Applying support vector machines to time series prediction in Oracle
WU Xiangnin · Computer Engineering and Applications Journal · 2013
Using Oracle Data Mining option(ODM)and the time series data stored in oracle database, the SVM(Support Vector Machines)model which is used to predict the future value of the time series can be constructed. To build SVM model, the trend in time series must be removed, and the target attribute should be normalized. The size of the time window in which including all the lag values should be determined, then the machine learning method can be used to construct a SVM prediction model according to the time series data. Comparing with the traditional time series prediction model, SVM prediction models can reveal non-linear, non-stationary and randomness of the time series, and have higher prediction accuracy.