• Title/Summary/Keyword: Support Vector Model

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Prediction Performance of Hybrid Least Square Support Vector Machine with First Principle Knowledge (First Principle을 결합한 최소제곱 Support Vector Machine의 예측 능력)

  • 김병주;심주용;황창하;김일곤
    • Journal of KIISE:Software and Applications
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    • v.30 no.7_8
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    • pp.744-751
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    • 2003
  • A hybrid least square Support Vector Machine combined with First Principle(FP) knowledge is proposed. We compare hybrid least square Support Vector Machine(HLS-SVM) with early proposed models such as Hybrid Neural Network(HNN) and HNN with Extended Kalman Filter(HNN-EKF). In the training and validation stage HLS-SVM shows similar performance with HNN-EKF but better than HNN, whereas, in the testing stage, it shows three times better than HNN-EKF, hundred times better than HNN model.

The Use of MSVM and HMM for Sentence Alignment

  • Fattah, Mohamed Abdel
    • Journal of Information Processing Systems
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    • v.8 no.2
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    • pp.301-314
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    • 2012
  • In this paper, two new approaches to align English-Arabic sentences in bilingual parallel corpora based on the Multi-Class Support Vector Machine (MSVM) and the Hidden Markov Model (HMM) classifiers are presented. A feature vector is extracted from the text pair that is under consideration. This vector contains text features such as length, punctuation score, and cognate score values. A set of manually prepared training data was assigned to train the Multi-Class Support Vector Machine and Hidden Markov Model. Another set of data was used for testing. The results of the MSVM and HMM outperform the results of the length based approach. Moreover these new approaches are valid for any language pairs and are quite flexible since the feature vector may contain less, more, or different features, such as a lexical matching feature and Hanzi characters in Japanese-Chinese texts, than the ones used in the current research.

Import Vector Voting Model for Multi-pattern Classification (다중 패턴 분류를 위한 Import Vector Voting 모델)

  • Choi, Jun-Hyeog;Kim, Dae-Su;Rim, Kee-Wook
    • Journal of the Korean Institute of Intelligent Systems
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    • v.13 no.6
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    • pp.655-660
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    • 2003
  • In general, Support Vector Machine has a good performance in binary classification, but it has the limitation on multi-pattern classification. So, we proposed an Import Vector Voting model for two or more labels classification. This model applied kernel bagging strategy to Import Vector Machine by Zhu. The proposed model used a voting strategy which averaged optimal kernel function from many kernel functions. In experiments, not only binary but multi-pattern classification problems, our proposed Import Vector Voting model showed good performance for given machine learning data.

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.

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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    • v.15 no.2
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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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    • v.17 no.2
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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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Development of Intelligent Credit Rating System using Support Vector Machines (Support Vector Machine을 이용한 지능형 신용평가시스템 개발)

  • Kim Kyoung-jae
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.9 no.7
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    • pp.1569-1574
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    • 2005
  • In this paper, I propose an intelligent credit rating system using a bankruptcy prediction model based on support vector machines (SVMs). SVMs are promising methods because they use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. This study examines the feasibility of applying SVM in Predicting corporate bankruptcies by comparing it with other data mining techniques. In addition. this study presents architecture and prototype of intelligeht credit rating systems based on SVM models.

Real-time seismic structural response prediction system based on support vector machine

  • Lin, Kuang Yi;Lin, Tzu Kang;Lin, Yo
    • Earthquakes and Structures
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    • v.18 no.2
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    • pp.163-170
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    • 2020
  • Floor acceleration plays a major role in the seismic design of nonstructural components and equipment supported by structures. Large floor acceleration may cause structural damage to or even collapse of buildings. For precision instruments in high-tech factories, even small floor accelerations can cause considerable damage in this study. Six P-wave parameters, namely the peak measurement of acceleration, peak measurement of velocity, peak measurement of displacement, effective predominant period, integral of squared velocity, and cumulative absolute velocity, were estimated from the first 3 s of a vertical ground acceleration time history. Subsequently, a new predictive algorithm was developed, which utilizes the aforementioned parameters with the floor height and fundamental period of the structure as the new inputs of a support vector regression model. Representative earthquakes, which were recorded by the Structure Strong Earthquake Monitoring System of the Central Weather Bureau in Taiwan from 1992 to 2016, were used to construct the support vector regression model for predicting the peak floor acceleration (PFA) of each floor. The results indicated that the accuracy of the predicted PFA, which was defined as a PFA within a one-level difference from the measured PFA on Taiwan's seismic intensity scale, was 96.96%. The proposed system can be integrated into the existing earthquake early warning system to provide complete protection to life and the economy.

Expected shortfall estimation using kernel machines

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.625-636
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    • 2013
  • In this paper we study four kernel machines for estimating expected shortfall, which are constructed through combinations of support vector quantile regression (SVQR), restricted SVQR (RSVQR), least squares support vector machine (LS-SVM) and support vector expectile regression (SVER). These kernel machines have obvious advantages such that they achieve nonlinear model but they do not require the explicit form of nonlinear mapping function. Moreover they need no assumption about the underlying probability distribution of errors. Through numerical studies on two artificial an two real data sets we show their effectiveness on the estimation performance at various confidence levels.

Power Quality Disturbances Identification Method Based on Novel Hybrid Kernel Function

  • Zhao, Liquan;Gai, Meijiao
    • Journal of Information Processing Systems
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    • v.15 no.2
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    • pp.422-432
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    • 2019
  • A hybrid kernel function of support vector machine is proposed to improve the classification performance of power quality disturbances. The kernel function mathematical model of support vector machine directly affects the classification performance. Different types of kernel functions have different generalization ability and learning ability. The single kernel function cannot have better ability both in learning and generalization. To overcome this problem, we propose a hybrid kernel function that is composed of two single kernel functions to improve both the ability in generation and learning. In simulations, we respectively used the single and multiple power quality disturbances to test classification performance of support vector machine algorithm with the proposed hybrid kernel function. Compared with other support vector machine algorithms, the improved support vector machine algorithm has better performance for the classification of power quality signals with single and multiple disturbances.