A hybrid model of self-organizing maps (SOM) and least square support vector machine (LSSVM) for time-series forecasting

2011 ◽  
Vol 38 (8) ◽  
pp. 10574-10578 ◽  
Author(s):  
Shuhaida Ismail ◽  
Ani Shabri ◽  
Ruhaidah Samsudin
2014 ◽  
Vol 70 (5) ◽  
Author(s):  
Shuhaida Ismail ◽  
Ani Shabri

Time series analysis and forecasting is an active research area over the last few decades. There are various kinds of forecasting models have been developed and researchers have relied on statistical techniques to predict the future. This paper discusses the application of Least Square Support Vector Machine (LSSVM) models for Canadian Lynx forecasting. The objective of this paper is to examine the flexibility of LSSVM in time series forecasting by comparing it with other models in previous research such as Artificial Neural Networks (ANN), Auto-Regressive Integrated Moving Average (ARIMA), Feed-Forward Neural Networks (FNN), Self-Exciting Threshold Auto-Regression (SETAR), Zhang’s model, Aladang’s hybrid model and Support Vector Regression (SVR) model. The experiment results show that the LSSVM model outperforms the other models based on the criteria of Mean Absolute Error (MAE) and Mean Square Error (MSE). It also indicates that LSSVM provides a promising alternative technique in time series forecasting.


2010 ◽  
Vol 7 (5) ◽  
pp. 8179-8212 ◽  
Author(s):  
S. Ismail ◽  
R. Samsudin ◽  
A. Shabri

Abstract. Successful river flow time series forecasting is a major goal and an essential procedure that is necessary in water resources planning and management. This study introduced a new hybrid model based on a combination of two familiar non-linear method of mathematical modeling: Self Organizing Map (SOM) and Least Square Support Vector Machine (LSSVM) model referred as SOM-LSSVM model. The hybrid model uses the SOM algorithm to cluster the training data into several disjointed clusters and the individual LSSVM is used to forecast the river flow. The feasibility of this proposed model is evaluated to actual river flow data from Bernam River located in Selangor, Malaysia. Their results have been compared to those obtained using LSSVM and artificial neural networks (ANN) models. The experiment results show that the SOM-LSSVM model outperforms other models for forecasting river flow. It also indicates that the proposed model can forecast more precisely and provides a promising alternative technique in river flow forecasting.


Author(s):  
Ángel Freddy Godoy Viera

Las técnicas de aprendizaje de máquina continúan siendo muy utilizadas para la minería de texto. Para este artículo se realizó una revisión de literatura en periódicos científicos publicados en los años de 2010 y 2011, con el objetivo de identificar las principales formas de aprendizaje de máquina empleadas para la minería de texto. Se utilizó estadística descriptiva para organizar, resumir y analizar los datos encontrados, y se presentó una descripción resumida de las principales encontradas. En los artículos analizados se hallaron 13 aplicadas para la minería de texto, el 83% de los artículos mencionaban de 1 a 3 técnicas de aprendizaje de máquina, las principales usadas por los autores en los artículos estudiados fueron support vector machine (svm), k-means (k-m),k-nearest neighbors (k-nn), naive bayes (nb), self-organizing maps (som). Los pares que aparecen con mayor frecuencia son svm/nb, svm/k-nn, svm/decission tree.


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