Time Series Prediction Using New Adaptive Kernel Estimators

This short article describes two kernel algorithms of the regression function estimation. First of them is called HASKE and has its own heuristic of the h parameter evaluation. The second is a hybrid algorithm that connects SVM and the HASKE in such way that the definition of local neighborhood bases on the definition of the h–neighborhood from HASKE. Both of them are used as predictors for time series.

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