A comparison of time series forecasting using support vector machine and artificial neural network model

Time series prediction is an important problem in many applications in natural science, engineering and economics. The objective of this study is to examine the flexibility of Support Vector Machine (SVM) in time series forecasting by comparing it with a multi-layer back-propagation (BP) neural netw...

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Bibliographic Details
Main Authors: Samsudin, Ruhaidah, Shabri, A., Saad, P.
Format: Article
Published: Asian Network for Scientific Information 2010
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Online Access:http://eprints.utm.my/id/eprint/22789/
http://dx.doi.org/10.3923/jas.2010.950.958
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Institution: Universiti Teknologi Malaysia