The SVM Approach for Box–Jenkins Models

Saeid Amiri; Dietrich von Rosen; Silvelyn Zwanzig

doi:10.57805/revstat.v7i1.71

The SVM Approach for Box–Jenkins Models

Authors

Saeid Amiri Swedish University of Agriculture Sciences
Dietrich von Rosen Swedish University of Agriculture Sciences
Silvelyn Zwanzig Uppsala University

DOI:

https://doi.org/10.57805/revstat.v7i1.71

Keywords:

Support Vector Machine, time series analysis, unit root

Abstract

Support Vector Machine (SVM) is known in classification and regression modeling. It has been receiving attention in the application of nonlinear functions. The aim is to motivate the use of the SVM approach to analyze the time series models. This is an effort to assess the performance of SVM in comparison with ARMA model. The applicability of this approach for a unit root situation is also considered.

Downloads

REVSTAT2009v7n1_2

Published

2009-04-28

How to Cite

Amiri , S., von Rosen , D., & Zwanzig , S. (2009). The SVM Approach for Box–Jenkins Models. REVSTAT-Statistical Journal, 7(1), 23–36. https://doi.org/10.57805/revstat.v7i1.71