BIAS REDUCTION FOR TIME SERIES MODELS BASED ON SUPPORT VECTOR REGRESSION

DOI10.1142/S0218127404010369zbMath1072.62071OpenAlexW1979237584MaRDI QIDQ4655666

Alexander Hornstein, Ulrich Parlitz

Publication date: 8 March 2005

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127404010369

zbMATH Keywords

support vector machinesTime series analysisnonlinear modelingresidual refinement

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Neural nets and related approaches to inference from stochastic processes (62M45)

Cites Work

• The Fitting of Time-Series Models

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