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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