S. Mukherjee, E. Osuna, and F. Girosi (1997)
Nonlinear Prediction of Chaotic Time Series using a Support Vector Machine
In: Neural Networks for Signal Processing VII — Proceedings of the 1997 IEEE Workshop, ed. by J. Principe and L. Gile and N. Morgan and E. Wilson, New York, IEEE.
Uses SV regression on chaotic time-series (Mackey-Glass, Ikewda Map and Lorenz) and compares with other techniques reported (Casdalgi).