SVR-FFS: A novel forward feature selection approach for high-frequency time series forecasting using support vector regression

Keyphrases

• Forward Feature Selection 100%
• Time Series Forecasting 100%
• Least Squares Support Vector Regression (LSSVR) 100%
• High-frequency Time Series 100%
• Automatic Model 50%
• Support Vector Classification 25%
• Seasonal Periods 25%
• Kernel Machines 25%
• Power Load Forecasting 25%
• Nonlinear Predictor 25%
• Multi-seasonal 25%
• Seasonal Time Series Forecasting 25%
• Auto ARIMA 25%

Computer Science

• Model Specification 50%
• Support Vector 25%
• Kernel Machine 25%