Covariance matrix forecasting using support vector regression

Applied Intelligence - Support vector regression is a promising method for time-series prediction, as it has good generalisability and an overall stable behaviour. Recent studies have shown that it...     

一种基于支持向量回归的互联网端到端延迟预测算法

互联网端到端延迟是指IP分组沿着互联网中一条确定路径进行传输的延迟,端到端延迟的精确预测是大量网络活动的基础,从网络协议设计到网络监测,再从确保端到端QoS性能到各种实时业务性能提升。提出一种新的端到端延迟的预测方法,主要贡献有:a)将互联网端到端延迟预测的问题转换为多元回归的预测问题,提出了基于多元回归的端到端延迟预测框架;b)采用支持向量回归SVR方法来求解端到端延迟的多元回归问题,提出了基于SVR的互联网端到端延迟预测算法。最后使用互联网采集的RTT数据来验证提出的算法,实验结果表明,提出的预测算法具有快速和精确特点,是一种适合实际应用的预测算法。     

利用支持向量回归机设计IDS的检测算法

为提高网络入侵检测系统中检测算法的分类精度,降低训练样本及学习时间,提出一种新的基于支持向量回归机的检测算法。算法首先归一化处理训练样本数据,然后精确调节松弛惩罚因子,最后使用KDD CUP 1999数据集进行仿真实验,结果表明本算法可以提高入侵检测的准确性和有效性,并能够降低误报率。     

Real-time prediction of order flowtimes using support vector regression

In a make-to-order production system, a due date must be assigned to new orders that arrive dynamically, which requires predicting the order flowtime in real-time. This study develops a support vector regression model for real-time flowtime prediction in multi-resource, multi-product systems. Several combinations of kernel and loss functions are examined, and results indicate that the linear kernel and the ε$\epsilon$-insensitive loss function yield the best generalization performance. The prediction error of the support vector regression model for three different multi-resource systems of varying complexity is compared to that of classic time series models (exponential smoothing and moving average) and to a feedforward artificial neural network. Results show that the support vector regression model has lower flowtime prediction error and is more robust. More accurately predicting flowtime using support vector regression will improve due-date performance and reduce expenses in make-to-order production environments.     

Interval analysis using least squares support vector fuzzy regression

A least squares support vector fuzzy regression model(LS-SVFR) is proposed to estimate uncertain and imprecise data by applying the fuzzy set principle to weight vectors.This model only requires a set of linear equations to obtain the weight vector and the bias term,which is different from the solution of a complicated quadratic programming problem in existing support vector fuzzy regression models.Besides,the proposed LS-SVFR is a model-free method in which the underlying model function doesn’t need to be predefined.Numerical examples and fault detection application are applied to demonstrate the effectiveness and applicability of the proposed model.     

Bayesian support vector regression using a unified loss function

In this paper, we use a unified loss function, called the soft insensitive loss function, for Bayesian support vector regression. We follow standard Gaussian processes for regression to set up the Bayesian framework, in which the unified loss function is used in the likelihood evaluation. Under this framework, the maximum a posteriori estimate of the function values corresponds to the solution of an extended support vector regression problem. The overall approach has the merits of support vector regression such as convex quadratic programming and sparsity in solution representation. It also has the advantages of Bayesian methods for model adaptation and error bars of its predictions. Experimental results on simulated and real-world data sets indicate that the approach works well even on large data sets.     

AADT prediction using support vector regression with data-dependent parameters

Traffic volume is a fundamental variable in several transportation engineering applications. For instance, in transportation planning, the annual average daily traffic (AADT) is a primary element that has to be estimated for the year of horizon of the analysis. The huge amounts of money to be invested in designed transportation systems are strongly associated with the traffic volumes expected in the system, which means that it is important that the AADT should be accurately predicted. In this paper, a modified version of a pattern recognition technique known as support vector machine for regression (SVR) to forecast AADT is presented. The proposed methodology computes the SVR prediction parameters based on the distribution of the training data. Therefore, the proposed method is called SVR with data-dependent parameters (SVR-DP). Using 20 years of AADT for both rural and urban roads in 25 counties in the state of Tennessee, the performance of the SVR-DP was compared with those of Holt exponential smoothing (Holt-ES) and of ordinary least-square linear regression (OLS-regression). SVR-DP performed better than both methods; although the Holt-ES also presented good results.     

Automatic nevirapine concentration interpretation system using support vector regression

Follow-up of human immunodeficiency virus (HIV) patients treated with Nevirapine (NVP) is a necessary process to evaluate the drug resistance and the HIV mutation. It is also usually tested by immunochromatographic (IC) strip test. However, it is difficult to estimate the amount of drug the patient gets by visually inspection of color. In this paper, we propose an automatic interpretation system using a commercialized optical scanner. Several IC strips can be placed at any direction as long as they are on the scanner plate. There are three steps in the system, i.e., light intensity normalization, image segmentation and NVP concentration interpretation. We utilized the Support Vector Regression to interpret the NVP concentration. From the results, we found out the performance of the system is promising and better than that of the linear and nonlinear regression.     

Image completion using prediction concept via support vector regression

Image completion is a widely used method for automatically removing objects or repairing the damaged portions of an image. However, information of the original image is often lacking in reconstructed structures; therefore, images with complex structures are difficult to restore. This study proposes a prediction-oriented image completion mechanism (PICM), which applies the prediction concept to image completion using numerous techniques and methods. The experiment results indicate that under normal circumstances, our PICM not only produces good inpainting quality but it is also easy to use.     

