Spyros Skouras <[log in to unmask]> wrote:
>I am new to SVMs and would like to know if there has ben any research on
>using SVMs for forecasting time series. I am looking for both theoretical
>results and any good applied papers.
>[...]
Predicting Time Series with Support Vector Machines.
K.-R. Müller, A. Smola, G. Rätsch, B. Schölkopf, J. Kohlmorgen, V. Vapnik.
Proceedings ICANN'97, p.999.
Springer Lecture Notes in Computer Science, 1997
http://espresso.ee.sun.ac.za/~schwardt/papers/Learning/SVM/IC.ps.gz
Nonlinear Prediction of Chaotic Time Series using a Support Vector Machine
S. Mukherjee, E. Osuna, and F. Girosi NNSP'97, 1997.
http://www.ai.mit.edu/projects/cbcl/publications/ps/nnsp97.ps.gz
Müller, K.-R., Smola, A.J., Rätsch, G., Schölkopf, B., Kohlmorgen, J.,
Vapnik, V. (1999), Using Support Vector Machines for time series
prediction, in Advances in Kernel Methods - Support Vector Learning (Proc.
of NIPS'97 Support Vector workshop), eds. B. Schölkopf and C.J.C. Burges
and A.J. Smola, MIT Press, Cambridge, MA, 243-254.
http://www.first.gmd.de/persons/Mueller.Klaus-Robert/IC.ps.gz
Predicting time series with a local support vector regression machine
Rodrigo Fernandez
LIPN, Institut Galilee-Universite Paris 13, France
http://www.iit.nrcps.ariadne-t.gr/skel/eetn/acai99/Workshops/w10/w10_04.pdf.gz
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