LS-SVM Hyper-parameters Optimization Based on GWO Algorithm for Time Series Forecasting

• Main Authors: Zuriani, Mustaffa, Mohd Herwan, Sulaiman, M. N. M., Kahar
• Format: Conference or Workshop Item
• Language: English
• Published: 2015
• Subjects: QA76 Computer software; TK Electrical engineering. Electronics Nuclear engineering
• Online Access: http://umpir.ump.edu.my/id/eprint/11215/1/LS-SVM%20Hyper-parameters%20Optimization%20based%20on%20GWO%20Algorithm%20for%20Time%20Series%20Forecasting.pdf; http://umpir.ump.edu.my/id/eprint/11215/; http://dx.doi.org/10.1109/ICSECS.2015.7333107
• Institution: Universiti Malaysia Pahang Al-Sultan Abdullah

The importance of optimizing Least Squares Support Vector Machines (LSSVM) embedded control parameters has motivated researchers to search for proficient optimization techniques. In this study, a new metaheuristic algorithm, viz., Grey Wolf Optimizer (GWO), is employed to optimize the parameter...