• 제목/요약/키워드: SVM regression

검색결과 253건 처리시간 0.026초

Quadratic Loss Support Vector Interval Regression Machine for Crisp Input-Output Data

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.449-455
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval regression models for crisp input-output data. The proposed method is based on quadratic loss SVM, which implements quadratic programming approach giving more diverse spread coefficients than a linear programming one. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

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Support Vector Machine을 이용한 기업부도예측 (Bankruptcy Prediction using Support Vector Machines)

  • 박정민;김경재;한인구
    • Asia pacific journal of information systems
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    • 제15권2호
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    • pp.51-63
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    • 2005
  • There has been substantial research into the bankruptcy prediction. Many researchers used the statistical method in the problem until the early 1980s. Since the late 1980s, Artificial Intelligence(AI) has been employed in bankruptcy prediction. And many studies have shown that artificial neural network(ANN) achieved better performance than traditional statistical methods. However, despite ANN's superior performance, it has some problems such as overfitting and poor explanatory power. To overcome these limitations, this paper suggests a relatively new machine learning technique, support vector machine(SVM), to bankruptcy prediction. SVM is simple enough to be analyzed mathematically, and leads to high performances in practical applications. The objective of this paper is to examine the feasibility of SVM in bankruptcy prediction by comparing it with ANN, logistic regression, and multivariate discriminant analysis. The experimental results show that SVM provides a promising alternative to bankruptcy prediction.

Support Vector Machine $\epsilon$-insensitive Regression방법을 이용한 유도전동기의 회전자 자속추정 성능개선 (Improvement of rotor flux estimation performance of induction motor using Support Vector Machine $\epsilon$-insensitive Regression Method)

  • 한동창;백운재;김성락;박주현;이석규;박정일
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 학술회의 논문집 정보 및 제어부문 A
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    • pp.43-46
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    • 2003
  • In this paper, a novel rotor flux estimation method of an induction motor using support vector machine(SVM) is presented. Two veil-known different flux models with respect to voltage and current are necessary to estimate the rotor flux of an induction motor. The theory of the SVM algorithm is based on statistical teaming theory. Training of SVH leads to a quadratic programming(QP) problem. The proposed SVM rotor flux estimator guarantees the improvement of performance in the transient and steady state in spite of parameter variation circumstance. The validity and the usefulness of Proposed algorithm are throughly verified through numerical simulation.

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사례기반추론을 이용한 다이렉트 마케팅의 고객반응예측모형의 통합

  • 홍태호;박지영
    • 한국정보시스템학회지:정보시스템연구
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    • 제18권3호
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    • pp.375-399
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    • 2009
  • In this study, we propose a integrated model of logistic regression, artificial neural networks, support vector machines(SVM), with case-based reasoning(CBR). To predict respondents in the direct marketing is the binary classification problem as like bankruptcy prediction, IDS, churn management and so on. To solve the binary problems, we employed logistic regression, artificial neural networks, SVM. and CBR. CBR is a problem-solving technique and shows significant promise for improving the effectiveness of complex and unstructured decision making, and we can obtain excellent results through CBR in this study. Experimental results show that the classification accuracy of integration model using CBR is superior to logistic regression, artificial neural networks and SVM. When we apply the customer response model to predict respondents in the direct marketing, we have to consider from the view point of profit/cost about the misclassification.

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SVM-Guided Biplot of Observations and Variables

  • Huh, Myung-Hoe
    • Communications for Statistical Applications and Methods
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    • 제20권6호
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    • pp.491-498
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    • 2013
  • We consider support vector machines(SVM) to predict Y with p numerical variables $X_1$, ${\ldots}$, $X_p$. This paper aims to build a biplot of p explanatory variables, in which the first dimension indicates the direction of SVM classification and/or regression fits. We use the geometric scheme of kernel principal component analysis adapted to map n observations on the two-dimensional projection plane of which one axis is determined by a SVM model a priori.

차분진화 기반의 Support Vector Clustering (A Differential Evolution based Support Vector Clustering)

  • 전성해
    • 한국지능시스템학회논문지
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    • 제17권5호
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    • pp.679-683
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    • 2007
  • Vapnik의 통계적 학습이론은 분류, 회귀, 그리고 군집화를 위하여 SVM(support vector machine), SVR(support vector regression), 그리고 SVC(support vector clustering)의 3가지 학습 알고리즘을 포함한다. 이들 중에서 SVC는 가우시안 커널함수에 기반한 지지벡터를 이용하여 비교적 우수한 군집화 결과를 제공하고 있다. 하지만 SVM, SVR과 마찬가지로 SVC도 커널모수와 정규화상수에 대한 최적결정이 요구된다 하지만 대부분의 분석작업에서 사용자의 주관적 경험에 의존하거나 격자탐색과 같이 많은 컴퓨팅 시간을 요구하는 전략에 의존하고 있다. 본 논문에서는 SVC에서 사용되는 커널모수와 정규화상수의 효율적인 결정을 위하여 차분진화를 이용한 DESVC(differential evolution based SVC)를 제안한다 UCI Machine Learning repository의 학습데이터와 시뮬레이션 데이터 집합들을 이용한 실험을 통하여 기존의 기계학습 알고리즘과의 성능평가를 수행한다.

