A support vector machine for model selection in demand forecasting applications

Marco A. Villegas,Diego J. Pedregal,Juan R. Trapero

Computers & Industrial Engineering（2018）

引用 67|浏览1

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摘要

•A new SVM based approach for model selection is proposed.•The mechanism combines multiple criteria like AIC and SBC with additional tests.•Findings suggest that the approach results in higher forecasting accuracy.•Particularly appropriate in scenarios with highly volatile demand.

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关键词

Demand forecasting,Supply chain,SVM,Time series analysis,Model selection

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