Support Vector Regression for Time Series Analysis

DOI10.1007/978-3-642-20009-0_6zbMath1420.62376OpenAlexW161469692MaRDI QIDQ5232792

Renato De Leone

Publication date: 13 September 2019

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-20009-0_6

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Optimization of power production and costs in microgrids

Uses Software

• OR-Library

Cites Work

• An evolutionary heuristic for the index tracking problem.
• Mixed-integer programming approaches for index tracking and enhanced indexation
• Unnamed Item
• Unnamed Item