A WAVELET SUPPORT VECTOR MACHINE COUPLED METHOD FOR TIME SERIES PREDICTION

DOI10.1142/S0219691308002719zbMath1156.62061OpenAlexW2014274316MaRDI QIDQ3604018

Anouar Ben Mabrouk, Zouhaier Dhifaoui, Hedi Kortas

Publication date: 24 February 2009

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691308002719

zbMATH Keywords

least squares support vector machinemaximal overlap discrete wavelet transform

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (6)

A WAVELET METHOD COUPLED WITH QUASI-SELF-SIMILAR STOCHASTIC PROCESSES FOR TIME SERIES APPROXIMATION ⋮ Wavelet fuzzy hybrid model for physico-financial signals ⋮ EFFICIENT SIMILARITY SEARCH FOR MULTI-DIMENSIONAL TIME SEQUENCES ⋮ A WAVELET-BASED SPEAKER VERIFICATION ALGORITHM ⋮ Wavelet multifractal modeling and prediction of transmembrane proteins series ⋮ Multiple sub-hyper-spheres support vector machine for multi-class classification

Uses Software

• LS-SVMlab

Cites Work

• Unnamed Item
• Wavelet decomposition and autoregressive model for time series prediction
• Time series: theory and methods.
• On the use of the wavelet decomposition for time series prediction
• A theory for multiresolution signal decomposition: the wavelet representation
• WAVELET ANALYSIS OF NONLINEAR SELF-SIMILAR DISTRIBUTIONS WITH OSCILLATING SINGULARITY
• Ten Lectures on Wavelets
• Prediction Based on a Multiscale Decomposition
• Bayesian Framework for Least-Squares Support Vector Machine Classifiers, Gaussian Processes, and Kernel Fisher Discriminant Analysis
• FORECASTING TIME SERIES USING WAVELETS
• STUDY OF SOME NONLINEAR SELF-SIMILAR DISTRIBUTIONS

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