Interval regression analysis using quadratic loss support vector machine

Support vector machines (SVMs) have been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of quadratic loss SVM. This version of SVM utilizes quadratic loss function, unlike the traditional SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. The quadratic loss SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property in fuzzy regression. However, this is not a computationally expensive way. The quadratic loss SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. The proposed algorithm is a very attractive approach to modeling nonlinear interval data, and is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.     

Local prediction of non-linear time series using support vector regression

Prediction on complex time series has received much attention during the last decade. This paper reviews least square and radial basis function based predictors and proposes a support vector regression (SVR) based local predictor to improve phase space prediction of chaotic time series by combining the strength of SVR and the reconstruction properties of chaotic dynamics. The proposed method is applied to Hénon map and Lorenz flow with and without additive noise, and also to Sunspots time series. The method provides a relatively better long term prediction performance in comparison with the others.     

支持向量回归预测蛋白质残基的B因子

蛋白质分子的柔性在各种生物进程中如酶催化、蛋白质分子绑定和识别等发挥着重要的作用。研究蛋白质分子柔性有助于更好地理解蛋白质的功能,研究证明从X射线晶体衍射结构而来的B因子能够较好的衡量蛋白质分子的柔性。从蛋白质序列出发,以保守信息、预测的二级结构、预测的相对溶剂可及性和氨基酸4种物理化学性质作为特征向量,利用支持向量回归方法对蛋白质的B因子进行预测。考察了邻近残基的影响,采用滑动窗口方法对所有特征变量进行了处理。通过对位置特异得分矩阵的平滑窗口处理,提高了预测精度。以皮尔逊相关系数为算法评价指标,最终得到独立测试集的皮尔逊相关系数为0.56,表明该方法有效提高预测精度。     

Reduced twin support vector regression

We propose the reduced twin support vector regressor (RTSVR) that uses the notion of rectangular kernels to obtain significant improvements in execution time over the twin support vector regressor (TSVR), thus facilitating its application to larger sized datasets.     

迁移学习支持向量回归机

传统的回归系统构建方法假设用于建模的数据是充分的,但若当前场景中重要数据信息缺失,则基于此数据集训练所得系统泛化能力较差。针对此缺陷,以支持向量回归机(SVR)为基础,提出了具有迁移学习能力的回归机系统,即迁移学习支持向量回归机(T-SVR)。T-SVR不仅能充分利用当前场景的数据信息,而且能有效地利用历史知识来学习,具有通过迁移历史场景知识来弥补当前场景信息缺失的能力。具体地,通过控制目标函数中当前模型与历史模型的相似性,使当前模型能在信息缺失和不足时从历史场景中得到有益信息,得到增强的当前场景模型。在模拟数据和酒类光谱数据集上的实验研究亦验证了在信息缺失场景下T-SVR较之于传统回归系统建模方法的更好适应性。     

改进的加权型支持向量回归方法

分析现有支持向量回归方法的缺点和不足，给出一种改进的加权型支持向量回归方法及其wolfe对偶形式．引入凸函数降低对核函数的要求，并讨论当这些凸函数取不同形式时支持向量回归机的变形，为得到更为灵活的回归曲线提供有效工具．同时对广泛的支持向量回归模型、优化支持向量模型的泛化能力和运算速度等方面进行讨论．     

Accurate on-line support vector regression

Batch implementations of support vector regression (SVR) are inefficient when used in an on-line setting because they must be retrained from scratch every time the training set is modified. Following an incremental support vector classification algorithm introduced by Cauwenberghs and Poggio (2001), we have developed an accurate on-line support vector regression (AOSVR) that efficiently updates a trained SVR function whenever a sample is added to or removed from the training set. The updated SVR function is identical to that produced by a batch algorithm. Applications of AOSVR in both on-line and cross-validation scenarios are presented. In both scenarios, numerical experiments indicate that AOSVR is faster than batch SVR algorithms with both cold and warm start.     

多项式光滑的支持向量回归机

光滑函数将不光滑的模型变为光滑模型,改善支持向量回归机的回归性能和效率,从而降低计算的复杂性.寻找性能更好的光滑函数是研究光滑向量回归机的一个关键问题.本文用级数展开的方法得出了ε–不敏感的支持向量回归机|x|ε2的一类新的光滑函数.证明了这类函数的性能,它能满足任意阶光滑的要求,也能达到任意给定的逼近精度.实验结果表明,随着光滑阶数的提高,逼近精度和回归性能也相应提高.从而为支持向量回归机和相关研究领域提供了一类新的、性能更好的多项式光滑函数.     

Active set support vector regression

This paper presents active set support vector regression (ASVR), a new active set strategy to solve a straightforward reformulation of the standard support vector regression problem. This new algorithm is based on the successful ASVM algorithm for classification problems, and consists of solving a finite number of linear equations with a typically large dimensionality equal to the number of points to be approximated. However, by making use of the Sherman-Morrison-Woodbury formula, a much smaller matrix of the order of the original input space is inverted at each step. The algorithm requires no specialized quadratic or linear programming code, but merely a linear equation solver which is publicly available. ASVR is extremely fast, produces comparable generalization error to other popular algorithms, and is available on the web for download.     

基于多项式光滑的支持向量回归机

把支持向量回归机中的原始凸二次规划问题转化为光滑的无约束问题．构建了无约束支持向量回归机．使得许多成熟有效的无约束最优化算法能够应用到支持向量回归机中去。提出了一种光滑支持向量回归算法．实验结果表明．它相对于其它回归训练方法有较快的收敛速度和较高的拟合精度．