• Title/Summary/Keyword: Support vector regression (SVR)

Search Result 155, Processing Time 0.024 seconds

River stage forecasting models using support vector regression and optimization algorithms (Support vector regression과 최적화 알고리즘을 이용한 하천수위 예측모델)

  • Seo, Youngmin;Kim, Sungwon
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2015.05a
    • /
    • pp.606-609
    • /
    • 2015
  • 본 연구에서는 support vector regression (SVR) 및 매개변수 최적화 알고리즘을 이용한 하천수위 예측모델을 구축하고 이를 실제 유역에 적용하여 모델 효율성을 평가하였다. 여기서, SVR은 하천수위를 예측하기 위한 예측모델로서 채택되었으며, 커널함수 (Kernel function)로서는 radial basis function (RBF)을 선택하였다. 최적화 알고리즘은 SVR의 최적 매개변수 (C?, cost parameter or regularization parameter; ${\gamma}$, RBF parameter; ${\epsilon}$, insensitive loss function parameter)를 탐색하기 위하여 적용되었다. 매개변수 최적화 알고리즘으로는 grid search (GS), genetic algorithm (GA), particle swarm optimization (PSO), artificial bee colony (ABC) 알고리즘을 채택하였으며, 비교분석을 통해 최적화 알고리즘의 적용성을 평가하였다. 또한 SVR과 최적화 알고리즘을 결합한 모델 (SVR-GS, SVR-GA, SVR-PSO, SVR-ABC)은 기존에 수자원 분야에서 널리 적용되어온 신경망(Artificial neural network, ANN) 및 뉴로퍼지 (Adaptive neuro-fuzzy inference system, ANFIS) 모델과 비교하였다. 그 결과, 모델 효율성 측면에서 SVR-GS, SVR-GA, SVR-PSO 및 SVR-ABC는 ANN보다 우수한 결과를 나타내었으며, ANFIS와는 비슷한 결과를 나타내었다. 또한 SVR-GA, SVR-PSO 및 SVR-ABC는 SVR-GS보다 상대적으로 우수한 결과를 나타내었으며, 모델 효율성 측면에서 SVR-PSO 및 SVR-ABC는 가장 우수한 모델 성능을 나타내었다. 따라서 본 연구에서 적용한 매개변수 최적화 알고리즘은 SVR의 매개변수를 최적화하는데 효과적임을 확인할 수 있었다. SVR과 최적화 알고리즘을 이용한 하천수위 예측모델은 기존의 ANN 및 ANFIS 모델과 더불어 하천수위 예측을 위한 효과적인 도구로 사용될 수 있을 것으로 판단된다.

  • PDF

Semiparametric Nu-Support Vector Regression (정해진 기저함수가 포함되는 Nu-SVR 학습방법)

  • 김영일;조원희;박주영
    • Proceedings of the Korean Institute of Intelligent Systems Conference
    • /
    • 2003.05a
    • /
    • pp.81-84
    • /
    • 2003
  • $\varepsilon$-SVR(e-Support Vector Regression)학습방법은 SV(Support Vector)들을 이용하여 함수 근사(Regression)하는 방법으로 최근 주목받고 있는 기법이다. SVM(SV machine)의 한 가지 방법으로, 신경망을 기반으로 한 다른 알고리즘들이 학습과정에서 지역적 최적해로 수렴하는 등의 문제를 한계로 갖는데 반해, 이러한 구조들을 대체할 수 있는 학습방법으로 사용될 수 있다. 일반적인 $\varepsilon$-SVR에서는 학습 데이터와 관사 함수 f사이에 허용 가능한 에러범위 $\varepsilon$값이 학습하기 전에 정해진다. 그러나 Nu-SVR(ν-version SVR)학습방법은 학습의 결과로 최적화 된 $\varepsilon$값을 얻을 수 있다. 정해진 기저함수가 포함되는 $\varepsilon$-SVR 학습방법(Sermparametric SVR)은 정해진 독립 기저함수를 사용하여 함수를 근사하는 방법으로, 일반적인 $\varepsilon$-SVR 학습방범에 비해 우수한 결과를 나타내는 것이 성공적으로 입증된 바 있다. 이에 따라, 본 논문에서는 정해진 기저함수가 포함된 ν-SVR 학습 방법을 제안하고, 이에 대한 수식을 유도하였다. 그리고, 모의 실험을 통하여 제안된 Sermparametric ν-SVR 학습 방법의 적용 가능성을 알아보았다.

  • PDF

Estimating Software Development Cost using Support Vector Regression (Support Vector Regression을 이용한 소프트웨어 개발비 예측)

  • Park, Chan-Kyoo
    • Korean Management Science Review
    • /
    • v.23 no.2
    • /
    • pp.75-91
    • /
    • 2006
  • The purpose of this paper is to propose a new software development cost estimation method using SVR(Support Vector Regression) SVR, one of machine learning techniques, has been attracting much attention for its theoretic clearness and food performance over other machine learning techniques. This paper may be the first study in which SVR is applied to the field of software cost estimation. To derive the new method, we analyze historical cost data including both well-known overseas and domestic software projects, and define cost drivers affecting software cost. Then, the SVR model is trained using the historical data and its estimation accuracy is compared with that of the linear regression model. Experimental results show that the SVR model produces more accurate prediction than the linear regression model.

