Measuring Time Series Predictability Using Support Vector Regression

DOI10.1080/03610910801942422zbMath1145.62369OpenAlexW2035217600WikidataQ62664651 ScholiaQ62664651MaRDI QIDQ3527753

Sergi Costafreda, João Ricardo Sato, Pedro Alberto Morettin, Michal John Brammer

Publication date: 30 September 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910801942422

zbMATH Keywords

predictionnonlinearautoregressiveregressionmachine learningsupport vectorEEG data sets

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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• Functional-Coefficient Autoregressive Models
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