• Title/Summary/Keyword: Support Vector Machine Model

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Geographically weighted least squares-support vector machine

  • Hwang, Changha;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.227-235
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    • 2017
  • When the spatial information of each location is given specifically as coordinates it is popular to use the geographically weighted regression to incorporate the spatial information by assuming that the regression parameters vary spatially across locations. In this paper, we relax the linearity assumption of geographically weighted regression and propose a geographically weighted least squares-support vector machine for estimating geographically weighted mean by using the basic concept of kernel machines. Generalized cross validation function is induced for the model selection. Numerical studies with real datasets have been conducted to compare the performance of proposed method with other methods for predicting geographically weighted mean.

FORECASTING GOLD FUTURES PRICES CONSIDERING THE BENCHMARK INTEREST RATES

  • Lee, Donghui;Kim, Donghyun;Yoon, Ji-Hun
    • Journal of the Chungcheong Mathematical Society
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    • v.34 no.2
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    • pp.157-168
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    • 2021
  • This study uses the benchmark interest rate of the Federal Open Market Committee (FOMC) to predict gold futures prices. For the predictions, we used the support vector machine (SVM) (a machine-learning model) and the long short-term memory (LSTM) deep-learning model. We found that the LSTM method is more accurate than the SVM method. Moreover, we applied the Boruta algorithm to demonstrate that the FOMC benchmark interest rates correlate with gold futures.

Utilization of support vector machine for prediction of fracture parameters of concrete

  • Samui, Pijush;Kim, Dookie
    • Computers and Concrete
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    • v.9 no.3
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    • pp.215-226
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    • 2012
  • This article employs Support Vector Machine (SVM) for determination of fracture parameters critical stress intensity factor ($K^s_{Ic}$) and the critical crack tip opening displacement ($CTOD_c$) of concrete. SVM that is firmly based on the theory of statistical learning theory, uses regression technique by introducing ${\varepsilon}$-insensitive loss function has been adopted. The results are compared with a widely used Artificial Neural Network (ANN) model. Equations have been also developed for prediction of $K^s_{Ic}$ and $CTOD_c$. A sensitivity analysis has been also performed to investigate the importance of the input parameters. The results of this study show that the developed SVM is a robust model for determination of $K^s_{Ic}$ and $CTOD_c$ of concrete.

Quantitative Structure Activity Relationship Prediction of Oral Bioavailabilities Using Support Vector Machine

  • Fatemi, Mohammad Hossein;Fadaei, Fatemeh
    • Journal of the Korean Chemical Society
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    • v.58 no.6
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    • pp.543-552
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    • 2014
  • A quantitative structure activity relationship (QSAR) study is performed for modeling and prediction of oral bioavailabilities of 216 diverse set of drugs. After calculation and screening of molecular descriptors, linear and nonlinear models were developed by using multiple linear regression (MLR), artificial neural network (ANN), support vector machine (SVM) and random forest (RF) techniques. Comparison between statistical parameters of these models indicates the suitability of SVM over other models. The root mean square errors of SVM model were 5.933 and 4.934 for training and test sets, respectively. Robustness and reliability of the developed SVM model was evaluated by performing of leave many out cross validation test, which produces the statistic of $Q^2_{SVM}=0.603$ and SPRESS = 7.902. Moreover, the chemical applicability domains of model were determined via leverage approach. The results of this study revealed the applicability of QSAR approach by using SVM in prediction of oral bioavailability of drugs.

Tuning the Architecture of Support Vector Machine: The Case of Bankruptcy Prediction

  • Min, Jae-H.;Jeong, Chul-Woo;Kim, Myung-Suk
    • Management Science and Financial Engineering
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    • v.17 no.1
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    • pp.19-43
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    • 2011
  • Tuning the architecture of SVM (support vector machine) is to build an SVM model of better performance. Two different tuning methods of the grid search and the GA (genetic algorithm) have been addressed in the literature, each of which has its own methodological pros and cons. This paper suggests a combined method for tuning the architecture of SVM models, which employs the GAM (generalized additive models), the grid search, and the GA in sequence. The GAM is used for selecting input variables, and the grid search and the GA are employed for finding optimal parameter values of the SVM models. Applying the method to a bankruptcy prediction problem, we show that SVM model tuned by the proposed method outperforms other SVM models.

