonlinear support vector regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• LIBSVM
• SAS
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Cites Work

• Time series forecasting using a hybrid ARIMA and neural network model
• Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns
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