Fuzzy support vector machines regression for business forecasting: an application

Authors:
Yukun Bao;Rui Zhang;Sven F. Crone
Affiliations:
Department of Management Science & Information System, School of Management, Huazhong University of Science and Technology, Wuhan, China;Department of Management Science & Information System, School of Management, Huazhong University of Science and Technology, Wuhan, China;Department of Management Science, Management School, Lancaster University, Lancaster, United Kingdom
Venue:
FSKD'06 Proceedings of the Third international conference on Fuzzy Systems and Knowledge Discovery
Year:
2006

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Abstract

This study proposes a novel method for business forecasting based on fuzzy support vector machines regression (FSVMR). By an application on sales forecasting, details of proposed method are presented including data preprocessing, kernel selection, parameters tuning and so on. The experimental result shows the method's validity.