Global and decomposition evolutionary support vector machine approaches for time series forecasting

Multi-step ahead Time Series Forecasting (TSF) is a key tool for support- ing tactical decisions (e.g., planning resources). Recently, the support vector machine emerged as a natural solution for TSF due to its nonlinear learning capabilities. This paper presents two novel Evolutionary Support Vecto...

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Bibliographic Details
Main Author: Cortez, Paulo (author)
Other Authors: Donate, Juan Peralta (author)
Format: article
Language:eng
Published: 2014
Subjects:
Estimation distribution algorithm
Support vector machines
Time series
Decomposition forecasting
Model selection
Ciências Naturais::Ciências da Computação e da Informação
Science & Technology
Online Access:http://hdl.handle.net/1822/31000
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/31000

Internet

http://hdl.handle.net/1822/31000

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