A Wavelet Support Vector Machine Combination Model for Singapore Tourist Arrival to Malaysia

In this study, wavelet support vector machine model (WSVM) is proposed and applied for monthly data Singapore tourist time series prediction. The WSVM model is combination between wavelet analysis and support vector machine (SVM). In this study, we have two parts, first part we compare between the kernel function and second part we compare between the developed models with single model, SVM. The result showed that kernel function linear better than RBF while WSVM outperform with single model SVM to forecast monthly Singapore tourist arrival to Malaysia.