A hybrid GMDH and least squares support vector machines in time series forecasting

• Main Authors: Samsudin, Ruhaidah, Saad, Puteh, Shabri, Ani
• Format: Article
• Published: Institute of Computer Science 2011
• Subjects: QA75 Electronic computers. Computer science
• Online Access: http://eprints.utm.my/id/eprint/28595/; http://dx.doi.org/10.14311/NNW.2011.21.015

Time series consists of complex nonlinear and chaotic patterns that are difficult to forecast. This paper proposes a novel hybrid forecasting model which combines the group method of data handling (GMDH) and the least squares support vector machine (LSSVM), known as GLSSVM. The GMDH is used to deter...