Tagged Questions
2
votes
0answers
129 views
Support vector machines and Granger causality
I was wondering if Granger causality would be an efficient tool for searching for relevant input data for an SVM system. For example if I want to forecast SP 500 returns, I could put in my input data ...
1
vote
0answers
123 views
SVM and non-linear predictive models - feature selection
Just throwing out a general question. What do people think of applying feature selection methods when using SVMs to build predictive models? I understand that SVM have built in regularization with how ...
9
votes
2answers
2k views
Support vector regression for multivariate time series prediction
Has anyone attempted time series prediction using support vector regression?
I understand support vector machines and partially understand support vector regression, but I don't understand how they ...
