• DocumentCode
    2165908
  • Title

    Time series forecasting by hybrid artificial intelligence architecture and its application

  • Author

    Jian-hui, Yang ; Chen-hui, Zhao ; Long, Li

  • Author_Institution
    South China University of Technology, School of Business Administration, Guang Zhou, China
  • fYear
    2010
  • fDate
    4-6 Dec. 2010
  • Firstpage
    5516
  • Lastpage
    5519
  • Abstract
    This paper proposed a hybrid model to improve the single SVR model. The hybrid model that is composed of neural network and support vector machine (SVR) has a two-stage neural network architecture. In the first stage, self-organizing feature map (SOM) can be used as a clustering algorithm to partition the whole input space into several disjointed regions. In the second stage, based on the principle of least error, SVR which best fit partitioned regions are constructed by finding the most appropriate kernel function. The application of GDP, CPI and Total Foreign Trade Volume prediction shows that SOM-SVR models achieve significant improvements in the generalization performance compared with the single SVR model. Additionally, the SOM-SVR models also converge faster.
  • Keywords
    Artificial neural networks; Biological system modeling; Economic indicators; Forecasting; Predictive models; Support vector machines; Time series analysis; Macor-economoic Forecasting; Neural Network; Support Vector Regression;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Science and Engineering (ICISE), 2010 2nd International Conference on
  • Conference_Location
    Hangzhou, China
  • Print_ISBN
    978-1-4244-7616-9
  • Type

    conf

  • DOI
    10.1109/ICISE.2010.5691937
  • Filename
    5691937