Search results for "Suuport vector machines"

Robust g-filter using support vector method

2004

This Letter presents a new approach to time series modelling using the support vector machines (SVM). Although the g filter can provide stability in several time series models, the SVM is proposed here to provide robustness in the estimation of the g filter coefficients. Examples in chaotic time series prediction and channel equalization show the advantages of the joint SVM g filter. Publicado