Setting 
, a grid search method (Mselmi et al. 2017; Papouskova & Hajek 2019) is conducted to determine the optimal parameters that give the smallest test error by choosing from all possible value combinations in Table 3.
Table 3
Tested values of SVR parameters
| Parameters | Tested values |
|---|---|
| Kernel function | Polynomial kernel, RBF |
Polynomial kernel,  | {1,2,3,4,5} |
Regularization parameter,  | 100 numbers equally spaced between [0.01,10] |
| Parameters | Tested values |
|---|---|
| Kernel function | Polynomial kernel, RBF |
| Polynomial kernel, | {1,2,3,4,5} |
| Regularization parameter, | 100 numbers equally spaced between [0.01,10] |