Discussion of Some Problems About Nonlinear Time Series Prediction Using v-Support Vector Machine

(整期优先)网络出版时间:2007-07-17
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<正>Someproblemsinusingv-supportvectormachine(v-SVM)forthepredictionofnonlineartimeseriesarediscussed.Theproblemsincludeselectionofvariousnetparameters,whichaffecttheperformanceofprediction,mixtureofkernels,anddecompositioncooperationlinearprogrammingv-SVMregression,whichresultinimprovementsofthealgorithm.ComputersimulationsinthepredictionofnonlineartimeseriesproducedbyMackey-GlassequationandLorenzequationprovidesomeimprovedresults.