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Text · dataset · 2025

Long-term prediction of nonlinear time series

Listed in NASA Data Portal

This paper is about applying recurrent least squares support vector machines (LS-SVM) on three ESTSP08 competition datasets.

Description

Least squares support vector machines are used as nonlinear models in order to avoid local minima problems. Then prediction task is re-formulated as function approximation task.

Recurrent LS-SVM uses nonlinear autoregressive exogenous (NARX) model to build nonlinear regressor, by estimating in each iteration the next output value, given the past output and input measurements.

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Inferred from text
Time-series analysis 75%
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