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,mixtur...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.展开更多
基金National Natural Science Foundation of China under Grant No.90203008the Doctoral Foundation of Ministry of Education of China under Grant No.2002055009
文摘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.
