• Journal of the Korean Data and Information Science Society
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• v.21 no.2
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• pp.363-369
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• 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 Korean Society of Industrial and Systems Engineering
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• v.43 no.4
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• pp.107-115
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• 2020

Support vector regression (SVR) is devised to solve the regression problem by utilizing the excellent predictive power of Support Vector Machine. In particular, the ⲉ-insensitive loss function, which is a loss function often used in SVR, is a function thatdoes not generate penalties if the difference between the actual value and the estimated regression curve is within ⲉ. In most studies, the ⲉ-insensitive loss function is used symmetrically, and it is of interest to determine the value of ⲉ. In SVQR (Support Vector Quantile Regression), the asymmetry of the width of ⲉ and the slope of the penalty was controlled using the parameter p. However, the slope of the penalty is fixed according to the p value that determines the asymmetry of ⲉ. In this study, a new ε-insensitive loss function with p1 and p2 parameters was proposed. A new asymmetric SVR called GSVQR (Generalized Support Vector Quantile Regression) based on the new ε-insensitive loss function can control the asymmetry of the width of ⲉ and the slope of the penalty using the parameters p1 and p2, respectively. Moreover, the figures show that the asymmetry of the width of ⲉ and the slope of the penalty is controlled. Finally, through an experiment on a function, the accuracy of the existing symmetric Soft Margin, asymmetric SVQR, and asymmetric GSVQR was examined, and the characteristics of each were shown through figures.

• 한국데이터정보과학회:학술대회논문집
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• 2005.04a
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• pp.155-163
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• 2005

This paper applies Support Vector Regression (SVR) to estimate and forecast nonlinear autoregressive integrated (ARI) model of the daily exchange rates of four currencies (Swiss Francs, Indian Rupees, South Korean Won and Philippines Pesos) against U.S. dollar. The forecasting abilities of SVR are compared with linear ARI model which is estimated by OLS. Sensitivity of SVR results are also examined to kernel type and other free parameters. Empirical findings are in favor of SVR. SVR method forecasts exchange rate level better than linear ARI model and also has superior ability in forecasting the exchange rates direction in short test phase but has similar performance with OLS when forecasting the turning points in long test phase.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.29 no.11
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• pp.868-877
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• 2018

In this paper, we propose a new beamforming algorithm for a conformal array antenna based on support vector regression(SVR). While the conventional least squares method(LSM) considers all sample errors, SVR considers errors beyond the given error bound to obtain the optimum weight vector, which has a sparse solution and the advantage of the minimization of the overfitting problem. To verify the performance of the proposed algorithm, we apply SVR to the experimentally measured active element patterns of the conformal array antenna and obtain the weights for beamforming. In addition, we compare the beamforming results of SVR and LSM.

• Journal of the Korean Institute of Intelligent Systems
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• v.20 no.4
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• pp.483-488
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• 2010

An online monitoring based upon sensor system is essential to assure both efficient operation and safety in the power plant. Of great importance is modeling for auto-association (AA) in online monitoring technique. The objective of auto-associative models lies in predicting true values of plant operation parameters from sensor signals transmitted. This paper presents two AA models using Support Vector Regression (SVR) and Partial Least Square Regression (PLSR). The presented models are useful, in particular, when there are many parameters to monitor in the power plant. Illustrative examples are given by using a real-world plant dataset. AA performances of SVR and PLSR are finally summarized in terms of accuracy and sensitivity. According to our results, SVR shows much higher accuracy and, however, its sensitivity is relatively degraded.

• Journal of the Korea Society of Computer and Information
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• v.14 no.7
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• pp.17-24
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• 2009

Increasing use of information system has led to larger amount of developing expenses and demands on software. Until recent days, the model using regression analysis based on statistical algorithm has been used. However, Machine learning is more investigated now. This paper estimates the software cost using SVR(Support Vector Regression). a sort of machine learning technique. Also, it finds the best set of parameters applying immune algorithm. In this paper, software cost estimation is performed by SVR based on immune algorithm while changing populations, memory cells, and number of allele. Finally, this paper analyzes and compares the result with existing other machine learning methods.

• Structural Engineering and Mechanics
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• v.63 no.1
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• pp.115-124
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• 2017

In this paper, a different technique to predict the effects of soil-structure interaction (SSI) on seismic response of building systems is investigated. The technique use a machine learning algorithm called Support Vector Regression (SVR) with technical and analytical results as input features. Normally, the effects of SSI on seismic response of existing building systems can be identified by different types of large data sets. Therefore, predicting and estimating the seismic response of building is a difficult task. It is possible to approximate a real valued function of the seismic response and make accurate investing choices regarding the design of building system and reduce the risk involved, by giving the right experimental and/or numerical data to a machine learning regression, such as SVR. The seismic response of both single-degree-of-freedom system and six-storey RC frame which can be represent of a broad range of existing structures, is estimated using proposed SVR model, while allowing flexibility of the soil-foundation system and SSI effects. The seismic response of both single-degree-of-freedom system and six-storey RC frame which can be represent of a broad range of existing structures, is estimated using proposed SVR model, while allowing flexibility of the soil-foundation system and SSI effects. The results show that the performance of the technique can be predicted by reducing the number of real data input features. Further, performance enhancement was achieved by optimizing the RBF kernel and SVR parameters through grid search.

• Journal of Ocean Engineering and Technology
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• v.37 no.5
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• pp.198-204
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• 2023

In response to the complexity and time demands of conventional methods for estimating the hydrodynamic coefficients, this study aims to revolutionize ship maneuvering analysis by utilizing automatic identification system (AIS) data and the Support Vector Regression (SVR) algorithm. The AIS data were collected and processed to remove outliers and impute missing values. The rate of turn (ROT), speed over ground (SOG), course over ground (COG) and heading (HDG) in AIS data were used to calculate the rudder angle and ship velocity components, which were then used as training data for a regression model. The accuracy and efficiency of the algorithm were validated by comparing SVR-based estimated hydrodynamic coefficients and the original hydrodynamic coefficients of the Mariner class vessel. The validated SVR algorithm was then applied to estimate the hydrodynamic coefficients for real ships using AIS data. The turning circle test wassimulated from calculated hydrodynamic coefficients and compared with the AIS data. The research results demonstrate the effectiveness of the SVR model in accurately estimating the hydrodynamic coefficients from the AIS data. In conclusion, this study proposes the viability of employing SVR model and AIS data for accurately estimating the hydrodynamic coefficients. It offers a practical approach to ship maneuvering prediction and control in the maritime industry.

• Journal of the Korean Data and Information Science Society
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• v.24 no.2
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• pp.391-399
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• 2013

Partially linear regression is capable of providing more complete description of the linear and nonlinear relationships among random variables. In support vector regression (SVR) the hyper-parameters are known to affect the performance of regression. In this paper we propose an iterative reweighted least squares (IRWLS) procedure to solve the quadratic problem of partially linear support vector regression with a modified loss function, which enables us to use the generalized approximate cross validation function to select the hyper-parameters. Experimental results are then presented which illustrate the performance of the partially linear SVR using IRWLS procedure.

• The Transactions of the Korean Institute of Power Electronics
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• v.15 no.4
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• pp.309-318
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• 2010

This paper presents a simulation model based on support vector regression (SVR) for flicker estimation emitted from the wind turbines. For the SVR training, the voltage variation and flicker level are selected as input and output, respectively. Through the off-line training, the relationship between the voltage variation and flicker level is derived. The required amount of data for the flicker measurement is decreased and its proessing time is also reduced. The simulation and experiment results have shown that the flicker estimation is performed accurately.