Training LSSVM with GWO for Price Forecasting

This paper presents a hybrid forecasting model namely Grey Wolf Optimizer-Least Squares Support Vector Machines (GWO-LSSVM). In this study, a great deal of attention was paid in determining LSSVM’s hyper parameters. For that matter, the GWO is utilized an optimization tool for optimizing the said...

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Main Authors:	Zuriani, Mustaffa, M. H., Sulaiman, M. N. M., Kahar
Format:	Conference or Workshop Item
Language:	English English
Published:	2015
Subjects:	QA75 Electronic computers. Computer science
Online Access:	http://umpir.ump.edu.my/id/eprint/10907/ http://umpir.ump.edu.my/id/eprint/10907/ http://umpir.ump.edu.my/id/eprint/10907/1/Training%20LSSVM%20with%20GWO%20for%20Price%20Forecasting.pdf http://umpir.ump.edu.my/id/eprint/10907/7/fskkp-zuriani%20mustaffa-training%20lssvm.pdf

id	ump-10907
recordtype	eprints
spelling	ump-109072018-02-26T08:03:35Z http://umpir.ump.edu.my/id/eprint/10907/ Training LSSVM with GWO for Price Forecasting Zuriani, Mustaffa M. H., Sulaiman M. N. M., Kahar QA75 Electronic computers. Computer science This paper presents a hybrid forecasting model namely Grey Wolf Optimizer-Least Squares Support Vector Machines (GWO-LSSVM). In this study, a great deal of attention was paid in determining LSSVM’s hyper parameters. For that matter, the GWO is utilized an optimization tool for optimizing the said hyper parameters. Realized in gold price forecasting, the feasibility of GWO-LSSVM is measured based on Mean Absolute Percentage Error (MAPE) and Root Mean Square Percentage Error (RMSPE). Upon completing the simulation tasks, the comparison against two hybrid methods suggested that the GWO-LSSVM capable to produce lower forecasting error as compared to the identified forecasting techniques. 2015 Conference or Workshop Item PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/10907/1/Training%20LSSVM%20with%20GWO%20for%20Price%20Forecasting.pdf application/pdf en http://umpir.ump.edu.my/id/eprint/10907/7/fskkp-zuriani%20mustaffa-training%20lssvm.pdf Zuriani, Mustaffa and M. H., Sulaiman and M. N. M., Kahar (2015) Training LSSVM with GWO for Price Forecasting. In: 4th International Conference on Informatics, Electronics and Vision (ICIEV2015), 15-18 Jun 2015 , Fukuoka, Japan. pp. 1-6.. http://dx.doi.org/10.1109/ICIEV.2015.7334054
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Malaysia Pahang
building	UMP Institutional Repository
collection	Online Access
language	English English
topic	QA75 Electronic computers. Computer science
spellingShingle	QA75 Electronic computers. Computer science Zuriani, Mustaffa M. H., Sulaiman M. N. M., Kahar Training LSSVM with GWO for Price Forecasting
description	This paper presents a hybrid forecasting model namely Grey Wolf Optimizer-Least Squares Support Vector Machines (GWO-LSSVM). In this study, a great deal of attention was paid in determining LSSVM’s hyper parameters. For that matter, the GWO is utilized an optimization tool for optimizing the said hyper parameters. Realized in gold price forecasting, the feasibility of GWO-LSSVM is measured based on Mean Absolute Percentage Error (MAPE) and Root Mean Square Percentage Error (RMSPE). Upon completing the simulation tasks, the comparison against two hybrid methods suggested that the GWO-LSSVM capable to produce lower forecasting error as compared to the identified forecasting techniques.
format	Conference or Workshop Item
author	Zuriani, Mustaffa M. H., Sulaiman M. N. M., Kahar
author_facet	Zuriani, Mustaffa M. H., Sulaiman M. N. M., Kahar
author_sort	Zuriani, Mustaffa
title	Training LSSVM with GWO for Price Forecasting
title_short	Training LSSVM with GWO for Price Forecasting
title_full	Training LSSVM with GWO for Price Forecasting
title_fullStr	Training LSSVM with GWO for Price Forecasting
title_full_unstemmed	Training LSSVM with GWO for Price Forecasting
title_sort	training lssvm with gwo for price forecasting
publishDate	2015
url	http://umpir.ump.edu.my/id/eprint/10907/ http://umpir.ump.edu.my/id/eprint/10907/ http://umpir.ump.edu.my/id/eprint/10907/1/Training%20LSSVM%20with%20GWO%20for%20Price%20Forecasting.pdf http://umpir.ump.edu.my/id/eprint/10907/7/fskkp-zuriani%20mustaffa-training%20lssvm.pdf
first_indexed	2023-09-18T22:11:03Z
last_indexed	2023-09-18T22:11:03Z
_version_	1777415030155771904

Training LSSVM with GWO for Price Forecasting

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