• Journal of the Korean Data and Information Science Society
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• v.20 no.5
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• pp.879-886
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• 2009

The purpose of this article is to present the application of Least Squares Support Vector Machine in analyzing the existing structure of brand. We estimate the parameters of the Market Share Attraction Model using a non-parametric technique for function estimation called Least Squares Support Vector Machine, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. Estimation by Least Squares Support Vector Machine technique makes it a good candidate for solving the Market Share Attraction Model. To illustrate the performance of the proposed method, we use the car sales data in South Korea's car market.

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.831-839
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• 2010

Least squares support vector machine (LS-SVM) is a kernel trick gaining a lot of popularities in the regression and classification problems. We use LS-SVM to propose a iterative algorithm for a nonlinear generalized autoregressive conditional heteroscedasticity model in the mean (GARCH-M) model to estimate the mean and the conditional volatility of stock market returns. The proposed method combines a weighted LS-SVM for the mean and unweighted LS-SVM for the conditional volatility. In this paper, we show that nonlinear GARCH-M models have a higher performance than the linear GARCH model and the linear GARCH-M model via real data estimations.

• Journal of the Korean Data and Information Science Society
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• v.22 no.5
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• pp.921-929
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• 2011

In Information age, the academic liberal art Computer education course set up goals for promoting computer literacy and for developing the ability to cope actively with in Information Society and for improving productivity and competition among nations. In this paper, we analyze on discovering of decisive property and satisfaction index to have a influence on computer education on university students. As a preprocessing method, the proposed method select optimum property using correlation feature selection of machine learning tool based on Java and then we use multiclass least square support vector machine based on statistical learning theory. After applying that compare with multiclass support vector machine and multiclass least square support vector machine, we can see the fact that the proposed method have a excellent result like multiclass support vector machine in analysis of the academic liberal art computer education satisfaction index data.

• The Korean Journal of Applied Statistics
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• v.21 no.1
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• pp.159-168
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• 2008

Since the term structure of interest rates (TSIR) has longitudinal data, we should consider as input variables both time left to maturity and time simultaneously to get a more useful and more efficient function estimation. However, since the resulting data set becomes very large, we need to develop a fast and reliable estimation method for large data set. Furthermore, it tends to overestimate TSIR because data are correlated. To solve these problems we propose a mixture of weighted least squares support vector machines. We recognize that the estimate is well smoothed and well explains effects of the third stock market crash in USA through applying the proposed method to the US Treasury bonds data.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.739-748
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• 2012

In this paper we propose a mixed effects least squares support vector machine (LS-SVM) for the censored data which are observed from different groups. We use weights by which the randomly right censoring is taken into account in the nonlinear regression. The weights are formed with Kaplan-Meier estimates of censoring distribution. In the proposed model a random effects term representing inter-group variation is included. Furthermore generalized cross validation function is proposed for the selection of the optimal values of hyper-parameters. Experimental results are then presented which indicate the performance of the proposed LS-SVM by comparing with a standard LS-SVM for the censored data.

• Journal of the Korea Society of Computer and Information
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• v.26 no.4
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• pp.1-9
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• 2021

In this paper, we propose a training algorithm of support vector machine (SVM) with a sensitive variable. Although machine learning models enable automatic decision making in the real world applications, regulations prohibit sensitive information from being used to protect privacy. In particular, the privacy protection of the legally protected attributes such as race, gender, and disability is compulsory. We present an efficient least square SVM (LSSVM) training algorithm using a fully homomorphic encryption (FHE) to protect a partial sensitive attribute. Our framework posits that data owner has both non-sensitive attributes and a sensitive attribute while machine learning service provider (MLSP) can get non-sensitive attributes and an encrypted sensitive attribute. As a result, data owner can obtain the encrypted model parameters without exposing their sensitive information to MLSP. In the inference phase, both non-sensitive attributes and a sensitive attribute are encrypted, and all computations should be conducted on encrypted domain. Through the experiments on real data, we identify that our proposed method enables to implement privacy-preserving sensitive LSSVM with FHE that has comparable performance with the original LSSVM algorithm. In addition, we demonstrate that the efficient sensitive LSSVM with FHE significantly improves the computational cost with a small degradation of performance.