支持向量回归方法用于1,4,2-二氮磷杂环戊-5-(硫)酮类化合物除草活性的QSPR研究

采用支持向量回归方法研究了1,4,2-二氮磷杂环戊-5-(硫)酮类化合物除草活性的QSAR。基于留一法交叉验证的结果,比较了支持向量机回归(SVR)与几种常用建模方法对于该类化合物除草活性的预测精度。研究表明:所建SVR模型的精度高于逆传播人工神经网络(BPANN)、多元线性回归和偏最小二乘(PLS)所得结果。     

混合多个SVR模型的金融时间序列预测

基于支持向量回归(SVR)进行金融时间序列预测,使用PSO算法确定SVR超参数,并用实验的方法选择合适的SVR输入向量。为了解决金融时间序列非平稳性导致的单一SVR模型预测精度不稳定的问题,提出一种混合多个SVR模型的预测算法,选取训练数据的不同子集训练出多个SVR模型,采用对多个模型的预测结果加权求和的方法进行预测,各个模型的权重根据其预测误差动态调整。在全球5大股指上的实验表明,该算法的预测能力明显优于单一SVR模型。     

基于支持向量机回归的抗癌药物活性研究

采用支持向量机回归(SVR)方法研究了40个抗癌化合物-二取代[(吖啶-4-酰胺基)丙基]甲胺类衍生物的定量构效关系,基于留一法交叉验证的结果,其平均相对误差是6.56％.结果表明,所建SVR模型的精度高于逆传播人工神经网络(BPANN)、多元线性回归(MLR)和偏最小二乘法(PLS)所得的结果.     

一种支持向量回归机自动模型选择方法

为解决SVR(支持向量回归)自动模型选择的问题,提出一种基于梯度下降算法的支持向量回归机模型参数优化方法.通过最小化模型选择准则R2w2,对核参数集采用梯度下降算法得到局部最优的模型参数.依据黎曼几何为理论,提出一种适合于SVR的保角变换,对核函数进行数据依赖的改进,进一步提高SVR的泛化能力.仿真试验的结果验证了该方...     

旅游客流量预测：基于季节调整的PSO-SVR模型研究

旅游客流量具有明显的非线性和季节性特征, 所以采取季节调整方法对样本数据进行预处理, 消除季节性的影响, 可以提高客流量预测的准确性。同时SVR(支持向量回归机)是一种良好的机器学习方法, 非常适合预测研究, 辅以PSO (粒子群算法)选取合适的回归参数可以获得更加精确的预测结果。鉴于此, 构建一种考虑季节影响的PSO-SVR模型, 以北京为例将不同旅游客流量预测方法的拟合优度进行比较。结果显示：季节调整的PSO-SVR模型预测精度明显高于SVR、季节调整的SVR和PSO-SVR模型, 该模型是进行旅游客流量预测的有效工具。     

基于智能遗传算法与支持向量回归的人口预测

要建立一个有效的支持向量回归(SVR)模型,支持向量回归的3个参数C,!,"必须预先设定。提出一种新型的遗传算法——智能遗传算法(IGA)对支持向量回归进行参数调节,以达到寻找最优参数的目的,然后和支持向量回归结合得到一种新的IGASVR模型,并应用于城市人口预测。最后,将提出的方法与标准SVR模型和BP神经网络模型进行比较,所得结果表明,该模型训练速度快,并且有较高预测精度,是一种有效的人口预测方法。     

一种基于SVR和GRU的新型电力监控防护系统

为满足电力监控防护系统精细化、实时化和智能化的复杂要求,设计了一种基于支持向量回归(SVR)安全态势识别和门循环单元(GRU)预测策略的新型电力监控防护系统。基于支持向量机的递归特征消除(SVM-RFE)技术和皮尔森相关系数(Pearson)构建了安全识别指标体系。基于SVR技术,构建了基于SVR的安全态势识别模型。相较于BPNN模型,SVR模型的安全态势识别结果在均方差误差(RMSE)和平均绝对百分比误差(MAPE)上分别降低了43.60%和70.23%。基于GRU神经网络,构建了基于GRU的安全态势预测模型。相较于RBF模型和SVR模型,GRU预测模型的RMSE分别降低了19.23%和23.56%,MAPE降低了48.33%和58.73%。最后实现了电力监控防护系统,并通过实验验证了系统可行性。该研究为电力监控防护系统的安全运维提供重要参考,为构建智慧电网提供了技术支撑。     

加权稳健支撑向量回归方法

给出一类基于奇异值软剔除的加权稳健支撑向量回归方法(WRSVR)．该方法的基本思想是首先由支撑向量回归方法(SVR)得到一个近似支撑向量回归函数,基于这个近似模型给出了加权SVR目标函数并利用高效的SVR求解技巧得到一个新的近似模型,然后再利用这个新的近似模型重新给出一个加权SVR目标函数并求解得到一个更为精确的近似模型,重复这一过程直至收敛．加权的目的是为了对奇异值进行软剔除．该方法具有思路简捷、稳健性强、容易实现等优点．实验表明,新算法WRSVR比标准SVR方法、稳健支撑向量网(RSVR)方法和加权最小二乘支撑向量机方法(WLS—SVM)更加稳健,算法的逼近精度受奇异值的影响远小于SVM、RSVR和WLS—SVM算法．     

