A Trend-Based Segmentation Method and the Support Vector Regression for Financial Time Series Forecasting

A Trend-Based Segmentation Method and the Support Vector Regression for Financial Time Series Forecasting

This paper presents a novel trend-based segmentation method (TBSM) and the support vector regression (SVR) for financial time series forecasting. The model is named as TBSM-SVR. Over the last decade, SVR has been a popular forecasting model for nonlinear time series problem. The general segmentation...

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Bibliographic Details
Main Authors:	Jheng-Long Wu, Pei-Chann Chang
Format:	Article
Language:	English
Published:	Hindawi Limited 2012-01-01
Series:	Mathematical Problems in Engineering
Online Access:	http://dx.doi.org/10.1155/2012/615152

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