Wavelet twin support vector machine

Twin support vector machine (TWSVM) is a research hot spot in the field of machine learning in recent years. Although its performance is better than traditional support vector machine (SVM), the kernel selection problem still affects the performance of TWSVM directly. Wavelet analysis has the characteristics of multivariate interpolation and sparse change, and it is suitable for the analysis of local signals and the detection of transient signals. The wavelet kernel function based on wavelet analysis can approximate any nonlinear functions. Based on the wavelet kernel features and the kernel function selection problem, wavelet twin support vector machine (WTWSVM) is proposed by this paper. It introduces the wavelet kernel function into TWSVM to make the combination of wavelet analysis techniques and TWSVM come true. The experimental results indicate that WTWSVM is feasible, and it improves the classification accuracy and generalization ability of TWSVM significantly.     

最小二乘Littlewood-Paley小波支持向量机

基于小波分解理论和支持向量机核函数的条件，提出了一种多维允许支持向量核函数——Littlewood-Paley小波核函数．该核函数不仅具有平移正交性，而且可以以其正交性逼近二次可积空间上的任意曲线，从而提升了支持向量机的泛化性能．在Littlewood-Paley小波函数作为支持向量核函数的基础上，提出了最小二乘Littlewood-Paley小波支持向量机(LS-LPWSVM)．实验结果表明，LS-LPWSVM在同等条件下比最小二乘支持向量机的学习精度要高，因而更适用于复杂函数的学习问题．     

GARCH prediction using spline wavelet support vector machine

Volatility forecasting is vital important in finance to reduce risk and take better decisions. This paper proposes a spline wavelet support vector machine (SWSVM) to forecast the volatility of financial time series based on generalized autoregressive conditional heteroscedasticity model. An admissible spline wavelet kernel is constructed by incorporating the wavelet technique and spline theory into support vector machine (SVM). Since spline wavelet function can yield features that describe the stock time series both at various locations and at varying time granularities, the SWSVM gains the cluster feature of volatility well. Compared with Gaussian kernel in the standard SVM, the applicability and validity of spline wavelet kernel in SWSVM are confirmed through computer simulations and experiments on real-world stock data.     

小波支持向量机在SAR图像降噪中的应用

基于支持向量回归理论和小波支持向量核函数,提出了一种新的SAR滤波方法。首先对支持向量回归方法做了分析,通过对复杂信号进行逼近实验,验证了其应用于图像滤波的可行性和合理性。之后将SAR图像看成是一个二维连续信号,将对复杂信号具有更好逼近能力的小波支持向量核函数用于SAR图像滤波,小波核函数由Morlet小波构建。实验结果表明本文提出的方法能很好的降低SAR图像噪声,而且能比传统方法更好的保持边缘。     

基于压缩感知的多尺度最小二乘支持向量机

提出一种基于压缩感知(Compressive sensing, CS)和多分辨分析(Multi-resolution analysis, MRA)的多尺度最小二乘支持向量机(Least squares support vector machine, LS-SVM). 首先将多尺度小波函数作为支持向量核, 推导出多尺度最小二乘支持向量机模型, 然后基于压缩感知理论, 利用最小二乘匹配追踪(Least squares orthogonal matching pursuit, LS-OMP)算法对多尺度最小二乘支持向量机的支持向量进行稀疏化, 最后用稀疏的支持向量实现函数回归. 实验结果表明, 本文方法利用不同尺度小波核逼近信号的不同细节, 而且以比较少的支持向量能达到很好的泛化性能, 大大降低了运算成本, 相比普通最小二乘支持向量机, 具有更优越的表现力.     

基于小波核SVM的水声信道盲均衡算法

推导并提出了一种快速收敛的基于小波核支持向量机的恒模盲均衡器(WSVM-CMBE)。该方法以支持向量机为框架,利用信号的恒模特性构造代价函数,采用小波核函数,并自适应调整核函数中的伸缩因子。通过水声信道仿真实验,并与采用高斯核函数的支持向量机恒模盲均衡器(SVM-CMBE)进行比较,结果证明该方法提高了收敛速度。     

Linear programming support vector regression with wavelet kernel: A new approach to nonlinear dynamical systems identification

Wavelet theory has a profound impact on signal processing as it offers a rigorous mathematical framework to the treatment of multiresolution problems. The combination of soft computing and wavelet theory has led to a number of new techniques. On the other hand, as a new generation of learning algorithms, support vector regression (SVR) was developed by Vapnik et al. recently, in which ?-insensitive loss function was defined as a trade-off between the robust loss function of Huber and one that enables sparsity within the SVs. The use of support vector kernel expansion also provides us a potential avenue to represent nonlinear dynamical systems and underpin advanced analysis. However, for the support vector regression with the standard quadratic programming technique, the implementation is computationally expensive and sufficient model sparsity cannot be guaranteed. In this article, from the perspective of model sparsity, the linear programming support vector regression (LP-SVR) with wavelet kernel was proposed, and the connection between LP-SVR with wavelet kernel and wavelet networks was analyzed. In particular, the potential of the LP-SVR for nonlinear dynamical system identification was investigated.     

小波核支持向量机的网络入侵检测

将小波理论和统计学习运用到网络入侵检测中,使用小波核支持向量机(WSVM)对网络连接信息进行攻击检测和异常发现。仿真试验结果表明,与RBF核相比,小波核支持向量机在泛化能力和检测能力方面都有所提高。     

高斯小波支持向量机的研究

证明了偶数阶高斯小波函数满足支持向量机的平移不变核函数条件．应用小波核函数建立了相应的高斯小波支持向量机,并且使用云遗传算法对支持向量机及其核函数的参数进行优化．用该算法与常用的高斯核和Morlet小波核支持向量机进行对比实验．通过对非线性函数的逼近和电力系统短期负荷的预测,验证了该算法的有效性和优越性,表明其具有一定的实用价值．     

多尺度最小二乘小波支持向量机的回归建模

普通最小二乘支持向量机算法用于多尺度回归建模时精度较低。针对该问题,选取墨西哥草帽小波函数作为最小二乘支持向量机的核函数,设计一种基于小波核的多尺度最小二乘小波支持向量机。在此基础上,通过解二次优化问题求出多尺度回归建模问题的全局最优解,最终得出的多尺度回归模型能够有效地逼近多尺度信号。仿真结果表明,该算法具有较高的精度。