| Abstract: | Some problems in using v-support vector machine (v-SVM) for the prediction of nonlinear time series are discussed. The problems include selection of various net parameters, which affect the performance of prediction, mixture of kernels, and decomposition cooperation linear programming v-SVM regression, which result in improvements of the algorithm. Computer simulations in the prediction of nonlinear time series produced by Mackey-Glass equation and Lorenz equation provide some improved results. |
