南京大学学报(自然科学版) ›› 2013, Vol. 49 ›› Issue (5): 650–654.

• • 上一篇    下一篇

粗糙-支持向量回归模型

张仕光1,2,米据生1,3**, 胡清华4   

  • 出版日期:2014-02-08 发布日期:2014-02-08
  • 作者简介:(1. 河北师范大学数学与信息科学学院, 石家庄,050024; 2. 衡水学院数学与计算机学院,衡水,053000; 3. 河北省计算数学与应用重点实验室, 石家庄,050024; 4. 天津大学计算机科学与技术学院, 天津, 300072)
  • 基金资助:
    国家自然科学基金(61170107,61222210),河北省高等学校科学研究计划(Z2010188)

Rough -support vector regression model

Zhang Shi-Guang1,2, Mi Ju-Sheng3, Hu Qing-Hua4   

  • Online:2014-02-08 Published:2014-02-08
  • About author:(1. College of Mathematics and Information Science, Hebei Normal University, Shijiazhuang, 050024, China; 2. College of Mathematics and Computer Science, Hengshui University, Hengshui, 053000, China; 3. Hebei Key Laboratory of Computational Mathematics and Applications, Shijiazhuang, 050024, China; 4. School of Computer Science and Technology, Tianjin University, Tianjin, 300072, China)

摘要: 在-支持向量回归和粗糙-支持向量回归模型的基础上,研究了新的粗糙-支持向量回归模型. 利用固定对称边界粗糙-不敏感损失函数,得到粗糙-不敏感管,构造固定对称边界粗糙-支持向量回归模型;利用固定非对称边界粗糙-不敏感损失函数,得到粗糙--不敏感管,构造固定非对称边界粗糙-支持向量回归模型

Abstract: This paper investigates the new rough - support vector regression models on the basis of -support vector regression, rough-support vector regression models and rough set theory. Using the fixed symmetrical boundary rough -insensitive loss function, we obtain the rough boundary -insensitive tube and propose the rough - support vector regression model of a fixed symmetrical boundary. While with the fixed non symmetrical boundary rough ε-insensitive loss function, we get the rough boundary --insensitive tube and develop the rough -support vector regression model of a fixed non symmetrical boundary.

[1] Vapnik V. The nature of statistical learning theor New York: Springer, 1995, 188.
[2] Cortes C, Vapnik V. Support vector networks. Machine Learning, 1995, 20: 273~297.
[3] Bai J W, Wang W J, Guo H S. A novel support vector machine active learning strategy. Journal of
Nanjing University(Natural Sciences), 2012, 48(2): 182~189.(白龙飞,王文剑,郭虎升.一种新的支持向
量机主动学习策略.南京大学学报(自然科学),2012,48(2):182~189).
[4] Deng N Y, Tian Y J. New method of data mining: support vector machine. Beijing: Science Press, 2006, 408. (邓乃杨、田英杰. 数据挖掘中的新方法: 支持向量机. 第一版. 北京:科学出版社,2006,408).
[5] A.Smola B S. A tutorial on support vector regression. Statistics and Computing, 2004,14(3):199~222.
[6] Yang H, Chan L, King I. Support vector machine regression for volatile stock market prediction. Yin H,
Allinson N, Freeman R, et al. Intelligent Data Engineering and Automated Learning. Springer, LNCS,
2002, 2412: 391~396.
[7] Yang H. Margin variations in support vector regression for the stock market prediction. Phil M. Dissertation, Department of Computer Science and Engineering. The Chinese University of Hong Kong. http://www.svms.org/finance/Yang2003.6.pdf.
[8] Pawlak Z. Rough sets. International Journal of Computer and Information Science.1982,11 (5): 341~356.
[9] Pawlak Z. Rough sets: Theoretical aspects of reasoning about data. Dordrecht: Kluwer Academic Publishers, 1991, 229.
[10] Pawlak Z, Skoworn A. Rudiments of rough sets. Information Science, 2007, 177: 3~27.
[11] Zhang W X, Liang Y, Wei W Z. Information systems and knowledge discovery. Beijing: Science Press, 2003,244. (张文修,梁怡,吴伟志. 信息系统与知识发现.北京:科学出版社,2003, 244.)
[12] Hu Q H, Yu D R. Application of rough set calculation. Beijing: Science Press, 2012, 184. (胡清华,于达仁. 应用粗糙集计算. 北京:科学出版社, 2012,184).
[13] Wang G Y, Yao Y Y, Yu H. A survey on rough set theory and applications. Chinese Journal of Computers, 2009, 32(7):1229~1247. (王国胤,姚一豫,于 洪. 粗糙集理论与应用研究综述. 计算机学报, 2009, 32(7): 1229~1247).
[14] Zhao Y P, Sun J G. Rough -support vector regression. Expert Systems with Applications, 2009,
36(6): 9793~9798.
[15] Lingras P, Butz C J. Rough support vector regression. European Journal of Operational Research, 2010, 206(2): 445~455.
No related articles found!
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
No Suggested Reading articles found!