• Communications for Statistical Applications and Methods
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• 제17권2호
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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.

• Journal of Information Processing Systems
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• 제14권6호
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• pp.1385-1397
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• 2018

There are many factors that affect the wind speed. In addition, the randomness of wind speed also leads to low prediction accuracy for wind speed. According to this situation, this paper constructs the short-time forecasting model based on the least squares support vector machines (LSSVM) to forecast the wind speed. The basis of the model used in this paper is support vector regression (SVR), which is used to calculate the regression relationships between the historical data and forecasting data of wind speed. In order to improve the forecast precision, historical data is clustered by cluster analysis so that the historical data whose changing trend is similar with the forecasting data can be filtered out. The filtered historical data is used as the training samples for SVR and the parameters would be optimized by particle swarm optimization (PSO). The forecasting model is tested by actual data and the forecast precision is more accurate than the industry standards. The results prove the feasibility and reliability of the model.

• Journal of the Korean Data and Information Science Society
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• 제24권3호
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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.

• Journal of the Korean Data and Information Science Society
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• 제21권3호
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• pp.461-470
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• 2010

라벨 있는 자료가 분류규칙을 만들 만큼 충분하지 않거나, 라벨 없는 자료가 분류규칙을 만드는데 도움을 줄 수 있는 경우에는 라벨 있는 자료와 라벨 없는 자료를 모두 사용하는 준지도분류가 더 효과적이다. 준지도분류 중 그래프기반 다양체정칙법이 개발되어 최근에 많은 연구가 이루어지고 있다. 본 연구에서는 통계적학습에서 좋은 성능을 보이는 최소제곱 서포터벡터기계를 준지도분류에 적용시키는 방법을 제안한다. 모의실험을 통해 제안된 방법이 라벨 없는 자료를 잘 활용하는 것을 볼 수 있었다.

• 한국가스학회지
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• 제16권1호
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• pp.26-32
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• 2012

화학물질의 화재위험을 나타내는 가장 중요한 물성의 하나인 자연발화점의 실험 데이터는 그 필요에도 불구하고 데이터를 얻는 것이 어려운 경우가 많다. 이 연구에서는 DIPPR 801에서 얻은 503개 유기물의 자연발화점 실험데이터로부터 자연발화점을 예측하는 부분최소자승법(PLS) 및 support vector machine(SVM) 모델을 만들고 비교하였다. 그룹기여법을 이용하여 59개 작용기가 이 예측모델의 독립변수가 되었다. 두 모델에서 결정해야 할 매개변수는 교차검증으로 계산된 오차를 이용하여 결정되었고, SVM모델은 그 매개변수가 많아 particle swarm optimization을 이용한 최적화를 이용하였다. 전체 데이터에 대해 계산된 평균절대오차는 PLS가 58.59K였고, SVM이 29.11K여서 SVM이 PLS에 비해 매우 우수한 예측성능을 보였다.

• Journal of the Korean Data and Information Science Society
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• 제20권5호
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• pp.925-931
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• 2009

In this paper we propose a variance function estimation method for replicated data based on averages of squared residuals obtained from estimated mean function by the least squares support vector machine. Newton-Raphson method is used to obtain associated parameter vector for the variance function estimation. Furthermore, the cross validation functions are introduced to select the hyper-parameters which affect the performance of the proposed estimation method. Experimental results are then presented which illustrate the performance of the proposed procedure.

• Journal of the Korean Data and Information Science Society
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• 제27권3호
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• pp.827-833
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• 2016

In this paper, we propose a deep least squares support vector machine (LS-SVM) for regression problems, which consists of the input layer and the hidden layer. In the hidden layer, LS-SVMs are trained with the original input variables and the perturbed responses. For the final output, the main LS-SVM is trained with the outputs from LS-SVMs of the hidden layer as input variables and the original responses. In contrast to the multilayer neural network (MNN), LS-SVMs in the deep LS-SVM are trained to minimize the penalized objective function. Thus, the learning dynamics of the deep LS-SVM are entirely different from MNN in which all weights and biases are trained to minimize one final error function. When compared to MNN approaches, the deep LS-SVM does not make use of any combination weights, but trains all LS-SVMs in the architecture. Experimental results from real datasets illustrate that the deep LS-SVM significantly outperforms state of the art machine learning methods on regression problems.

• Geomechanics and Engineering
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• 제13권3호
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• pp.447-458
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• 2017

This study proposes a sensitivity analysis method for slope stability based on the least squares support vector machine (LS-SVM) to examine the influencing factors of slope stability. The method uses LS-SVM as an algorithm for machine learning. An appropriate training dataset is established according to the slope characteristics, and a testing dataset is designed orthogonally. Results of the testing data in the experiment design are calculated after training using the LS-SVM model. The sensitivity of the slope stability of each factor is examined via gray correlation analysis. The results are consistent with those of the traditional Bishop analysis and can be used as a reference for optimizing slope design.

• Journal of the Korean Data and Information Science Society
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• 제18권3호
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• pp.735-744
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• 2007

Support vector machine(SVM) is capable of providing a more complete description of the linear and nonlinear relationships among random variables. In this paper we propose a sparse kernel regression(SKR) to overcome a weak point of SVM, which is, the steep growth of the number of support vectors with increasing the number of training data. The iterative reweighted least squares(IRWLS) procedure is used to solve the optimal problem of SKR with a Laplacian prior. Furthermore, the generalized cross validation(GCV) function is introduced to select the hyper-parameters which affect the performance of SKR. Experimental results are then presented which illustrate the performance of the proposed procedure.

• Computers and Concrete
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• 제18권6호
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• pp.1065-1082
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• 2016

The main aim of this study is to predict the compressive and flexural strengths of self-compacting mortar (SCM) containing $nano-SiO_2$, $nano-Fe_2O_3$ and nano-CuO using wavelet-based weighted least squares-support vector machines (WLS-SVM) approach which is called WWLS-SVM. The WWLS-SVM regression model is a relatively new metamodel has been successfully introduced as an excellent machine learning algorithm to engineering problems and has yielded encouraging results. In order to achieve the aim of this study, first, the WLS-SVM and WWLS-SVM models are developed based on a database. In the database, nine variables which consist of cement, sand, NS, NF, NC, superplasticizer dosage, slump flow diameter and V-funnel flow time are considered as the input parameters of the models. The compressive and flexural strengths of SCM are also chosen as the output parameters of the models. Finally, a statistical analysis is performed to demonstrate the generality performance of the models for predicting the compressive and flexural strengths. The numerical results show that both of these metamodels have good performance in the desirable accuracy and applicability. Furthermore, by adopting these predicting metamodels, the considerable cost and time-consuming laboratory tests can be eliminated.