Study on Prediction of Chaotic Time Series Using Least Squares Support Vector Machines

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Abstract:

The predictions of chaotic time series by applying the least squares support vector machine (LS-SVM), with comparison with the traditional-SVM and-SVM, were specified. The results show that, compared with the traditional SVM, the prediction accuracy of LS-SVM is better than the traditional SVM and more suitable for time series online prediction.

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Periodical:

Advanced Materials Research (Volumes 1061-1062)

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935-938

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December 2014

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© 2015 Trans Tech Publications Ltd. All Rights Reserved

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