Comprehensive evaluation of cleaner production in thermal power plants based on an improved least squares support vector machine model

  • Ye, Minquan;Sun, Jingyi;Huang, Shenhai
    • Environmental Engineering Research
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    • v.24 no.4
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    • pp.559-565
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    • 2019
  • In order to alleviate the environmental pressure caused by production process of thermal power plants, the application of cleaner production is imperative. To estimate the implementation effects of cleaner production in thermal plants and optimize the strategy duly, it is of great significance to take a comprehensive evaluation for sustainable development. In this paper, a hybrid model that integrated the analytic hierarchy process (AHP) with least squares support vector machine (LSSVM) algorithm optimized by grid search (GS) algorithm is proposed. Based on the establishment of the evaluation index system, AHP is employed to pre-process the data and GS is introduced to optimize the parameters in LSSVM, which can avoid the randomness and inaccuracy of parameters' setting. The results demonstrate that the combined model is able to be employed in the comprehensive evaluation of the cleaner production in the thermal power plants.

A Study on the Selection Model of Retaining Wall Methods Using Support Vector Machines (Support Vector Machine을 이용한 흙막이공법 선정모델에 관한 연구)

  • Kim, Jae-Yeob;Park, U-Yeol
    • Korean Journal of Construction Engineering and Management
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    • v.7 no.2 s.30
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    • pp.118-126
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    • 2006
  • There is a greater importance for underground work designed and built in the urban areas when it comes to considering the cost-effectiveness and the period of construction commensurate with an increasing trend of skyscrapers. At this stage of underground work, it's extremely necessary to choose a proper earth retaining method. Therefore, the study has suggested the rational retaining wall method by developing the support vector machine(SVM) model as a tool to choose a proper retaining wall method applied at the stage of selecting the earth retaining method. In order to develop the SVM model, the binary SVM classifier is expanded into a multi-class classifier. and to present the feasibility of our SVM model, we considered 129 projects. Applying the 'SVM Model' developed in the study to the designing and developing stages of the earth retaining work will contribute to the successful outcomes by decreasing any changes of design from implementing the earth retaining.

Prediction of uplift capacity of suction caisson in clay using extreme learning machine

  • Muduli, Pradyut Kumar;Das, Sarat Kumar;Samui, Pijush;Sahoo, Rupashree
    • Ocean Systems Engineering
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    • v.5 no.1
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    • pp.41-54
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    • 2015
  • This study presents the development of predictive models for uplift capacity of suction caisson in clay using an artificial intelligence technique, extreme learning machine (ELM). Other artificial intelligence models like artificial neural network (ANN), support vector machine (SVM), relevance vector machine (RVM) models are also developed to compare the ELM model with above models and available numerical models in terms of different statistical criteria. A ranking system is presented to evaluate present models in identifying the 'best' model. Sensitivity analyses are made to identify important inputs contributing to the developed models.

Estimating Basin of Attraction for Multi-Basin Processes Using Support Vector Machine

  • Lee, Dae-Won;Lee, Jae-Wook
    • Management Science and Financial Engineering
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    • v.18 no.1
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    • pp.49-53
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    • 2012
  • A novel method of transient stability analysis is presented in this paper. The proposed method extracts data points near the basin-of-attraction boundary and then builds a support vector machine (SVM) model learned from the generated data. The constructed SVM classifier has been shown to reduce dramatically the conservativeness of the estimated basin of attraction.

REGRESSION WITH CENSORED DATA BY LEAST SQUARES SUPPORT VECTOR MACHINE

  • Kim, Dae-Hak;Shim, Joo-Yong;Oh, Kwang-Sik
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.25-34
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    • 2004
  • In this paper we propose a prediction method on the regression model with randomly censored observations of the training data set. The least squares support vector machine regression is applied for the regression function prediction by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed prediction method.