• Title/Summary/Keyword: support vector regression machine

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Long Term Prediction of Korean-U.S. Exchange Rate with LS-SVM Models

  • Hwang, Chang-Ha;Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.845-852
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    • 2003
  • Forecasting exchange rate movements is a challenging task since exchange rates impact world economy and determine value of international investments. In particular, Korean-U.S. exchange rate behavior is very important because of strong Korean and U.S. trading relationship. Neural networks models have been used for short-term prediction of exchange rate movements. Least squares support vector machine (LS-SVM) is used widely in real-world regression tasks. This paper describes the use of LS-SVM for short-term and long-term prediction of Korean-U.S. exchange rate.

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

  • Ko, Kwang-Won;Oh, Yong-Sul;Jung, Qeun-Young;Heo, Hoon
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2003.05a
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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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Machine Learning-based Quality Control and Error Correction Using Homogeneous Temporal Data Collected by IoT Sensors (IoT센서로 수집된 균질 시간 데이터를 이용한 기계학습 기반의 품질관리 및 데이터 보정)

  • Kim, Hye-Jin;Lee, Hyeon Soo;Choi, Byung Jin;Kim, Yong-Hyuk
    • Journal of the Korea Convergence Society
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    • v.10 no.4
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    • pp.17-23
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    • 2019
  • In this paper, quality control (QC) is applied to each meteorological element of weather data collected from seven IoT sensors such as temperature. In addition, we propose a method for estimating the data regarded as error by means of machine learning. The collected meteorological data was linearly interpolated based on the basic QC results, and then machine learning-based QC was performed. Support vector regression, decision table, and multilayer perceptron were used as machine learning techniques. We confirmed that the mean absolute error (MAE) of the machine learning models through the basic QC is 21% lower than that of models without basic QC. In addition, when the support vector regression model was compared with other machine learning methods, it was found that the MAE is 24% lower than that of the multilayer neural network and 58% lower than that of the decision table on average.

Applied linear and nonlinear statistical models for evaluating strength of Geopolymer concrete

  • Prem, Prabhat Ranjan;Thirumalaiselvi, A.;Verma, Mohit
    • Computers and Concrete
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    • v.24 no.1
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    • pp.7-17
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    • 2019
  • The complex phenomenon of the bond formation in geopolymer is not well understood and therefore, difficult to model. This paper present applied statistical models for evaluating the compressive strength of geopolymer. The applied statistical models studied are divided into three different categories - linear regression [least absolute shrinkage and selection operator (LASSO) and elastic net], tree regression [decision and bagging tree] and kernel methods (support vector regression (SVR), kernel ridge regression (KRR), Gaussian process regression (GPR), relevance vector machine (RVM)]. The performance of the methods is compared in terms of error indices, computational effort, convergence and residuals. Based on the present study, kernel based methods (GPR and KRR) are recommended for evaluating compressive strength of Geopolymer concrete.

SVQR with asymmetric quadratic loss function

  • Shim, Jooyong;Kim, Malsuk;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1537-1545
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    • 2015
  • Support vector quantile regression (SVQR) can be obtained by applying support vector machine with a check function instead of an e-insensitive loss function into the quantile regression, which still requires to solve a quadratic program (QP) problem which is time and memory expensive. In this paper we propose an SVQR whose objective function is composed of an asymmetric quadratic loss function. The proposed method overcomes the weak point of the SVQR with the check function. We use the iterative procedure to solve the objective problem. Furthermore, we introduce the generalized cross validation function to select the hyper-parameters which affect the performance of SVQR. Experimental results are then presented, which illustrate the performance of proposed SVQR.

