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

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

Machine

GAO Cheng-Feng;CHEN Tian-Lun;NAN Tian-Shi

【期刊名称】《理论物理通讯（英文版）》 【年(卷),期】2007(048)007

【摘要】Some problems in using v-support vector machine (v-SVM) for the prediction of nonlinear time series are discussed. The problems include selection of various net parameters, which affect the performance of prediction, mixture of kernels, and decomposition cooperation linear programming v-SVM regression, which result in improvements of the algorithm. Computer simulations in the prediction of nonlinear time series produced by Mackey-Glass equation and Lorenz equation provide some improved results. 【总页数】8页(117-124)

【关键词】v-SVM;nonlinear time series;prediction 【作者】GAO Cheng-Feng;CHEN Tian-Lun;NAN Tian-Shi

【作者单位】Department of Physics, Nankai University, Tianjin 300071, China;Department of Physics, Nankai University, Tianjin 300071, China;Department of Physics, Nankai University, Tianjin 300071, China 【正文语种】中文 【中图分类】O4