PREDICTIONS AND DIAGNOSTICS IN EXPERIMENTAL DATA USING SUPPORT VECTOR REGRESSION

2009 ◽  
Vol 18 (01) ◽  
pp. 163-171
Author(s):  
NIKITA A. SAKHANENKO ◽  
GEORGE F. LUGER ◽  
HANNA E. MAKARUK ◽  
DAVID B. HOLTKAMP
Keyword(s):  
Experimental Data ◽  
Support Vector Machine ◽  
Support Vector Regression ◽  
One Dimension ◽  
Support Vector ◽  
Unbalanced Data ◽  
Data Sets ◽  
Experimental Physics ◽  
Applied Fields

In this paper we present a novel support vector machine (SVM) based framework for prognosis and diagnosis. We apply the framework to sparse physics data sets, although the method can easily be extended to other domains. Experiments in applied fields, such as experimental physics, are often complicated and expensive. As a result, experimentalists are unable to conduct as many experiments as they would like, leading to very unbalanced data sets that can be dense in one dimension and very sparse in others. Our method predicts the data values along the sparse dimension providing more information to researchers. Often experiments deviate from expectations due to small misalignments in initial parameters. Our method detects these outlier experiments.

IMPLEMENTASI SUPPORT VECTOR MACHINE PADA PREDIKSI HARGA SAHAM GABUNGAN (IHSG)

2020 ◽  
Vol 25 (1) ◽  
pp. 24-38
Author(s):  
Eka Patriya
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Support Vector Regression ◽  
Support Vector

Saham adalah instrumen pasar keuangan yang banyak dipilih oleh investor sebagai alternatif sumber keuangan, akan tetapi saham yang diperjual belikan di pasar keuangan sering mengalami fluktuasi harga (naik dan turun) yang tinggi. Para investor berpeluang tidak hanya mendapat keuntungan, tetapi juga dapat mengalami kerugian di masa mendatang. Salah satu indikator yang perlu diperhatikan oleh investor dalam berinvestasi saham adalah pergerakan Indeks Harga Saham Gabungan (IHSG). Tindakan dalam menganalisa IHSG merupakan hal yang penting dilakukan oleh investor dengan tujuan untuk menemukan suatu trend atau pola yang mungkin berulang dari pergerakan harga saham masa lalu, sehingga dapat digunakan untuk memprediksi pergerakan harga saham di masa mendatang. Salah satu metode yang dapat digunakan untuk memprediksi pergerakan harga saham secara akurat adalah machine learning. Pada penelitian ini dibuat sebuah model prediksi harga penutupan IHSG menggunakan algoritma Support Vector Regression (SVR) yang menghasilkan kemampuan prediksi dan generalisasi yang baik dengan nilai RMSE training dan testing sebesar 14.334 dan 20.281, serta MAPE training dan testing sebesar 0.211% dan 0.251%. Hasil penelitian ini diharapkan dapat membantu para investor dalam mengambil keputusan untuk menyusun strategi investasi saham.

scholarly journals A One-shot Learning Approach to Image Classification using Genetic Programming

2020 ◽  
Author(s):  
Harith Al-Sahaf ◽  
Mengjie Zhang ◽  
M Johnston
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Genetic Programming ◽  
Image Classification ◽  
Local Binary Patterns ◽  
Support Vector ◽  
Learning Approach ◽  
Data Sets ◽  
Domain Specific ◽  
International Publishing

In machine learning, it is common to require a large number of instances to train a model for classification. In many cases, it is hard or expensive to acquire a large number of instances. In this paper, we propose a novel genetic programming (GP) based method to the problem of automatic image classification via adopting a one-shot learning approach. The proposed method relies on the combination of GP and Local Binary Patterns (LBP) techniques to detect a predefined number of informative regions that aim at maximising the between-class scatter and minimising the within-class scatter. Moreover, the proposed method uses only two instances of each class to evolve a classifier. To test the effectiveness of the proposed method, four different texture data sets are used and the performance is compared against two other GP-based methods namely Conventional GP and Two-tier GP. The experiments revealed that the proposed method outperforms these two methods on all the data sets. Moreover, a better performance has been achieved by Naïve Bayes, Support Vector Machine, and Decision Trees (J48) methods when extracted features by the proposed method have been used compared to the use of domain-specific and Two-tier GP extracted features. © Springer International Publishing 2013.

scholarly journals Support Vector Regression (SVR) Dalam Memprediksi Harga Minyak Kelapa Sawit di Indonesia dan Nilai Tukar Mata Uang EUR/USD

2021 ◽  
Vol 5 (1) ◽  
pp. 85-92
Author(s):  
Siti Saadah ◽  
Fakhira Zahra Z ◽  
Hasna Haifa Z
Keyword(s):  
Support Vector Machine ◽  
Exchange Rate ◽  
Support Vector Regression ◽  
Support Vector ◽  
Radial Basis

