回归预测 Resources

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Support Vector Machines (SVM) can be applied to both classification and regression prediction tasks. This case study demonstrates SVM implementation for regression analysis to predict stock market indices. Effective prediction of major indices provides crucial insights for observing overall market trends, making Shanghai Composite Index forecasting particularly valuable. Using daily opening prices from 1990.12.20 to 2009.08.19, the SVM regression model achieved impressive results: Mean Squared Error (MSE) = 1.95029e-005 and R-squared coefficient R = 99.9345%, indicating highly accurate fitting. Key implementation involves using SVM regression algorithms (like SVR) with appropriate kernel functions and parameter optimization.

MATLAB 233 views Tagged