摘要
Some problems in using v-support vector machine(v-SVM)for the prediction of nonlinear time series arediscussed.The problems include selection of various net parameters,which affect the performance of prediction,mixtureof kernels,and decomposition cooperation linear programming v-SVM regression,which result in improvements of thealgorithm.Computer simulations in the prediction of nonlinear time series produced by Mackey-Glass equation andLorenz equation provide some improved results.
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.
基金
National Natural Science Foundation of China under Grant No.90203008
the Doctoral Foundation of Ministry of Education of China under Grant No.2002055009
