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In the time series period analysis, the period obtained by the maximal wavelet variance has serious errors. In this paper, we present a method of LS-SVM to approximate the wavelet variance or power spectrum at different scales, and then obtain the period of sequence by estimating the maximum value. The experiment indicates that LS-SVM method can approximate wavelet variance effectively, and can estimate...
Through analyzing problem of Wavelet Transform, the annual precipitation series from 1956 to 2000 of the two sub-water resources regions of upper Lanzhou are decomposed into multiple time scale series with EMD method. The results show that the precipitation series have periods that about 3, 4~8, 11 and 22 years. A LS-SVM forecast model of precipitation and runoff based on EMD is established and then...
In the analysis of predicting share price based on least squares support vector machine (LS-SVM), the instability of the time series could lead to decrease of prediction accuracy. On the other hand, three SVM parameters, c, epsiv and sigma, must be carefully predetermined in establishing an efficient LS-SVM model. In order to solve the problems mentioned above, in this paper, the hybrid of wavelet...
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