A heuristic method for parameter selection in LS-SVM: Application to time series prediction
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- Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis, 2014. "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics 10-2014, Democritus University of Thrace, Department of Economics.
- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017. "Forecasting the U.S. Real House Price Index," Papers 1707.04868, arXiv.org.
- Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2014. "Forecasting the U.S. Real House Price Index," Working Paper series 30_14, Rimini Centre for Economic Analysis.
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- Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2016. "The Depreciation of the Pound Post-Brexit: Could it have been Predicted?," Working Papers 201670, University of Pretoria, Department of Economics.
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- M. A. Ghorbani & R. Khatibi & V. Karimi & Zaher Mundher Yaseen & M. Zounemat-Kermani, 2018. "Learning from Multiple Models Using Artificial Intelligence to Improve Model Prediction Accuracies: Application to River Flows," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(13), pages 4201-4215, October.
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Keywords
Least squares support vector machines Gaussian kernel parameters Hyperparameters optimization Time series prediction;Statistics
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