一种ε可调的在线支持向量回归及其训练算法

计算机工程与应用 ›› 2007, Vol. 43 ›› Issue (25): 83-86.

一种ε可调的在线支持向量回归及其训练算法

刁翔，李奇

东南大学自动化研究所，南京 210096

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2007-09-01 发布日期:2007-09-01
通讯作者: 刁翔

Epsilon-adjustable on-line support vector regression and its training algorithm

DIAO Xiang，LI Qi

Research Institute of Automation，Southeast University，Nanjing 210096，China

Received:1900-01-01 Revised:1900-01-01 Online:2007-09-01 Published:2007-09-01
Contact: DIAO Xiang

摘要/Abstract

摘要： 标准支持向量回归问题中，噪声较大的时段将包含较多的支持向量。提出一种时间窗内?着可调的支持向量回归方法，根据各时间窗的支持向量的比例动态调整?着，能够处理噪声时变的回归问题。并给出一种?着调整时的在线训练算法，避免重复求解凸规划问题。实例表明该方法的泛化能力和拟合精度较标准支持向量回归为优。

关键词: 在线支持向量回归, ?着可调, 在线训练

Abstract: The distribution of support vector is analyzed.An epsilon-adjustable support vector regression is proposed.According to the ratio of the number of support vectors to the number of samples in each time window，epsilon is adjusted to handle time-varying noise of system.An on-line training algorithm is presented to avoid repetitious solving the convex programming problem.Simulation shows that the generalization performance and the accuracy of the proposed method are better than the standard support vector regression.

Key words: on-line support vector regression, epsilon-adjustable, on-line training

刁翔，李奇. 一种ε可调的在线支持向量回归及其训练算法[J]. 计算机工程与应用, 2007, 43(25): 83-86.

DIAO Xiang，LI Qi. Epsilon-adjustable on-line support vector regression and its training algorithm[J]. Computer Engineering and Applications, 2007, 43(25): 83-86.