Performance of radial basis function and support vector machine in time series forecasting

Mazlina Mamat, Salina Abdul Samad

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Abstract

This paper compares the performance of Radial Basis Function and Support Vector Regression in time series forecasting. Both methods were trained to produce one step ahead forecasting on two chaotic time series data: Mackey Glass and Set A data from Santa Fe Competition. The criterions for comparison are based on the coefficient of determination (R2) and Root Mean Square Error (RMSE) between actual and forecasted output. Results show that SVR outperformed RBF significantly on both data particularly on Set A data.

Original languageEnglish
Title of host publication2010 International Conference on Intelligent and Advanced Systems, ICIAS 2010
DOIs
Publication statusPublished - 2010
Event2010 International Conference on Intelligent and Advanced Systems, ICIAS 2010 - Kuala Lumpur
Duration: 15 Jun 201017 Jun 2010

Other

Other2010 International Conference on Intelligent and Advanced Systems, ICIAS 2010
CityKuala Lumpur
Period15/6/1017/6/10

Fingerprint

Support vector machines
Time series
Mean square error
Glass

ASJC Scopus subject areas

  • Artificial Intelligence
  • Control and Systems Engineering

Cite this

Mamat, M., & Abdul Samad, S. (2010). Performance of radial basis function and support vector machine in time series forecasting. In 2010 International Conference on Intelligent and Advanced Systems, ICIAS 2010 [5716201] https://doi.org/10.1109/ICIAS.2010.5716201

Performance of radial basis function and support vector machine in time series forecasting. / Mamat, Mazlina; Abdul Samad, Salina.

2010 International Conference on Intelligent and Advanced Systems, ICIAS 2010. 2010. 5716201.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Mamat, M & Abdul Samad, S 2010, Performance of radial basis function and support vector machine in time series forecasting. in 2010 International Conference on Intelligent and Advanced Systems, ICIAS 2010., 5716201, 2010 International Conference on Intelligent and Advanced Systems, ICIAS 2010, Kuala Lumpur, 15/6/10. https://doi.org/10.1109/ICIAS.2010.5716201
Mamat M, Abdul Samad S. Performance of radial basis function and support vector machine in time series forecasting. In 2010 International Conference on Intelligent and Advanced Systems, ICIAS 2010. 2010. 5716201 https://doi.org/10.1109/ICIAS.2010.5716201
Mamat, Mazlina ; Abdul Samad, Salina. / Performance of radial basis function and support vector machine in time series forecasting. 2010 International Conference on Intelligent and Advanced Systems, ICIAS 2010. 2010.
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