LaGaO_3基钙钛矿型固体电解质氧离子导电能力的QSPR研究

本文从文献中收集了多个钙钛矿结构的掺杂LaGaO_3系列氧离子导体电解质材料样本,以导电率的对数Ln(?)为目标,使用各种机器学习方法进行回归分析,包括多元线性回归(MLR)、偏最小二乘法(PLS)和支持向量回归(SVR),建立了Ln(?)与其分子结构参数之间的定量模型。结果表明:SVR方法所得导电率Ln(?)的留一法预报结果与实验最相符,计算值与实验值的相关系数为0.911。使用独立测试集预报的计算值和实验值的相关系数为0.880。此外还用建立的模型对La_(1-x)Sr_xGa_(1-y)Mg_yO_3掺杂体系的导电率进行了预报,根据预报结果做出的等高面图显示的优区与实验所得结果一致。     

铁水硅含量的混沌粒子群支持向量机预报方法

提出一种基于混沌粒子群优化(CPSO)的支持向量回归机(SVR)参数优化算法, 并使用该算法建立高炉铁水硅含量预测模型(CPSO–SVR), 对某大型钢铁厂高炉铁水硅含量的实际采集数据进行预测, 结果表明基于混沌粒子群优化算法寻优的参数建立的铁水硅含量支持向量回归预测模型具有良好的预测效果. 与最小二乘支持向量回归机(LS–SVR)、使用粒子群优化算法训练的神经网络(PSO–NN)进行比较, CPSO–SVR模型对铁水硅含量进行预测时预测绝对误差小于0.03的样本数占总测试样本数的百分比达到90%以上, 预测效果明显优于PSO–NN, 且比LS–SVR稳定性更强, 可用于高炉铁水硅含量的实际预测, 表明混沌粒子群优化算法是选取SVR参数的有效方法.     

Fuzzy weighted support vector regression with a fuzzy partition.

The problem of the traditional support vector regression (SVR) approach, referred to as the global SVR approach, is the incapability of interpreting local behavior of the estimated models. An approach called the local SVR approach was proposed in the literature to cope with this problem. Although the local SVR approach can indeed model local behavior of models better than the global SVR approach does, the local SVR approach still has the problem of boundary effects, which may generate a large bias at the boundary and also need more time to calculate. In this paper, the fuzzy weighted SVR with a fuzzy partition is proposed. Because the concept of locally weighted regression is not used in the proposed approach, the boundary effects will not appear. The proposed method first employs the fuzzy c-mean clustering algorithm to split training data into several training subsets. Then, the local-regression models (LRMs) are independently obtained by the SVR approach for each training subset. Finally, those LRMs are combined by a fuzzy weighted mechanism to form the output. Experimental results show that the proposed approach needs less computational time than the local SVR approach and can have more accurate results than the local/global SVR approaches does.     

A comparative study of fault density prediction in aspect-oriented systems using MLP,RBF, KNN,RT, DENFIS and SVR models

This paper investigates and empirically evaluates and compares six popular computational intelligence models in the context of fault density prediction in aspect-oriented systems. These models are multi-layer perceptron (MLP), radial basis function (RBF), k-nearest neighbor (KNN), regression tree (RT), dynamic evolving neuro-fuzzy inference system (DENFIS), and support vector regression (SVR). The models were trained and tested, using leave-one-out procedure, on a dataset that consists of twelve aspect-level metrics (explanatory variables) that measure different structural properties of an aspect. It was observed that the DENFIS, SVR, and RT models were more accurate in predicting fault density compared to the MLP, RBF, and KNN models. The MLP model was the worst model, and all the other models were significantly better than it.     

Support vector regression with noisy data: a second order cone programming approach

A robust convex optimization approach is proposed for support vector regression (SVR) with noisy input data. The data points are assumed to be uncertain, but bounded within given hyper-spheres of radius η. The proposed Robust SVR model is equivalent to a Second Order Cone Programming (SOCP) problem. SOCP formulation with Gaussian noise models assumption is discussed. Computational results are presented both on real world and synthetic data sets. The robust SOCP approach is compared with several other regression algorithms such as SVR, least-square SVR, and artificial neural networks by injecting Gaussian noise to each of the data points. The proposed approach out performs the other regression algorithms for some data sets. Moreover, the generalization behavior of the SOCP method is better than the traditional SVR with increasing the uncertainty level η until a threshold value.     

