Adaptive kernel approach to the time series prediction
Marcin Michalak · Pattern Analysis and Applications · 2010
This short article describes two kernel algorithms of the regression function estimation. One of them is called HASKE and has its own heuristic of the h parameter evaluation. The second is a hybrid algorithm that connects the SVM and HASKE in such a way that the definition of the local neighborhood is based on the definition of the h -neighborhood from HASKE . Both of them are used as predictors for time series.