Mechanical Parameter Identification of Servo Systems using Robust Support Vector Regression (Support Vector Regression을 이용한 서보 시스템의 기계적 상수 추정)

  • Cho Kyung-Rae;Seok Jul-Ki
    • The Transactions of the Korean Institute of Power Electronics
    • /
    • v.10 no.5
    • /
    • pp.468-480
    • /
    • 2005
  • The overall performance of AC servo system is greatly affected the uncertainties of unpredictable mechanical parameter variations and external load disturbances. To overcome this problem, it is necessary to know different parameters and load disturbances subjected to position/speed control. This paper proposes an on-line identification method of mechanical parameters/load disturbances for AC servo system using support vector regression(SVR). The experimental results demonstrate that the proposed SVR algorithm is appropriate for control of unknown servo systems even with time-varying/nonlinear parameters.

Rotor flux Observer Using Robust Support Vector Regression for Field Oriented Induction Mmotor Drives (유도전동기 벡터제어를 위한 Support Vector Regression을 이용한 회전자자속 추정기)

  • Han Dong Chang;Back Woon Jae;Kim Sung Rag;Kim Han Kil;Lee Suk Gyu;Park Jung IL
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.22 no.2
    • /
    • pp.70-78
    • /
    • 2005
  • In this paper, a novel rotor flux estimation method of an induction motor using support vector regression(SVR) is presented. Two well-known different flux models with respect to voltage and current are necessary to estimate the rotor flux of an induction motor. Training of SVR which the theory of the SVR algorithm leads to a quadratic programming(QP) problem. The proposed SVR 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.

Semi-supervised regression based on support vector machine

  • Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
    • /
    • v.25 no.2
    • /
    • pp.447-454
    • /
    • 2014
  • In many practical machine learning and data mining applications, unlabeled training examples are readily available but labeled ones are fairly expensive to obtain. Therefore semi-supervised learning algorithms have attracted much attentions. However, previous research mainly focuses on classication problems. In this paper, a semi-supervised regression method based on support vector regression (SVR) formulation that is proposed. The estimator is easily obtained via the dual formulation of the optimization problem. The experimental results with simulated and real data suggest superior performance of the our proposed method compared with standard SVR.

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

  • Jun, Sung-Hae
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.17 no.5
    • /
    • pp.679-683
    • /
    • 2007
  • Statistical learning theory by Vapnik consists of support vector machine(SVM), support vector regression(SVR), and support vector clustering(SVC) for classification, regression, and clustering respectively. In this algorithms, SVC is good clustering algorithm using support vectors based on Gaussian kernel function. But, similar to SVM and SVR, SVC needs to determine kernel parameters and regularization constant optimally. In general, the parameters have been determined by the arts of researchers and grid search which is demanded computing time heavily. In this paper, we propose a differential evolution based SVC(DESVC) which combines differential evolution into SVC for efficient selection of kernel parameters and regularization constant. To verify improved performance of our DESVC, we make experiments using the data sets from UCI machine learning repository and simulation.

A Reliability Prediction Method for Weapon Systems using Support Vector Regression (지지벡터회귀분석을 이용한 무기체계 신뢰도 예측기법)

  • Na, Il-Yong
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.16 no.5
    • /
    • pp.675-682
    • /
    • 2013
  • Reliability analysis and prediction of next failure time is critical to sustain weapon systems, concerning scheduled maintenance, spare parts replacement and maintenance interventions, etc. Since 1981, many methodology derived from various probabilistic and statistical theories has been suggested to do that activity. Nowadays, many A.I. tools have been used to support these predictions. Support Vector Regression(SVR) is a nonlinear regression technique extended from support vector machine. SVR can fit data flexibly and it has a wide variety of applications. This paper utilizes SVM and SVR with combining time series to predict the next failure time based on historical failure data. A numerical case using failure data from the military equipment is presented to demonstrate the performance of the proposed approach. Finally, the proposed approach is proved meaningful to predict next failure point and to estimate instantaneous failure rate and MTBF.

Application of an Optimized Support Vector Regression Algorithm in Short-Term Traffic Flow Prediction

  • Ruibo, Ai;Cheng, Li;Na, Li
    • Journal of Information Processing Systems
    • /
    • v.18 no.6
    • /
    • pp.719-728
    • /
    • 2022
  • The prediction of short-term traffic flow is the theoretical basis of intelligent transportation as well as the key technology in traffic flow induction systems. The research on short-term traffic flow prediction has showed the considerable social value. At present, the support vector regression (SVR) intelligent prediction model that is suitable for small samples has been applied in this domain. Aiming at parameter selection difficulty and prediction accuracy improvement, the artificial bee colony (ABC) is adopted in optimizing SVR parameters, which is referred to as the ABC-SVR algorithm in the paper. The simulation experiments are carried out by comparing the ABC-SVR algorithm with SVR algorithm, and the feasibility of the proposed ABC-SVR algorithm is verified by result analysis. Continuously, the simulation experiments are carried out by comparing the ABC-SVR algorithm with particle swarm optimization SVR (PSO-SVR) algorithm and genetic optimization SVR (GA-SVR) algorithm, and a better optimization effect has been attained by simulation experiments and verified by statistical test. Simultaneously, the simulation experiments are carried out by comparing the ABC-SVR algorithm and wavelet neural network time series (WNN-TS) algorithm, and the prediction accuracy of the proposed ABC-SVR algorithm is improved and satisfactory prediction effects have been obtained.

e-SVR using IRWLS Procedure

  • Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.4
    • /
    • pp.1087-1094
    • /
    • 2005
  • e-insensitive support vector regression(e-SVR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. In this paper we propose an iterative reweighted least squares(IRWLS) procedure to solve the quadratic problem of e-SVR with a modified loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of e-SVR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for e-SVR.

  • PDF