Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression
This study considers support vector regression (SVR) and twin SVR (TSVR) for the time series of counts, wherein the hyper parameters are tuned using the particle swarm optimization (PSO) method. For prediction, we employ the framework of integer-valued generalized autoregressive conditional heterosk...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/4/433 |