Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10322460 | Expert Systems with Applications | 2012 | 7 Pages |
Abstract
⺠Support vector regression (SVR) has often been applied in the prediction of time series. ⺠We introduce local grey SVR (LG-SVR) for financial time series forecasting. ⺠Grey relational grade is regarded as weighting function with LG-SVR. ⺠Leave-one-out errors and pattern search method are adopted for model selection. ⺠Experiments demonstrate LG-SVR can speed up computing speed and improve prediction accuracy.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Hui Jiang, Wenwu He,