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This paper presents a novel support vector regression (SVR) network for financial time series prediction. The SVR network consists of two layers of SVR: transformation layer and prediction layer. The SVRs in the transformation layer forms a modular network; but distinguished with conventional modular networks, the partition of the SVR modular network is based on the output domain that has much smaller...
This paper proposes an improved nonlinear canonical correlation analysis algorithm named radial basis function canonical correlation analysis (RBFCCA) for multivariate chaotic time series analysis and prediction. This algorithm follows the key idea of kernel canonical correlation analysis (KCCA) method to make a nonlinear mapping of the original data sets firstly with a RBF network and a linear neural...
Time series clustering finds applications in diverse fields of science and technology. Kernel based clustering methods like kernel K-means method need number of clusters as input and cannot handle outliers or noise. In this paper, we propose a density based clustering method in kernel feature space for clustering multivariate time series data of varying length. This method can also be used for clustering...
Effective use of support vector machines (SVMs) in classification necessitates the appropriate choice of a kernel. Designing problem specific kernels involves the definition of a similarity measure, with the condition that kernels are positive semi-definite (PSD). An alternative approach which places no such restrictions on the similarity measure is to construct a set of inputs and let each example...
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