ICAR Research Data Repository for Knowledge Management
R package "ECTSVR": Cointegration based Support Vector Regression Model
KRISHI: Publication and Data Inventory Repository
View Archive Info| Field | Value | |
| Title |
R package "ECTSVR": Cointegration based Support Vector Regression Model
Not Available |
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| Creator |
Pankaj Das
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| Subject |
Cointegration
ECTSVR Error correction term Support vector regression ECTSVR |
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| Description |
ECTSVR uses the concept of cointegration based Timedelay Neural network model proposed by Das (2019). First the cointegration of the data series is identified by Johansen cointegration test. Then error correction model is fitted for the estimation of parameters i.e. Beta and error coreection term (ECT). The estimated ECT is used as a auxiliary information in support vector regression model fitting. Then the support vector regression model is used foresting of the data series. The cointegration based support vector regression model is a combination of error correction model and support vector regression (http://krishi.icar.gov.in/jspui/handle/123456789/72361). This hybrid model allows the researcher to make use of the information extracted by the cointegrating vector as an input in the support vector regression model. Not Available |
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| Date |
2023-09-12T09:11:21Z
2023-09-12T09:11:21Z 2023-08-28 |
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| Type |
Software Code or Macro
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| Identifier |
Not Available
Not Available http://krishi.icar.gov.in/jspui/handle/123456789/80530 |
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| Language |
English
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| Relation |
Not Available;
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| Publisher |
The Comprehensive R Archive Network
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