Design and Simulation of a prediction algorithm based on wavelet support vector machine

A variety of academic theories are used to research the prediction algorithm including support vector machine. In order to improve instantaneity and accuracy of prediction, wavelet support vector machine prediction algorithm is studied, the structure and process of the algorithm is described also. Mackey-Glass₁₇ time series is used as samples for the prediction result simulation, that is compared with the prediction effect used by basic support vector machine. The result shows that Root Mean Square Error of wavelet support vector machine prediction algorithm is 0.0075, that is superior to the basic support vector machine prediction algorithm.