Support Vector Machine merupakan algoritma pembelajaran mesin yang banyak digunakan untuk melakukan prediksi. Salah satunya dengan menggunakan vector kernel radial basis. Dengan karakteristik regresi pada kernel RBF maka metode ini berhasil melakukan prediksi untuk permasalahan seasoning. Mengacu kepada hal tersebut, maka pada penelitian ini akan digunakan pendekatan RBF untuk prediksi forex exchange rate atau minyak kelapa sawit. Karakteristik dua data ini jauh memiliki kesamaan, yakni cenderung ke arah trend seasonal. Mengingat pentingnya dilakukan prediksi untuk kedua studi kasus tersebut, maka kedua permasalahan ini dikaji pada penelitian ini untuk diuji menggunakan algoritma SVR. Hasil yang diperoleh menunjukkan bahwa presentase akurasi untuk exchange rate yaitu 99.97%. Sementara, akurasi pada saat memprediksi minyak kelapa sawit yaitu pada kisaran 98%.

Comparative Analysis of Statistical, Machine Learning, and Grey Methods for Short-Term Electricity Load Forecasting

2016 ◽  
pp. 1161-1183 ◽  
Author(s):  
Tuncay Ozcan ◽  
Tarik Küçükdeniz ◽  
Funda Hatice Sezgin
Keyword(s):  
Support Vector Regression ◽  
Electricity Market ◽  
Load Forecasting ◽  
Forecast Accuracy ◽  
Grey Model ◽  
Support Vector ◽  
Forecasting Model ◽  
Data Sets ◽  
Electricity Load ◽  
Electricity Load Forecasting

Electricity load forecasting is crucial for electricity generation companies, distributors and other electricity market participants. In this study, several forecasting techniques are applied to time series modeling and forecasting of the hourly loads. Seasonal grey model, support vector regression, random forests, seasonal ARIMA and linear regression are benchmarked on seven data sets. A rolling forecasting model is developed and 24 hours of the next day is predicted for the last 14 days of each data set. This day-ahead forecasting model is especially important in day-ahead market activities and plant scheduling operations. Experimental results indicate that support vector regression and seasonal grey model outperforms other approaches in terms of forecast accuracy for day-ahead load forecasting.

Affinity and class probability-based fuzzy support vector machine for imbalanced data sets

2020 ◽  
Vol 122 ◽  
pp. 289-307 ◽  
Author(s):  
Xinmin Tao ◽  
Qing Li ◽  
Chao Ren ◽  
Wenjie Guo ◽  
Qing He ◽  
...  
Keyword(s):  
Support Vector Machine ◽  
Imbalanced Data ◽  
Support Vector ◽  
Data Sets ◽  
Fuzzy Support Vector Machine ◽  
Imbalanced Data Sets ◽  
Class Probability

Parameter C Optimizing for Robust ε-Support Vector Regression

2014 ◽  
Vol 543-547 ◽  
pp. 2045-2048
Author(s):  
Yuan Lv ◽  
Zhong Gan
Keyword(s):  
Experimental Data ◽  
Support Vector Regression ◽  
System Parameter ◽  
Forecast Accuracy ◽  
Regression Method ◽  
Support Vector ◽  
Penalty Parameter ◽  
Optimal Method ◽  
Good Forecast ◽  
Selection Of

In case of experimental data contaminated with errors and noise, the robust ε-support vector regression has good forecast accuracy and high generalization ability. However, it depends on the selection of system parameter. Firstly, this paper introduces the robust ε-support vector regression method. Secondly, as the experiments prove, the new method achieves high forecast accuracy by virtue of the optimal penalty parameter C. Finally, the optimal method of parameter C is presented in the last section.

Comparisons of Support Vector Regression and Neural Network in Modelling the Hydraulic Damper

2011 ◽  
Vol 403-408 ◽  
pp. 3805-3812 ◽  
Author(s):  
Kong Hui Guo ◽  
Xian Yun Wang
Keyword(s):  
Neural Network ◽  
Experimental Data ◽  
Support Vector Regression ◽  
Network Models ◽  
Support Vector ◽  
Neural Network Models ◽  
Hydraulic Damper ◽  
Nonparametric Models ◽  
Force Velocity ◽  
Bpnn Model

Nonparametric models of hydraulic damper based on support vector regression (SVR) are developed. Then these models are compared with two kinds neural network models. One is backpropagation neural network (BPNN) model; another is radial basis function neural network (RBFNN) model. Comparisons are carried out both on virtual damper and actual damper. The force-velocity relation of a virtual damper is obtained based on a rheological model. Then these data are used to identify the characteristics of the virtual damper. The dynamometer measurements of an actual displacement-dependent damper are obtained by experiment. And these data are used to identify the characteristics of this actual damper. The comparisons show that BPNN model is best at identifying the characteristics of the virtual damper, but SVR model is best at identifying the characteristics of the actual damper. The reason is that all experimental data include noise more or less. When the amplitude of the noise is smaller than the parameter of SVR, the noise can not affect the construction of the resulting model. So when training a model based on the experimental data, SVR is superior to other neural networks methods.

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