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- 2012-11-26
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Description: This paper proposes a novel hybrid forecasting model, which combines the group
method of data handling (GMDH) and the least squares support vector machine
(LSSVM), known as GLSSVM. The GMDH is used to determine the useful input vari-
ables for LSSVM model and the LSSVM model which works as time series forecasting. 5
In this study the application of GLSSVM for monthly river fl ow forecasting of Selangor
and Bernam River are investigated. The results of the proposed GLSSVM approach
are compared with the conventional artifi cial neural network (ANN) models, Autoregres-
sive Integrated Moving Average (ARIMA) model, GMDH and LSSVM models using the
long term observations of monthly river fl ow discharge. The standard statistical, the 10
root mean square error (RMSE) and coe ffi cient of correlation (R) are employed to eval-
uate the performance of various models developed. Experiment result indicates that
the hybrid model was powerful tools to mo
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