APPLICATION OF SUPPORT VECTOR MACHINE TO THE PREDICTION OF GEO-EFFECTIVE HALO CMES

  • Choi, Seong-Hwan;Moon, Yong-Jae;Vien, Ngo Anh;Park, Young-Deuk
    • Journal of The Korean Astronomical Society
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    • v.45 no.2
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    • pp.31-38
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    • 2012
  • In this study we apply Support Vector Machine (SVM) to the prediction of geo-effective halo coronal mass ejections (CMEs). The SVM, which is one of machine learning algorithms, is used for the purpose of classification and regression analysis. We use halo and partial halo CMEs from January 1996 to April 2010 in the SOHO/LASCO CME Catalog for training and prediction. And we also use their associated X-ray flare classes to identify front-side halo CMEs (stronger than B1 class), and the Dst index to determine geo-effective halo CMEs (stronger than -50 nT). The combinations of the speed and the angular width of CMEs, and their associated X-ray classes are used for input features of the SVM. We make an attempt to find the best model by using cross-validation which is processed by changing kernel functions of the SVM and their parameters. As a result we obtain statistical parameters for the best model by using the speed of CME and its associated X-ray flare class as input features of the SVM: Accuracy=0.66, PODy=0.76, PODn=0.49, FAR=0.72, Bias=1.06, CSI=0.59, TSS=0.25. The performance of the statistical parameters by applying the SVM is much better than those from the simple classifications based on constant classifiers.

Comparison of the Machine Learning Models Predicting Lithium-ion Battery Capacity for Remaining Useful Life Estimation (리튬이온 배터리 수명추정을 위한 용량예측 머신러닝 모델의 성능 비교)

  • Yoo, Sangwoo;Shin, Yongbeom;Shin, Dongil
    • Journal of the Korean Institute of Gas
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    • v.24 no.6
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    • pp.91-97
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    • 2020
  • Lithium-ion batteries (LIBs) have a longer lifespan, higher energy density, and lower self-discharge rates than other batteries, therefore, they are preferred as an Energy Storage System (ESS). However, during years 2017-2019, 28 ESS fire accidents occurred in Korea, and accurate capacity estimation of LIB is essential to ensure safety and reliability during operations. In this study, data-driven modeling that predicts capacity changes according to the charging cycle of LIB was conducted, and developed models were compared their performance for the selection of the optimal machine learning model, which includes the Decision Tree, Ensemble Learning Method, Support Vector Regression, and Gaussian Process Regression (GPR). For model training, lithium battery test data provided by NASA was used, and GPR showed the best prediction performance. Based on this study, we will develop an enhanced LIB capacity prediction and remaining useful life estimation model through additional data training, and improve the performance of anomaly detection and monitoring during operations, enabling safe and stable ESS operations.

Traffic Flow Estimation System using a Hybrid Approach

  • Aung, Swe Sw;Nagayama, Itaru;Tamaki, Shiro
    • IEIE Transactions on Smart Processing and Computing
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    • v.6 no.4
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    • pp.281-291
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    • 2017
  • Nowadays, as traffic jams are a daily elementary problem in both developed and developing countries, systems to monitor, predict, and detect traffic conditions are playing an important role in research fields. Comparing them, researchers have been trying to solve problems by applying many kinds of technologies, especially roadside sensors, which still have some issues, and for that reason, any one particular method by itself could not generate sufficient traffic prediction results. However, these sensors have some issues that are not useful for research. Therefore, it may not be best to use them as stand-alone methods for a traffic prediction system. On that note, this paper mainly focuses on predicting traffic conditions based on a hybrid prediction approach, which stands on accuracy comparison of three prediction models: multinomial logistic regression, decision trees, and support vector machine (SVM) classifiers. This is aimed at selecting the most suitable approach by means of integrating proficiencies from these approaches. It was also experimentally confirmed, with test cases and simulations that showed the performance of this hybrid method is more effective than individual methods.

Wireless Internet Service Classification using Data Mining (데이터 마이닝을 이용한 무선 인터넷 서비스 분류기법)

  • Lee, Seong-Jin;Song, Jong-Woo;Ahn, Soo-Han;Won, You-Jip;Chang, Jae-Sung
    • Journal of KIISE:Information Networking
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    • v.36 no.3
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    • pp.153-162
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    • 2009
  • It is a challenging work for service operators to accurately classify different services, which runs on various wireless networks based upon numerous platforms. This works focuses on design and implementation of a classifier, which accurately classifies applications, which are captured horn WiBro Network. Notion of session is introduced for the classifier, instead of commonly used Flow to develop a classifier. Based on session information of given traffic, two classification algorithms are presented, Classification and Regression Tree and Support Vector Machine. Both algorithms are capable of classifying accurately and effectively with misclassification rate of 0.85%, and 0.94%, respectively. This work shows that classifier using CART provides ease of interpreting the result and implementation.