Inproceedings,

Predicting Time Series with Support Vector Machines

, , , , , and .
Advances in Kernel Methods --- Support Vector Learning, page 243--254. Cambridge, MA, MIT Press, (1999)Short version appeared in ICANN'97, Springer Lecture Notes in Computer Science.

Abstract

SV regression with epsilon-insensitive and Huber loss functions. Experimental results on time-series prediction (Mackey-Glass and Santa Fe competition data set D, with a new record on the latter).

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