scholarly journals Support vector machine quantile regression approach for functional data: Simulation and application studies

2013 ◽  
Vol 121 ◽  
pp. 50-68 ◽  
Author(s):  
Christophe Crambes ◽  
Ali Gannoun ◽  
Yousri Henchiri
Author(s):  
Junwei Ma ◽  
Xiao Liu ◽  
Xiaoxu Niu ◽  
Yankun Wang ◽  
Tao Wen ◽  
...  

Data-driven models have been extensively employed in landslide displacement prediction. However, predictive uncertainty, which consists of input uncertainty, parameter uncertainty, and model uncertainty, is usually disregarded in deterministic data-driven modeling, and point estimates are separately presented. In this study, a probability-scheme combination ensemble prediction that employs quantile regression neural networks and kernel density estimation (QRNNs-KDE) is proposed for robust and accurate prediction and uncertainty quantification of landslide displacement. In the ensemble model, QRNNs serve as base learning algorithms to generate multiple base learners. Final ensemble prediction is obtained by integration of all base learners through a probability combination scheme based on KDE. The Fanjiaping landslide in the Three Gorges Reservoir area (TGRA) was selected as a case study to explore the performance of the ensemble prediction. Based on long-term (2006–2018) and near real-time monitoring data, a comprehensive analysis of the deformation characteristics was conducted for fully understanding the triggering factors. The experimental results indicate that the QRNNs-KDE approach can perform predictions with perfect performance and outperform the traditional backpropagation (BP), radial basis function (RBF), extreme learning machine (ELM), support vector machine (SVM) methods, bootstrap-extreme learning machine-artificial neural network (bootstrap-ELM-ANN), and Copula-kernel-based support vector machine quantile regression (Copula-KSVMQR). The proposed QRNNs-KDE approach has significant potential in medium-term to long-term horizon forecasting and quantification of uncertainty.


2012 ◽  
Vol 45 (6) ◽  
pp. 2280-2287 ◽  
Author(s):  
K. De Brabanter ◽  
P. Karsmakers ◽  
J. De Brabanter ◽  
J.A.K. Suykens ◽  
B. De Moor

Author(s):  
Nguyen The Cuong

In binary classification problems, two classes normally have different tendencies. More complex, the clusters in each class also tend to be different. Traditional algorithms as Support Vector Machine (SVM) or Twin Support Vector Machine (TWSVM) don't sufficiently exploit structural information with cluster granularity of the data, cause of restricts the capability of simulation of data trends. Structural twin support vector machine (S-TWSVM) sufficiently exploits structural information with cluster granularity of one class for learning a represented hyperplane of that class. This makes S-TWSVM's data simulation capabilities better than TWSVM. However, for the data type that each class consists of clusters of different trends, the capability of simulation of S-TWSVM is restricted. In this paper, we propose a new Hierarchical Multi Twin Support Vector Machine (called HM-TWSVM) for classification problem with each cluster-vs-class strategy. HM-TWSVM overcomes the limitations of S-TWSVM. Experiment results show that HM-TWSVM could describe the tendency of each cluster.


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