함수근사를 위한 서포트 벡터 기계의 커널 애더트론 알고리즘 (Kernel Adatron Algorithm of Support Vector Machine for Function Approximation)

  • 석경하;황창하
    • 한국정보처리학회논문지
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    • 제7권6호
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    • pp.1867-1873
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    • 2000
  • 함수근사는 과학과 고학부야에서 공범위하게 응용된다. 시포트 벡터 기계(support vector machine, SVM)는 원래 분류를 위해 계안되어져 문자인식, 얼굴인식 등의 응용분야에서 좋은 결과를 보여주고 있다. 최근 SVM이론 함수근사로 확장되어 많이 활용되려 하고 있다. 그러나 함수근사를 위한 SVM 알고리즘은 QP(quadratic proramming)문제와 관련되어있어 계산에 시간이 걸리며 QP를 위한 패키지가 있어야 한다. 본 논문에서는 함수근사를 위해 커널-애더트론 알고리즘을 이용한 SVM을 제안하고 QP를 이용한 SVM과 성능을 비교하고자 한다.

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SVM기법을 이용한 진동계의 고장진단에 관한 연구 (Abnormal Diagnostics of Vibration System using SVM)

  • 고광원;오용설;정근용;허훈
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2003년도 춘계학술대회논문집
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    • pp.932-937
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    • 2003
  • When oil pressure of damper is lost or relative stiffness of spring drops in vibration system, it can be fatally dangerous situation. A fault diagnosis method for vibration system using Support Vector Machine(SVM)is suggested in the paper. SVM is used to classify input data or applied to function regression. System status can be classified by judging input data based on optimal separable hyperplane obtained using SVM which learns normal and abnormal status. It is learned from the relationship of system state variables in term of spring, mass and damper. Normal and abnormal status are learned using phase plane as in put space, then the learned SVM is used to construct algorithm to predict the system status quantitatively

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Quantitative Structure Activity Relationship Prediction of Oral Bioavailabilities Using Support Vector Machine

  • Fatemi, Mohammad Hossein;Fadaei, Fatemeh
    • 대한화학회지
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    • 제58권6호
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    • pp.543-552
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    • 2014
  • A quantitative structure activity relationship (QSAR) study is performed for modeling and prediction of oral bioavailabilities of 216 diverse set of drugs. After calculation and screening of molecular descriptors, linear and nonlinear models were developed by using multiple linear regression (MLR), artificial neural network (ANN), support vector machine (SVM) and random forest (RF) techniques. Comparison between statistical parameters of these models indicates the suitability of SVM over other models. The root mean square errors of SVM model were 5.933 and 4.934 for training and test sets, respectively. Robustness and reliability of the developed SVM model was evaluated by performing of leave many out cross validation test, which produces the statistic of $Q^2_{SVM}=0.603$ and SPRESS = 7.902. Moreover, the chemical applicability domains of model were determined via leverage approach. The results of this study revealed the applicability of QSAR approach by using SVM in prediction of oral bioavailability of drugs.

Support Vector Machine을 이용한 고객구매예측모형 (Purchase Prediction Model using the Support Vector Machine)

  • 안현철;한인구;김경재
    • 지능정보연구
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    • 제11권3호
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    • pp.69-81
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    • 2005
  • 고객관계관리는 치열한 경쟁환경에서 각 기업이 생존하기 위해 반드시 필요한 하나의 기업전략이 되었다. 고객관계관리의 방법은 다양하지만 가장 기본적인 방법은 특정 고객이 어떤 상품 혹은 상품군을 구매할 것인지를 정확히 예측하는 것이다. 이미 국내외 실무현장에서 전통적인 데이터마이닝 기법을 활용한 고객구매예측모형이 널리 적용되고 있다. 하지만 전통적인 기법의 경우, 정확도가 상대적으로 떨어지거나 혹은 모형의 구축 및 유지관리가 어렵다는 문제가 종종 제기되어 왔다. 이에 본 연구에서는 기존 모형의 문제점을 개선하기 위한 대안으로, 매우 높은 예측력을 나타내면서 동시에 일반화 능력이 우수한 것으로 알려진 Support Vector Machine(SVM)을 이용하여 고객구매예측모형을 구축하고자 한다. 본 연구에서는 고객구매예측의 도구로써 SVM의 적합성을 판단하기 위하여 전통적인 기법인 로지스틱 회귀분석, 인공신경망과 그 성과를 비교하였다. 그 결과, SVM이 다른 기법들에 비해 상대적으로 우수한 성과를 나타냄을 확인할 수 있었다.

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