What are the attributes used in time series to be forecasted using SVM? I have two values the date and the value at that date for the class I already know that I can use -1 and 1 when price gets up or down but still don't know how to plot the time series to calculate the hyperplane
time series forecasting using Support Vector Machine
5.6k views Asked by Cyber Progs At
1
There are 1 answers
Related Questions in TIME-SERIES
- Initialize matrix
- Why is my program adding int as string (4+7 = 47)?
- How to save gensim LDA topics output to csv along with the scores?
- Update a text file with ( new words+ \n ) after the words is appended into a list
- Removing URL features from tokens in NLTK
- python, global name not defined
- Why does collections.OrderedDict use try and except to initialize variables?
- Invalid URL: No host supplied : error while using Request.get(url) in Python
- Python GUI application to copy files one location to another location
- Why I receive CERTIFICATE_VERIFY_FAILED from google adwords api?
Related Questions in SVM
- Initialize matrix
- Why is my program adding int as string (4+7 = 47)?
- How to save gensim LDA topics output to csv along with the scores?
- Update a text file with ( new words+ \n ) after the words is appended into a list
- Removing URL features from tokens in NLTK
- python, global name not defined
- Why does collections.OrderedDict use try and except to initialize variables?
- Invalid URL: No host supplied : error while using Request.get(url) in Python
- Python GUI application to copy files one location to another location
- Why I receive CERTIFICATE_VERIFY_FAILED from google adwords api?
Related Questions in FORECASTING
- Initialize matrix
- Why is my program adding int as string (4+7 = 47)?
- How to save gensim LDA topics output to csv along with the scores?
- Update a text file with ( new words+ \n ) after the words is appended into a list
- Removing URL features from tokens in NLTK
- python, global name not defined
- Why does collections.OrderedDict use try and except to initialize variables?
- Invalid URL: No host supplied : error while using Request.get(url) in Python
- Python GUI application to copy files one location to another location
- Why I receive CERTIFICATE_VERIFY_FAILED from google adwords api?
Popular Questions
- How do I undo the most recent local commits in Git?
- How can I remove a specific item from an array in JavaScript?
- How do I delete a Git branch locally and remotely?
- Find all files containing a specific text (string) on Linux?
- How do I revert a Git repository to a previous commit?
- How do I create an HTML button that acts like a link?
- How do I check out a remote Git branch?
- How do I force "git pull" to overwrite local files?
- How do I list all files of a directory?
- How to check whether a string contains a substring in JavaScript?
- How do I redirect to another webpage?
- How can I iterate over rows in a Pandas DataFrame?
- How do I convert a String to an int in Java?
- Does Python have a string 'contains' substring method?
- How do I check if a string contains a specific word?
Popular Tags
Trending Questions
- UIImageView Frame Doesn't Reflect Constraints
- Is it possible to use adb commands to click on a view by finding its ID?
- How to create a new web character symbol recognizable by html/javascript?
- Why isn't my CSS3 animation smooth in Google Chrome (but very smooth on other browsers)?
- Heap Gives Page Fault
- Connect ffmpeg to Visual Studio 2008
- Both Object- and ValueAnimator jumps when Duration is set above API LvL 24
- How to avoid default initialization of objects in std::vector?
- second argument of the command line arguments in a format other than char** argv or char* argv[]
- How to improve efficiency of algorithm which generates next lexicographic permutation?
- Navigating to the another actvity app getting crash in android
- How to read the particular message format in android and store in sqlite database?
- Resetting inventory status after order is cancelled
- Efficiently compute powers of X in SSE/AVX
- Insert into an external database using ajax and php : POST 500 (Internal Server Error)
There are some papers that show some ways to do it:
Financial time series forecasting using support vector machine
Using Support Vector Machines in Financial Time Series Forecasting
Financial Forecasting Using Support Vector Machines
I really recommend that you go through the existent literature, but just for fun I will describe an easy way (probably not the best) to do it.
Let's say you have N pairs where is the particular date/time of the pair and its corresponding value. The pairs are sorted by its X component.
Let's say you want to predict if given , the corresponding unknown value will go up or down (Notice that you could also use regression and instead try to predict the value itself).
Then we could train a model with a training set like this:
Basically, you will be training the algorithm to make an educated guess of the next "tick" in the future by given to it a glimpse of the past. Once your model is trained to make a prediction you feed the model with the N values (where N is the amount of values you used as input in your training phase) previous to the value you want to predict.