Discussion of Some Problems About Nonlinear Time Series Prediction Using v-Support Vector Machine

摘要

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.