The SVM Approach for Box–Jenkins Models
2009 (English)In: REVSTAT-Statistical Journal, ISSN 1645-6726, Vol. 7, no 1, 23-36 p.Article in journal (Refereed) Published
Support Vector Machine (SVM) is known in classification and regression modeling. It has been receiving attention in the application of nonlinear functions. The aim is to motivate the use of the SVM approach to analyze the time series models. This is an effort to assess the performance of SVM in comparison with ARMA model. The applicability of this approach for a unit root situation is also considered.
Place, publisher, year, edition, pages
2009. Vol. 7, no 1, 23-36 p.
Support Vector Machine, time series analysis, unit root
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:uu:diva-148201ISI: 000275192700002OAI: oai:DiVA.org:uu-148201DiVA: diva2:401677