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A hybridization of enhanced artificial bee colony-least squares support vector machines for price forecasting


Mustaffa, Zuriani and Yusof, Yuhanis (2012) A hybridization of enhanced artificial bee colony-least squares support vector machines for price forecasting. Journal of Computer Science, 8 (10). pp. 1680-1690. ISSN 1549-3636

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Abstract

Problem statement: As the performance of Least Squares Support Vector Machines (LSSVM) is highly rely on its value of regularization parameter, γ and kernel parameter,σ2 , man-made approach is clearly not an appropriate solution since it may lead to blindness in certain extent.In addition, this technique is time consuming and unsystematic, which consequently affect the generalization performance of LSSVM. Approach: This study presents an enhanced Artificial Bee Colony (ABC) to automatically optimize the hyper parameters of interest.The enhancement involved modifications that provide better exploitation activity by the bees during searching and prevent premature convergence.Later, the prediction process is accomplished by LSSVM. Results and Conclusion: Empirical results obtained indicated that feasibility of proposed technique showed a satisfactory performance by producing better prediction accuracy as compared to standard ABC-LSSVM and Back Propagation Neural Network.

Item Type: Article
Uncontrolled Keywords: Artificial Bee Colony (ABC), energy fuel price time series, financial prediction, Least Squares Support Vector Machines (LSSVM)
Subjects: Q Science > QA Mathematics > QA76 Computer software
Divisions: College of Arts and Sciences
Depositing User: Dr. Yuhanis Yusof
Date Deposited: 24 Feb 2016 03:50
Last Modified: 24 Feb 2016 03:50
URI: http://repo.uum.edu.my/id/eprint/17288

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