Research on Small Sample Nonlinear Cointegration Test and Modeling Based on the LS-SVM Optimized by PSO
According to the definition of nonlinear cointegration, this article studies the small sample nonlinear cointegration test and NECM (Nonlinear Error Correction Model) based on the LS-SVM (Least Squares Support Vector Machine) optimized by PSO (Particle Swarm Optimization). And the logical process of...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2022/8416706 |
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