Improving prediction of exchange rates using Differential EMD

Volatility is a key parameter when measuring the size of errors made in modelling returns and other financial variables such as exchanged rates. The autoregressive moving-average (ARMA) model is a linear process in time series; whilst in the nonlinear system, the generalised autoregressive conditional heteroskedasticity (GARCH) and Markov switching GARCH (MS-GARCH) have been widely applied. In statistical learning theory, support vector regression (SVR) plays an important role in predicting nonlinear and nonstationary time series variables. In this paper, we propose a new algorithm, differential Empirical Mode Decomposition (EMD) for improving prediction of exchange rates under support vector regression (SVR). The new algorithm of Differential EMD has the capability of smoothing and reducing the noise, whereas the SVR model with the filtered dataset improves predicting the exchange rates. Simulations results consisting of the Differential EMD and SVR model show that our model outperforms simulations by a state-of-the-art MS-GARCH and Markov switching regression (MSR) models.     

支持向量机与神经网络相结合的板带凸度预测

为提高热轧生产过程中板带凸度的预测精度,提出了一种将粒子群优化算法(particle swarm optimization, PSO)、支持向量回归(support vector regression, SVR)和BP神经网络(back propagation neural network, BPNN)相结合的板带凸度预测模型。采用PSO算法优化SVR模型的参数,建立了PSO-SVR板带凸度预测模型,提出采用BPNN建立板带凸度偏差模型与PSO-SVR板带凸度模型相结合的方法对板带凸度进行预测。采用现场数据对模型的预测精度进行验证,并采用统计指标评价模型的综合性能。仿真结果表明,与PSO-SVR、SVR、BPNN和GA-SVR模型进行比较,PSO-SVR+BPNN模型具有较高的学习能力和泛化能力,并且比GA-SVR模型运算时间短。     

Preliminary cost estimates for thin-film transistor liquid–crystal display inspection and repair equipment: A hybrid hierarchical approach

The thin-film transistor liquid–crystal display (TFT-LCD) industry has developed rapidly in recent years. Because TFT-LCD manufacturing is highly complex and requires different tools for different products, accurately estimating the cost of manufacturing TFT-LCD equipment is essential. Conventional cost estimation models include linear regression (LR), artificial neural networks (ANNs), and support vector regression (SVR). Nevertheless, in accordance with recent evidence that a hierarchical structure outperforms a flat structure, this study proposes a hierarchical classification and regression (HCR) approach for improving the accuracy of cost predictions for TFT-LCD inspection and repair equipment. Specifically, first-level analyses by HCR classify new unknown cases into specific classes. The cases are then inputted into the corresponding prediction models for the final output. In this study, experimental results based on a real world dataset containing data for TFT-LCD equipment development projects performed by a leading Taiwan provider show that three prediction models based on HCR approach are generally comparable or better than three conventional flat models (LR, ANN, and SVR) in terms of prediction accuracy. In particular, the 4-class and 5-class support vector machines in the first-level HCR combined with individual SVR obtain the lowest root mean square error (RMSE) and mean average percentage error (MAPE) rates, respectively.     

Implementing support vector regression with differential evolution to forecast motherboard shipments

In this study, we investigate the forecasting accuracy of motherboard shipments from Taiwan manufacturers. A generalized Bass diffusion model with external variables can provide better forecasting performance. We present a hybrid particle swarm optimization (HPSO) algorithm to improve the parameter estimates of the generalized Bass diffusion model. A support vector regression (SVR) model was recently used successfully to solve forecasting problems. We propose an SVR model with a differential evolution (DE) algorithm to improve forecasting accuracy. We compare our proposed model with the Bass diffusion and generalized Bass diffusion models. The SVR model with a DE algorithm outperforms the other models on both model fit and forecasting accuracy.     

基于CS-SVR模型的短期风电功率预测

为了提高短期风电功率预测精度,提出一种布谷鸟搜索算法(Cuckoo Search Algorithm, CS)优化支持向量回归(Support Vector Regression, SVR)机的预测方法,该方法首先根据上截断点和下截断点对输入数据进行预处理,剔除异常数据,之后以输入数据中的风速、平均风速、风机状态等属性数据作为SVR算法模型的输入,以风电功率数据作为SVR算法模型的输出,建立短期风电功率的SVR预测模型,针对SVR算法存在难以选择最优参数的缺点,提出采用布谷鸟算法优化SVR参数的方法,建立短期风电功率的CS-SVR预测模型。通过与SVR、PSO-SVR预测模型进行了对比仿真实验,实验结果表明,CS-SVR预测模型具有较高的预测精度。     

基于多蚁群算法的支持向量回归机参数选择方法

核函数是支持向量回归机的重要部分,每种核函数都有其优势和不足。本文基于支持向量机回归机模型相关参数的选取原则,给出了一种具有混合核函数的支持向量机,以基于网格搜索的多蚁群算法为基础,给出了此类混合核函数支持向量回归机参数优化的一种新方法。该方法以最小化交叉验证误差为目标,对包括混合比例和各类核函数的参数在内的5个参数进行优化。仿真结果表明,与遗传算法相比,本方法在参数优化方面有良好的性能,建立的预测模型精度较高。