Support Vector Machine Based on Hybrid Kernel Function

Author(s):  
Xia Wu ◽  
Wanmei Tang ◽  
Xiao Wu
2017 ◽  
Vol 42 (3) ◽  
pp. 252-264 ◽  
Author(s):  
Zhongda Tian ◽  
Shujiang Li ◽  
Yanhong Wang ◽  
Xiangdong Wang

The prediction accuracy of wind power affects the operation cost of the power grid, which is a direct result of the supply and demand balance of the grid. Therefore, how to improve the prediction accuracy of wind power is very important. Considering the prediction accuracy of current prediction methods is not high, a wind power prediction method based on a hybrid kernel function support vector machine is proposed. On the basis of the exhibited characteristics of different kernel functions, the hybrid kernel function is a linear combination of the radial basis function and the polynomial kernel function. The hybrid kernel function is selected as the kernel function of support vector machine. The global kernel function is used to fit the correlation of the distant sample data, while the partial kernel function is used to fit the correlation of the data in neighboring fields. The generalization performance of the support vector machine model is improved. At the same time, an improved particle swarm optimization algorithm is introduced to determine the optimal parameters of the hybrid kernel function and support vector machine prediction model. Finally, the built prediction model is used to predict the wind power. The simulation results demonstrate that the proposed prediction method has better prediction accuracy for wind power.


2011 ◽  
Vol 267 ◽  
pp. 468-471
Author(s):  
Jin Yan Shi ◽  
Xue Li ◽  
Yan Xi Li

Accurate stock price predicting is a key problem to the financial field. Comparing with the traditional stock price predicting models such as GARCH models and neural networks, the theoretical advantage of applying support vector machine (SVM) to stock price predicting highly depends on solving the problem of kernel function construction and parameter optimization. For the effect of the kernel function in the SVM classification model, a hybrid kernel function is presented. In order to optimize and adjust the important parameters during the process of building the hybrid kernel function, an improved particle swarm optimization which has better global search ability is used. Experimental results about stock price index predicting show that this method has higher prediction accuracy compared with the traditional kernel functions.


2016 ◽  
Vol 25 (3) ◽  
pp. 417-429
Author(s):  
Chong Wu ◽  
Lu Wang ◽  
Zhe Shi

AbstractFor the financial distress prediction model based on support vector machine, there are no theories concerning how to choose a proper kernel function in a data-dependent way. This paper proposes a method of modified kernel function that can availably enhance classification accuracy. We apply an information-geometric method to modifying a kernel that is based on the structure of the Riemannian geometry induced in the input space by the kernel. A conformal transformation of a kernel from input space to higher-dimensional feature space enlarges volume elements locally near support vectors that are situated around the classification boundary and reduce the number of support vectors. This paper takes the Gaussian radial basis function as the internal kernel. Additionally, this paper combines the above method with the theories of standard regularization and non-dimensionalization to construct the new model. In the empirical analysis section, the paper adopts the financial data of Chinese listed companies. It uses five groups of experiments with different parameters to compare the classification accuracy. We can make the conclusion that the model of modified kernel function can effectively reduce the number of support vectors, and improve the classification accuracy.


2021 ◽  
Vol 231 ◽  
pp. 107398
Author(s):  
Zhong Yuan ◽  
Hongmei Chen ◽  
Xiaoling Yang ◽  
Tianrui Li ◽  
Keyu Liu

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Xue-cun Yang ◽  
Xiao-ru Yan ◽  
Chun-feng Song

For coal slurry pipeline blockage prediction problem, through the analysis of actual scene, it is determined that the pressure prediction from each measuring point is the premise of pipeline blockage prediction. Kernel function of support vector machine is introduced into extreme learning machine, the parameters are optimized by particle swarm algorithm, and blockage prediction method based on particle swarm optimization kernel function extreme learning machine (PSOKELM) is put forward. The actual test data from HuangLing coal gangue power plant are used for simulation experiments and compared with support vector machine prediction model optimized by particle swarm algorithm (PSOSVM) and kernel function extreme learning machine prediction model (KELM). The results prove that mean square error (MSE) for the prediction model based on PSOKELM is 0.0038 and the correlation coefficient is 0.9955, which is superior to prediction model based on PSOSVM in speed and accuracy and superior to KELM prediction model in accuracy.


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