ZHOU Zhi-xiang, HAN Feng-qing. An Iterative Modified Kernel Based on Training Data[J]. Applied Mathematics and Mechanics, 2009, 30(1): 120-126.
Citation: ZHOU Zhi-xiang, HAN Feng-qing. An Iterative Modified Kernel Based on Training Data[J]. Applied Mathematics and Mechanics, 2009, 30(1): 120-126.

An Iterative Modified Kernel Based on Training Data

  • Received Date: 2008-07-18
  • Rev Recd Date: 2008-12-03
  • Publish Date: 2009-01-15
  • In order to improve the performance of a support vector regression, a new method for modified kernel function is proposed. In this method the information of whole samples is included in kernel function by conformal mapping. So the kernel function is data-dependent. With random initial parameter of kernel function, the kernel function is modified repeatedly until a satisfactory effect is achieved. Compared with the conventional model, the improved approach needs not selecting parameters of kernel function. Simulation was finished for one-dimension continue function and strong earthquake event. The results show that the improved approach has better learning ability and forecasting precision than the traditional model. With the iteration number increasing, the figure of merit will decrease and converge. The speed of convergence depends on the parameters in the algorithm.
  • loading
  • [1]
    Vapnik V. 统计学习理论的本质[M].张学工 译. 北京:清华大学出版社, 2000.
    [2]
    Scholkopf B, Sung K, Burges C. Comparing support vector machines with Gaussian kernels to radial basis function classifiers[J].IEEE Trans Signal Processing,1997,45(11):2758-2765. doi: 10.1109/78.650102
    [3]
    Perez-Cruz F , Navia-Vazquez A , Figueiras-Vidal A R,et al.Empirical risk minimization for support vector classifiers[J].IEEE Trans on Neural Networks,2003,14(2):296-303. doi: 10.1109/TNN.2003.809399
    [4]
    Belhumeur P N, Hespanha J P, Kriegman D J.Eigenfaces vs Fisherfaces:Recognition using class specific linear projection[J].IEEE Trans on Pattern Analysis and Machine Intelligence,1997,19(7):711-720. doi: 10.1109/34.598228
    [5]
    CAO Li-juan, Tay Francis E H. Financial forecasting using support vector machines[J]. Neural Computing & Applications,2001,10(2):184-192.
    [6]
    Tay Francis E H, CAO Li-juan. ε-Descending support vector machines for financial time series forecasting[J].Neural Processing Letters,2002,15(2) :179-195. doi: 10.1023/A:1015249103876
    [7]
    YANG Hai-qin, CHAN Lai-wan, King Irwin. Support vector machine regression for volatile stock market prediction[A]. In:Yin H, Allinson N, Freeman R,et al,Eds.Proceedings of Intelligent Data Engineering and Automated Learning[C].Berlin:Springer-Verlag, 2002. 319-396.
    [8]
    Smola A J, Schlkopf B, MLler K R.The connection between regularization operators and support vector kernels[J].Neural Network,1998,11(4):637-649. doi: 10.1016/S0893-6080(98)00032-X
    [9]
    Amari S, Wu Si. Improving support vector machine classifiers by modifying kernel functions[J].Neural Networks,1999,12(6):783-789. doi: 10.1016/S0893-6080(99)00032-5
    [10]
    LIANG Yan-chun, SUN Yan-feng. An improved method of support vector machine and its applications to financial time series forcesting[J].Progresss in Natural Science,2003,13(9):696-700.
    [11]
    Colin C. Kernel methods:a survey of current techniques[J].Neurocomputing,2002,48:63-84. doi: 10.1016/S0925-2312(01)00643-9
    [12]
    马润勇, 彭建兵. 震级与破裂尺度及位错量关系的讨论[J].西北大学学报(自然科学版), 2006,36(5):799-802.
  • 加载中

Catalog

    通讯作者: 陈斌, bchen63@163.com
    • 1. 

      沈阳化工大学材料科学与工程学院 沈阳 110142

    1. 本站搜索
    2. 百度学术搜索
    3. 万方数据库搜索
    4. CNKI搜索

    Article Metrics

    Article views (2259) PDF downloads(684) Cited by()
    Proportional views
    Related

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return