• Journal of the Korean Data and Information Science Society
• /
• v.24 no.3
• /
• pp.625-636
• /
• 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 Chungcheong Mathematical Society
• /
• v.29 no.4
• /
• pp.631-642
• /
• 2016

This article deals with one-dimension backward heat conduction problem (BHCP). A new approach based on least squares support vector machines (LS-SVM) is proposed for obtaining their approximate solutions. The approximate solution is presented in closed form by means of LS-SVM, whose parameters are adjusted to minimize an appropriate error function. The approximate solution consists of two parts. The first part is a known function that satisfies initial and boundary conditions. The other is a product of two terms. One term is known function which has zero boundary and initial conditions, another term is unknown which is related to kernel functions. This method has been successfully tested on practical examples and has yielded higher accuracy and stable solutions.

• Journal of the Korean Statistical Society
• /
• v.33 no.1
• /
• pp.25-34
• /
• 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.

• Journal of information and communication convergence engineering
• /
• v.6 no.3
• /
• pp.310-314
• /
• 2008

This paper proposes a very novel method which makes it possible that state feedback controller can be designed for unknown dynamic system with measurable states. This novel method uses the support vector machines (SVM) with its function approximation property. It works together with RLS (Recursive least-squares) algorithm. The RLS algorithm is used for the identification of input-output relationship. A virtual state space representation is derived from the relationship and the SVM makes the relationship between actual states and virtual states. A state feedback controller can be designed based on the virtual system and the SVM makes the controller with actual states. The results of this paper can give many opportunities that the state feedback control can be applied for unknown dynamic systems.

• The Korean Journal of Applied Statistics
• /
• v.21 no.1
• /
• pp.159-168
• /
• 2008

Since the term structure of interest rates (TSIR) has longitudinal data, we should consider as input variables both time left to maturity and time simultaneously to get a more useful and more efficient function estimation. However, since the resulting data set becomes very large, we need to develop a fast and reliable estimation method for large data set. Furthermore, it tends to overestimate TSIR because data are correlated. To solve these problems we propose a mixture of weighted least squares support vector machines. We recognize that the estimate is well smoothed and well explains effects of the third stock market crash in USA through applying the proposed method to the US Treasury bonds data.

• Journal of the Korean Data and Information Science Society
• /
• v.21 no.2
• /
• pp.363-369
• /
• 2010

In this paper we propose a mixed-effects least squares support vector regression (LS-SVR) for longitudinal data. We add a random-effect term in the optimization function of LS-SVR to take random effects into LS-SVR for analyzing longitudinal data. We also present the model selection method that employs generalized cross validation function for choosing the hyper-parameters which affect the performance of the mixed-effects LS-SVR. A simulated example is provided to indicate the usefulness of mixed-effect method for analyzing longitudinal data.

• Journal of Information Processing Systems
• /
• v.14 no.6
• /
• pp.1385-1397
• /
• 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
• /
• v.28 no.1
• /
• pp.227-235
• /
• 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.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.2
• /
• pp.467-474
• /
• 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.

• Structural Engineering and Mechanics
• /
• v.83 no.3
• /
• pp.293-304
• /
• 2022

In this work, a novel reliability approach for combined high and low cycle fatigue (CCF) estimation is developed by combining active learning strategy with least squares support vector machines (LS-SVM) (named as ALS-SVM) surrogate model to address the multi-resources uncertainties, including working loads, material properties and model itself. Initially, a new active learner function combining LS-SVM approach with Monte Carlo simulation (MCS) is presented to improve computational efficiency with fewer calls to the performance function. To consider the uncertainty of surrogate model at candidate sample points, the learning function employs k-fold cross validation method and introduces the predicted variance to sequentially select sampling. Following that, low cycle fatigue (LCF) loads and high cycle fatigue (HCF) loads are firstly estimated based on the training samples extracted from finite element (FE) simulations, and their simulated responses together with the sample points of model parameters in Coffin-Manson formula are selected as the MC samples to establish ALS-SVM model. In this analysis, the MC samples are substituted to predict the CCF reliability of turbine blades by using the built ALS-SVM model. Through the comparison of the two approaches, it is indicated that the reliability model by linear cumulative damage rule provides a non-conservative result compared with that by the proposed one. In addition, the results demonstrate that ALS-SVM is an effective analysis method holding high computational efficiency with small training samples to gain accurate fatigue reliability.