Chapter 11: Model Building: Alternative Modeling Approaches

11.1 Nonlinear Forecasting Models

11.1.1 Nonlinear Modeling Features

11.1.2 Forecasting Models Based on Neural Networks

11.1.3 Forecasting Models Based on Support Vector Machines

11.1.4 Forecasting Models Based on Evolutionary Computation

11.2 More Modeling Alternatives

11.2.1 Multivariate Models

11.2.2 Unobserved Component Models (UCM)

11.1 Nonlinear Forecasting Models

The objective of this section is to give you an overview of some of the most popular nonlinear forecasting methods. Because most of these methods are still in the research domain, the focus is on describing their key principles without examples. The section includes a generic summary of the nonlinear modeling features ...

Get Applied Data Mining for Forecasting Using SAS now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.