• Title/Summary/Keyword: support vector regression

Search Result 539, Processing Time 0.029 seconds

A Study on the Support Vector Machine Based Fuzzy Time Series Model

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.3
    • /
    • pp.821-830
    • /
    • 2006
  • This paper develops support vector based fuzzy linear and nonlinear regression models and applies it to forecasting the exchange rate. We use the result of Tanaka(1982, 1987) for crisp input and output. The model makes it possible to forecast the best and worst possible situation based on fewer than 50 observations. We show that the developed model is good through real data.

  • PDF

Prediction Intervals for LS-SVM Regression using the Bootstrap

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.2
    • /
    • pp.337-343
    • /
    • 2003
  • In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

  • PDF

Weighted LS-SVM Regression for Right Censored Data

  • Kim, Dae-Hak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.3
    • /
    • pp.765-776
    • /
    • 2006
  • In this paper we propose an estimation method on the regression model with randomly censored observations of the training data set. The weighted least squares support vector machine regression is applied for the regression function estimation by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed estimation method.

Parameter Tuning in Support Vector Regression for Large Scale Problems (대용량 자료에 대한 서포트 벡터 회귀에서 모수조절)

  • Ryu, Jee-Youl;Kwak, Minjung;Yoon, Min
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.25 no.1
    • /
    • pp.15-21
    • /
    • 2015
  • In support vector machine, the values of parameters included in kernels affect strongly generalization ability. It is often difficult to determine appropriate values of those parameters in advance. It has been observed through our studies that the burden for deciding the values of those parameters in support vector regression can be reduced by utilizing ensemble learning. However, the straightforward application of the method to large scale problems is too time consuming. In this paper, we propose a method in which the original data set is decomposed into a certain number of sub data set in order to reduce the burden for parameter tuning in support vector regression with large scale data sets and imbalanced data set, particularly.

Real-time seismic structural response prediction system based on support vector machine

  • Lin, Kuang Yi;Lin, Tzu Kang;Lin, Yo
    • Earthquakes and Structures
    • /
    • v.18 no.2
    • /
    • pp.163-170
    • /
    • 2020
  • Floor acceleration plays a major role in the seismic design of nonstructural components and equipment supported by structures. Large floor acceleration may cause structural damage to or even collapse of buildings. For precision instruments in high-tech factories, even small floor accelerations can cause considerable damage in this study. Six P-wave parameters, namely the peak measurement of acceleration, peak measurement of velocity, peak measurement of displacement, effective predominant period, integral of squared velocity, and cumulative absolute velocity, were estimated from the first 3 s of a vertical ground acceleration time history. Subsequently, a new predictive algorithm was developed, which utilizes the aforementioned parameters with the floor height and fundamental period of the structure as the new inputs of a support vector regression model. Representative earthquakes, which were recorded by the Structure Strong Earthquake Monitoring System of the Central Weather Bureau in Taiwan from 1992 to 2016, were used to construct the support vector regression model for predicting the peak floor acceleration (PFA) of each floor. The results indicated that the accuracy of the predicted PFA, which was defined as a PFA within a one-level difference from the measured PFA on Taiwan's seismic intensity scale, was 96.96%. The proposed system can be integrated into the existing earthquake early warning system to provide complete protection to life and the economy.

A Recent Development in Support Vector Machine Classification

  • Hong, Dug-Hun;Hwang, Chang-Ha;Na, Eun-Young
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2002.06a
    • /
    • pp.23-28
    • /
    • 2002
  • Support vector machine(SVM) has been very successful in classification, regression, time series prediction and density estimation. In this paper, we will propose SVM for fuzzy data classification.

  • PDF

Support Vector Machine for Linear Regression

  • Hwang, Changha;Seok, Kyungha
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.2
    • /
    • pp.337-344
    • /
    • 1999
  • Support vector machine(SVM) is a new and very promising regression and classification technique developed by Vapnik and his group at AT&T Bell laboratories. This article provides a brief overview of SVM focusing on linear regression. We explain from statistical point of view why SVM might be attractive and how this could be compared with other linear regression techniques. Furthermore. we explain model selection based on VC-theory.

  • PDF

A Genetic Algorithm and Support Vector Regression based Hybrid Cost Estimation Model for Feature-based Plastic Injection Products (특징기반 플라스틱 사출제품을 위한 유전자 알고리즘과 Support Vector Regression 기반의 하이브리드 비용 평가 모델)

  • Seo, Kwang-Kyu
    • Journal of the Korea Safety Management & Science
    • /
    • v.14 no.3
    • /
    • pp.269-276
    • /
    • 2012
  • 플라스틱 사출 제품은 다양한 가전제품과 하이테크 제품에 널리 사용되고 있다. 그러나 현재의 치열한 경쟁적 비즈니스 환경에서 플라스틱 사출 제품 제조업자들은 고객을 만족시키면서 경쟁력을 얻기 위하여 다른 경쟁자들보다 먼저 새로운 제품을 시장에 출시하고 신제품의 개발기간을 줄이기 위한 노력을 할 여유가 부족하다. 따라서 무한경쟁의 시장에서 살아남기 위해서는 제조업자들은 시장 마켓 점유를 빠르게 올리는 것과 동시에 제품의 가격 경쟁력을 가져야 한다. 특징기반 모델의 구조는 현재 연구에서 3D 제작 도구로서 일반적으로 적용되고 있으며 신제품 개발 엔지니어들이 새로운 제품의 개념을 개발하는 데에도 널리 사용되고 있다. 본 연구에서는 특징기반 플라스틱 사출제품을 위한 유전자 알고리즘과 Support Vector Regression (SVR) 기반의 새로운 하이브리드 비용 평가 모델을 제안한다. 제안하는 하이브리드 모델은 기존의 플라스틱 사출제품의 비용평가절차와 계산을 위해 필요로 하는 변수들을 극적으로 간단하게 하고 줄일 수 있다. 사례연구에서는 제안하는 하이브리드 모델과 기존의 multilayer perceptron networks (MLP) 및 pure SVR과의 비교분석을 통하여 제안모델이 플라스틱 사출 제품의 개발단계에서의 비용평가문제를 해결하는데 효율성과 효과성이 있음을 입증한다.

FUZZY SUPPORT VECTOR REGRESSION MODEL FOR THE CALCULATION OF THE COLLAPSE MOMENT FOR WALL-THINNED PIPES

  • Yang, Heon-Young;Na, Man-Gyun;Kim, Jin-Weon
    • Nuclear Engineering and Technology
    • /
    • v.40 no.7
    • /
    • pp.607-614
    • /
    • 2008
  • Since pipes with wall-thinning defects can collapse at fluid pressure that are lower than expected, the collapse moment of wall-thinned pipes should be determined accurately for the safety of nuclear power plants. Wall-thinning defects, which are mostly found in pipe bends and elbows, are mainly caused by flow-accelerated corrosion. This lowers the failure pressure, load-carrying capacity, deformation ability, and fatigue resistance of pipe bends and elbows. This paper offers a support vector regression (SVR) model further enhanced with a fuzzy algorithm for calculation of the collapse moment and for evaluating the integrity of wall-thinned piping systems. The fuzzy support vector regression (FSVR) model is applied to numerical data obtained from finite element analyses of piping systems with wall-thinning defects. In this paper, three FSVR models are developed, respectively, for three data sets divided into extrados, intrados, and crown defects corresponding to three different defect locations. It is known that FSVR models are sufficiently accurate for an integrity evaluation of piping systems from laser or ultrasonic measurements of wall-thinning defects.