91 search results - page 3 / 19 » Financial time series prediction using a support vector regr... |
IWANN
1999
Springer
14 years 25 days ago
1999
Springer
A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper tha...
ICNC
2005
Springer
14 years 2 months ago
2005
Springer
In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
IWANN
2005
Springer
14 years 2 months ago
2005
Springer
Abstract. This paper presents a comparison between direct and recursive prediction strategies. In order to perform the input selection, an approach based on mutual information is u...
ESANN
2006
13 years 10 months ago
2006
Usually time series prediction is done with regularly sampled data. In practice, however, the data available may be irregularly sampled. In this case the conventional prediction me...
IDEAL
2004
Springer
14 years 1 months ago
2004
Springer
Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...