• 제목/요약/키워드: Support Vector Machine Model

검색결과 708건 처리시간 0.027초

Quadratic Loss Support Vector Interval Regression Machine for Crisp Input-Output Data

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.449-455
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval regression models for crisp input-output data. The proposed method is based on quadratic loss SVM, which implements quadratic programming approach giving more diverse spread coefficients than a linear programming one. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

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Weighted Support Vector Machines for Heteroscedastic Regression

  • Park, Hye-Jung;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.467-474
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    • 2006
  • In this paper we present a weighted support vector machine(SVM) and a weighted least squares support vector machine(LS-SVM) for the prediction in the heteroscedastic regression model. By adding weights to standard SVM and LS-SVM the better fitting ability can be achieved when errors are heteroscedastic. In the numerical studies, we illustrate the prediction performance of the proposed procedure by comparing with the procedure which combines standard SVM and LS-SVM and wild bootstrap for the prediction.

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

  • 박찬규
    • 경영과학
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    • 제23권2호
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    • pp.75-91
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    • 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.

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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    • 제17권3호
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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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Model of Least Square Support Vector Machine (LSSVM) for Prediction of Fracture Parameters of Concrete

  • Kulkrni, Kallyan S.;Kim, Doo-Kie;Sekar, S.K.;Samui, Pijush
    • International Journal of Concrete Structures and Materials
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    • 제5권1호
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    • pp.29-33
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    • 2011
  • This article employs Least Square Support Vector Machine (LSSVM) for determination of fracture parameters of concrete: critical stress intensity factor ($K_{Ic}^s$) and the critical crack tip opening displacement ($CTOD_c$). LSSVM that is firmly based on the theory of statistical learning theory uses regression technique. The results are compared with a widely used Artificial Neural Network (ANN) Models of LSSVM have been developed for prediction of $K_{Ic}^s$ and $CTOD_c$, and then a sensitivity analysis has been performed to investigate the importance of the input parameters. Equations have been also developed for determination of $K_{Ic}^s$ and $CTOD_c$. The developed LSSVM also gives error bar. The results show that the developed model of LSSVM is very predictable in order to determine fracture parameters of concrete.

Support Vector Machine을 이용한 부도예측모형의 개발 -격자탐색을 이용한 커널 함수의 최적 모수 값 선정과 기존 부도예측모형과의 성과 비교- (Support Vector Bankruptcy Prediction Model with Optimal Choice of RBF Kernel Parameter Values using Grid Search)

  • 민재형;이영찬
    • 한국경영과학회지
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    • 제30권1호
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    • pp.55-74
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    • 2005
  • Bankruptcy prediction has drawn a lot of research interests in previous literature, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper employs a relatively new machine learning technique, support vector machines (SVMs). to bankruptcy prediction problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, we use grid search technique using 5-fold cross-validation to find out the optimal values of the parameters of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM. we compare its performance with multiple discriminant analysis (MDA), logistic regression analysis (Logit), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

Support Vector Machine을 이용한 고객이탈 예측모형에 관한 연구 (A Study on Customer Segmentation Prediction Model using Support Vector Machine)

  • 서광규
    • 대한안전경영과학회지
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    • 제7권1호
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    • pp.199-210
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    • 2005
  • Customer segmentation prediction has attracted a lot of research interests in previous literature, and recent studies have shown that artificial neural networks (ANN) method achieved better performance than traditional statistical ones. However, ANN approaches have suffered from difficulties with generalization, producing models that can overfit the data. This paper employs a relatively new machine learning technique, support vector machines (SVM), to the customer segmentation prediction problem in an attempt to provide a model with better explanatory power. To evaluate the prediction accuracy of SVM, we compare its performance with logistic regression analysis and ANN. The experiment results with real data of insurance company show that SVM superiors to them.

Support Vector Machine을 이용한 교육시설 초기 공사비 예측에 관한 연구 (A Study on Predicting Construction Cost of School Building Projects Based on Support Vector Machine Technique at the Early Project Stage)

  • 신재민;박현영;신윤석;김광희
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2012년도 추계 학술논문 발표대회
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    • pp.153-154
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    • 2012
  • The accuracy of cost estimation at an early stage in school building project is one of the critical factors for successful completion. So many method and techniques have developed that can estimate construction cost using limited information available in the early stage. Among the techniques, Support Vector Machine(SVM) has received attention in various field due to its excellent capacity for self-learning and generalization performance. Therefore, the purpose of this study is to verify the applicability of cost prediction model based on SVM in school building project at the early stage. Data used in this study are 139 school building cost constructed from 2004 to 2007 in Gyeonggi-Do. And prediction error rate of 7.48% in support vector machine is obtained. So the results showed applicability of using SVM model for predicting construction cost of school building projects.

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COMPARATIVE STUDY OF THE PERFORMANCE OF SUPPORT VECTOR MACHINES WITH VARIOUS KERNELS

  • Nam, Seong-Uk;Kim, Sangil;Kim, HyunMin;Yu, YongBin
    • East Asian mathematical journal
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    • 제37권3호
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    • pp.333-354
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    • 2021
  • A support vector machine (SVM) is a state-of-the-art machine learning model rooted in structural risk minimization. SVM is underestimated with regards to its application to real world problems because of the difficulties associated with its use. We aim at showing that the performance of SVM highly depends on which kernel function to use. To achieve these, after providing a summary of support vector machines and kernel function, we constructed experiments with various benchmark datasets to compare the performance of various kernel functions. For evaluating the performance of SVM, the F1-score and its Standard Deviation with 10-cross validation was used. Furthermore, we used taylor diagrams to reveal the difference between kernels. Finally, we provided Python codes for all our experiments to enable re-implementation of the experiments.

면역 알고리즘 기반의 서포트 벡터 회귀를 이용한 소프트웨어 신뢰도 추정 (Estimation of Software Reliability with Immune Algorithm and Support Vector Regression)

  • 권기태;이준길
    • 한국IT서비스학회지
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    • 제8권4호
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    • pp.129-140
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    • 2009
  • The accurate estimation of software reliability is important to a successful development in software engineering. Until recent days, the models using regression analysis based on statistical algorithm and machine learning method have been used. However, this paper estimates the software reliability using support vector regression, a sort of machine learning technique. Also, it finds the best set of optimized parameters applying immune algorithm, changing the number of generations, memory cells, and allele. The proposed IA-SVR model outperforms some recent results reported in the literature.