Time Series Prediction Using New Adaptive Kernel Estimators

  • Marcin Michalak
Part of the Advances in Intelligent and Soft Computing book series (AINSC, volume 57)


This short article describes two kernel algorithms of the regression function estimation. First of them is called HASKE and has its own heuristic of the h parameter evaluation. The second is a hybrid algorithm that connects SVM and the HASKE in such way that the definition of local neighborhood bases on the definition of the h–neighborhood from HASKE. Both of them are used as predictors for time series.


Support Vector Machine Support Vector Regression Multivariate Adaptive Regression Spline Kernel Estimator Time Series Prediction 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2009

Authors and Affiliations

  • Marcin Michalak
    • 1
  1. 1.Silesian Insitute of TechnologyInstitute of Computer ScienceGliwicePoland

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