Discussion About Nonlinear Time Series Prediction Using Least Squares Support Vector Machine
- 15 June 2005
- journal article
- Published by IOP Publishing in Communications in Theoretical Physics
- Vol. 43 (6), 1056-1060
- https://doi.org/10.1088/0253-6102/43/6/021
Abstract
The least squares support vector machine (LS-SVM) is used to study the nonlinear time series prediction. First, the parameter γ and multi-step prediction capabilities of the LS-SVM network are discussed. Then we employ clustering method in the model to prune the number of the support values. The learning rate and the capabilities of filtering noise for LS-SVM are all greatly improved.Keywords
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