Kernel functions for the support vector machine: comparing performances on crude oil price data

Chiroma, Haruna and Abdulkareem, Sameem and Abubakar, Adamu and Herawan, Tutut (2014) Kernel functions for the support vector machine: comparing performances on crude oil price data. In: Recent advances on soft computing and data mining: proceedings of The First International Conference on Soft Computing and Data Mining (SCDM-2014) Universiti Tun Hussein Onn Malaysia, Johor, MalaysiaJune 16th-18th, 2014. Advances in Intelligent Systems and Computing, 287 . Springer International Publishing, London, pp. 273-281. ISBN 9783319076911

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Abstract

The purpose of this research is to broaden the theoretic understanding of the effects of kernel functions for the support vector machine on crude oil price data. The performances of five (5) kernel functions of the support vector machine were compared. The analysis of variance was used for validating the results and we take additional steps to study the Post Hoc. Findings emanated from the research indicated that the performance of the wave kernel function was statistically significantly better than the radial basis function, polynomial, exponential, and sigmoid kernel functions. Computational efficiency of the wave activation function was poor compared with the other kernel functions in the study. This research could provide a better understanding of the behavior of the kernel functions for support vector machine on the crude oil price dataset. The study has the potentials of triggering interested researchers to propose a novel methodology that can advaced crude oil prediction accuracy.

Item Type:	Book Chapter
Additional Information:	7132/37928
Uncontrolled Keywords:	Radial basis function, Polynomial, Exponential, Sigmoid, Wave, Crude oil price.
Subjects:	T Technology > TP Chemical technology > TP670 Oils, fats, waxes
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Information and Communication Technology > Department of Information System Kulliyyah of Information and Communication Technology > Department of Information System
Depositing User:	Ahmad Nazreen Mohd Shamsuri (PT)
Date Deposited:	29 Aug 2014 12:01
Last Modified:	06 Sep 2017 09:44
URI:	http://irep.iium.edu.my/id/eprint/37928

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