• Title/Summary/Keyword: Fuzzy Support Vector Regression

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Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis

  • Shim, Joo-Yong;Hwang, Chang-Ha;Hong, Dug-Hun
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.335-348
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    • 2009
  • Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.

Least-Squares Support Vector Machine for Regression Model with Crisp Inputs-Gaussian Fuzzy Output

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.507-513
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    • 2004
  • Least-squares support vector machine (LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. In this paper, we propose LS-SVM approach to evaluating fuzzy regression model with multiple crisp inputs and a Gaussian fuzzy output. The proposed algorithm here is model-free method in the sense that we do not need assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

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Fuzzy c-Regression Using Weighted LS-SVM

  • Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.10a
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    • pp.161-169
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    • 2005
  • In this paper we propose a fuzzy c-regression model based on weighted least squares support vector machine(LS-SVM), which can be used to detect outliers in the switching regression model while preserving simultaneous yielding the estimates of outputs together with a fuzzy c-partitions of data. It can be applied to the nonlinear regression which does not have an explicit form of the regression function. We illustrate the new algorithm with examples which indicate how it can be used to detect outliers and fit the mixed data to the nonlinear regression models.

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Hybrid Fuzzy Least Squares Support Vector Machine Regression for Crisp Input and Fuzzy Output

  • Shim, Joo-Yong;Seok, Kyung-Ha;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.141-151
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    • 2010
  • Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

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

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.821-830
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    • 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.

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Estimating Fuzzy Regression with Crisp Input-Output Using Quadratic Loss Support Vector Machine

  • Hwang, Chang-Ha;Hong, Dug-Hun;Lee, Sang-Bock
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.53-59
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    • 2004
  • Support vector machine(SVM) approach to regression can be found in information science literature. SVM implements the regularization technique which has been introduced as a way of controlling the smoothness properties of regression function. In this paper, we propose a new estimation method based on quadratic loss SVM for a linear fuzzy regression model of Tanaka's, and furthermore propose a estimation method for nonlinear fuzzy regression. This approach is a very attractive approach to evaluate nonlinear fuzzy model with crisp input and output data.

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Switching Regression Analysis via Fuzzy LS-SVM

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.609-617
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    • 2006
  • A new fuzzy c-regression algorithm for switching regression analysis is presented, which combines fuzzy c-means clustering and least squares support vector machine. This algorithm can detect outliers in switching regression models while yielding the simultaneous estimates of the associated parameters together with a fuzzy c-partitions of data. It can be employed for the model-free nonlinear regression which does not assume the underlying form of the regression function. We illustrate the new approach with some numerical examples that show how it can be used to fit switching regression models to almost all types of mixed data.

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A Recent Development in Support Vector Machine Classification

  • Hong, Dug-Hun;Hwang, Chang-Ha;Na, Eun-Young
    • 한국데이터정보과학회:학술대회논문집
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    • 2002.06a
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    • pp.23-28
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    • 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.

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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
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    • v.40 no.7
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    • pp.607-614
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    • 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.

A Clustering Approach to Wind Power Prediction based on Support Vector Regression

  • Kim, Seong-Jun;Seo, In-Yong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.12 no.2
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    • pp.108-112
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    • 2012
  • A sustainable production of electricity is essential for low carbon green growth in South Korea. The generation of wind power as renewable energy has been rapidly growing around the world. Undoubtedly wind energy is unlimited in potential. However, due to its own intermittency and volatility, there are difficulties in the effective harvesting of wind energy and the integration of wind power into the current electric power grid. To cope with this, many works have been done for wind speed and power forecasting. It is reported that, compared with physical persistent models, statistical techniques and computational methods are more useful for short-term forecasting of wind power. Among them, support vector regression (SVR) has much attention in the literature. This paper proposes an SVR based wind speed forecasting. To improve the forecasting accuracy, a fuzzy clustering is adopted in the process of SVR modeling. An illustrative example is also given by using real-world wind farm dataset. According to the experimental results, it is shown that the proposed method provides better forecasts of wind power.