Nonlinear prediction of chaotic time series using support vector machines

Author(s):  
S. Mukherjee ◽  
E. Osuna ◽  
F. Girosi
2014 ◽  
Vol 1061-1062 ◽  
pp. 935-938
Author(s):  
Xin You Wang ◽  
Guo Fei Gao ◽  
Zhan Qu ◽  
Hai Feng Pu

The predictions of chaotic time series by applying the least squares support vector machine (LS-SVM), with comparison with the traditional-SVM and-SVM, were specified. The results show that, compared with the traditional SVM, the prediction accuracy of LS-SVM is better than the traditional SVM and more suitable for time series online prediction.


2014 ◽  
Vol 1051 ◽  
pp. 1009-1015 ◽  
Author(s):  
Ya Li Ning ◽  
Xin You Wang ◽  
Xi Ping He

Support Vector Machines (SVM), which is a new generation learning method based on advances in statistical learning theory, is characterized by the use of many standard technologies of machine learning such as maximal margin hyperplane, Mercel kernels and the quadratic programming. Because the best performance is obtained in many currently challenging applications, SVM has sustained wide attention, and has been become the standard tools of machine learning and data mining. But as a developing technology, SVM still have some problems and its applications are limited. In this paper, SVM and its applications in chaotic time series including predicting chaotic time series, focus on comparison in regression type selection, and kernel type selection in the same regression machine type.


2005 ◽  
Vol 54 (7) ◽  
pp. 3009
Author(s):  
Cui Wan-Zhao ◽  
Zhu Chang-Chun ◽  
Bao Wen-Xing ◽  
Liu Jun-Hua

2004 ◽  
Vol 53 (10) ◽  
pp. 3303
Author(s):  
Cui Wan-Zhao ◽  
Zhu Chang-Chun ◽  
Bao Wen-Xing ◽  
Liu Jun-Hua

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