An Empirical Study of Dimensionality Reduction in Support Vector Machine

• المؤلفون الرئيسيون: Cao, Lijuan, Zhang, Jingqing, Cai, Zongwu, Lim, Kian Guan
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2006
• الموضوعات: Portfolio and Security Analysis
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/lkcsb_research/2449; https://www.highbeam.com/doc/1P3-1302418071.html

Recently, the the support vector machine (SVM) has become a popular tool in time series forecasting. In developing a successful SVM forecaster, the first step is feature extraction. This paper proposes the applications of principal component analysis (PCA), kernel principal component analysis (KPCA)...