Short-Term Financial Time Series Forecasting Integrating Principal Component Analysis and Independent Component Analysis with Support Vector Regression
نویسندگان
چکیده
منابع مشابه
Financial time series forecasting using independent component analysis and support vector regression
As financial time series are inherently noisy and non-stationary, it is regarded as one of the most challenging applications of time series forecasting. Due to the advantages of generalization capability in obtaining a unique solution, support vector regression (SVR) has also been successfully applied in financial time series forecasting. In the modeling of financial time series using SVR, one ...
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ژورنال
عنوان ژورنال: Journal of Computer and Communications
سال: 2018
ISSN: 2327-5219,2327-5227
DOI: 10.4236/jcc.2018.63004