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A wavelet support vector machine-based robust interval number regression algorithm
Zhong, Lingyan; Ren, Shijin
2006-12
卷号13E
页码1169-1172
英文摘要Most methods for interval number regression need to know the number of outliers priorly and require the proper initial parameters for neural networks, which is difficult in the presence of unknown outliers. Furthermore most outlier detection methods fail to detect outliers because of high dimensionality of samples. To tackle these problems, a wavelet support vector machine based robust interval number regression algorithm (RINRA) is presented. By changing epsilon -insensitive cost function of a new wavelet support vector regression, a data point with the highest frequency of detection and the higher average slack variable values can be viewed as outlier and removed from interval number training samples; then parameters of interval number regression model are determined by WSVM trained with the rest samples initially, and adjusted by gradient descent further to improve precision.
会议录出版者WATAM PRESS
会议录出版地C/O DCDIS JOURNAL, 317 KAREN PLACE, WATERLOO, ONTARIO N2L 6K8, CANADA
语种英语
WOS研究方向Mathematics
WOS记录号WOS:000248840700030
内容类型会议论文
源URL[http://10.2.47.112/handle/2XS4QKH4/3486]  
专题上海财经大学
作者单位1.Shanghai Univ Finance & Econ, Sch Informat Management & Engn, Shanghai 200433, Peoples R China;
2.Zhejiang Univ, Natl Lab Ind Control Technol, Hangzhou 310027, Zhejiang, Peoples R China
推荐引用方式
GB/T 7714
Zhong, Lingyan,Ren, Shijin. A wavelet support vector machine-based robust interval number regression algorithm[C]. 见:.
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