Global Nonlinear Kernel Prediction for Large Dataset with a Particle Swarm Optimized Interval Support Vector Regression

A new global nonlinear predictor with a particle swarm-optimized interval support vector regression (PSO-ISVR) is proposed to address three issues (viz., kernel selection, model optimization, kernel method speed) encountered when applying SVR in the presence of large data sets. The novel prediction model can reduce the SVR computing overhead by dividing input space and adaptively selecting the optimized kernel functions to obtain optimal SVR parameter by PSO. To quantify the quality of the predictor, its generalization performance and execution speed are investigated based on statistical learning theory. In addition, experiments using synthetic data as well as the stock volume weighted average price are reported to demonstrate the effectiveness of the developed models. The experimental results show that the proposed PSO-ISVR predictor can improve the computational efficiency and the overall prediction accuracy compared with the results produced by the SVR and other regression methods. The proposed PSO-ISVR provides an important tool for nonlinear regression analysis of big data

A Polyhedral Study of Mixed 0-1 Set

We consider a variant of the well-known single node fixed charge network flow set with constant capacities. This set arises from the relaxation of more general mixed integer sets such as lot-sizing problems with multiple suppliers. We provide a complete polyhedral characterization of the convex hull of the given set

Training issues and learning algorithms for feedforward and recurrent neural networks

Ph.DDOCTOR OF PHILOSOPH