The SVM Approach for Box–Jenkins Models

The SVM Approach for Box–Jenkins Models

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 com...

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Bibliographic Details
Main Authors:	Saeid Amiri, Dietrich von Rosen, Silvelyn Zwanzig
Format:	Article
Language:	English
Published:	Instituto Nacional de Estatística \| Statistics Portugal 2009-04-01
Series:	Revstat Statistical Journal
Subjects:	Support Vector Machine time series analysis unit root
Online Access:	https://revstat.ine.pt/index.php/REVSTAT/article/view/71

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