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	0.1𝜎 to 1𝜎	The difference of price at uptrend or downtrend
TBSM	X_Thld	0.1𝜎 to 1𝜎	The difference of days at hold trend
TBSM	Y_Thld	0.1𝜎 to 1𝜎	The difference of price at hold trend
SVR	C	10^−3 to 10^3	Cost
SVR	𝜀	10^−4 to 10^−1	Epsilon
SVR	d	2^−9 to 2^−1	Degree
SVR	g	2^1 to 2^4	Gamma