A Forecasting Model via Support Vector Machines Based on Wavelets
基于小波的支持向量机预测模型及应用

The forecasting method based on statistic learning depends on the basic hypothesis of mass data,but in the really application,the time serial sample always is limited,this paper puts forward a forecasting model via support vec- tor machines based wavelets(WSVMFM).A set of maturity radix in square accumulated space generated by smooth shifting the frame of wavelets could construct the kernel function of SVM,and that the WSVM can approach any func- tion in square accumulated space.Sequentially improve the efficiency of learning and forecasting.This paper also vali- dated the model's correctness and it's validity by experiment and simulation.