Some evidence on forecasting time-series with support vector machines

DOI10.1057/PALGRAVE.JORS.2602073zbMath1171.91368OpenAlexW2043132213MaRDI QIDQ3182657

James V. Hansen, Ray D. Nelson, James B. McDonald

Publication date: 15 October 2009

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602073

zbMATH Keywords

forecastingsupport vector machinestime-series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (1)

Robust estimation of panel data regression models and applications

This page was built for publication: Some evidence on forecasting time-series with support vector machines