Research Article
A Trend-Based Segmentation Method and the Support Vector Regression for Financial Time Series Forecasting
Table 2
The parameter setup for TBSM and SVR by DOEs (design of experiments).
| Approach | Parameter | Value | Explanation |
| TBSM | Threshold | 0.1 to 1 | The difference of price at uptrend or downtrend | TBSM | X_Thld | 0.1 to 1 | The difference of days at hold trend | TBSM | Y_Thld | 0.1 to 1 | The difference of price at hold trend | SVR | C | to | Cost | SVR | | to | Epsilon | SVR | d | to | Degree | SVR | g | 21 to 24 | Gamma |
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