Forecasting models for prediction in time series

Abstract

This paper presents the study of three forecasting models—a multilayer perceptron, a support vector machine, and a hierarchical model. The hierarchical model is made up of a self-organizing map and a support vector machine—the latter on top of the former. The models are trained and assessed on a time series of a Brazilian stock market fund. The results from… (More)
DOI: 10.1007/s10462-011-9275-1

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