Implementing support vector regression with differential evolution to forecast motherboard shipments

Authors:
Fu-Kwun Wang;Timon Du
Affiliations:
Department of Industrial Management, National Taiwan University of Science and Technology, Taiwan;Department of Decision Sciences and Managerial Economics, The Chinese University of Hong Kong, Hong Kong
Venue:
Expert Systems with Applications: An International Journal
Year:
2014

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Abstract

In this study, we investigate the forecasting accuracy of motherboard shipments from Taiwan manufacturers. A generalized Bass diffusion model with external variables can provide better forecasting performance. We present a hybrid particle swarm optimization (HPSO) algorithm to improve the parameter estimates of the generalized Bass diffusion model. A support vector regression (SVR) model was recently used successfully to solve forecasting problems. We propose an SVR model with a differential evolution (DE) algorithm to improve forecasting accuracy. We compare our proposed model with the Bass diffusion and generalized Bass diffusion models. The SVR model with a DE algorithm outperforms the other models on both model fit and forecasting accuracy.