2,745 research outputs found

    Incremental kernel learning algorithms and applications.

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    Since the Support Vector Machines (SVMs) were introduced in 1995, SVMs have been recognized as essential tools for pattern classification and function approximation. Numerous publications show that SVMs outperform other learning methods in various areas. However, SVMs have a weak performance with large-scale data sets because of high computational complexity. One approach to overcome this limitation is the incremental learning approach where a large-scale data set is divided into several subsets and trained on those subsets updating the core information extracted from the previous subset. This approach also has a drawback that the core information is accumulated during the incremental procedure. When the large-scale data set has a special structure (e.g., in the case of unbalanced data set), the standard SVM might not perform properly. In this study, a novel approach based on the reduced convex hull concept is developed and applied in various applications. In addition, the developed concept is applied to the Support Vector Regression (SVR) to produce better performance. From the performed experiments, the incremental revised SVM significantly reduces the number of support vectors and requires less computing time. In addition the incremental revised SVR produces similar results with the standard SVR by reducing computing time significantly. Furthermore, the filter concept developed in this study may be utilized to reduce the computing time in other learning approach

    Comparative Study on modeling Efficiency Between Support Vector Machines (SVMs) model and Parallel OBF-NN model

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    This project is about the comparative study between model efficiency between support vector machine (SVM) and parallel OBF-NN model. To demonstrate the concept, basic support vector regression (SVR) model is developed as nonlinear model identification. Best parameter and option for SVR model is selected in order to construct optimum model performance. The study is developed using selected case study, which is using van de vusse reactor datasets. The data consist of input and output than applicable to perform simulation as training and validation data. Lastly, an OBF-SVR model is developed that use OBF model as linear part and SVR model as nonlinear part align in parallel. The performance of each developed model is tested in their performance in validation to approach real system value. The developed OBF-SVR model is compared with OBF-NN model and the deviation between each model is investigated

    Forecasting of electricity prices in the Spanish electricity market using machine learning tools

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    The objective of this research assignment was to forecast electricity prices in the Spanish electricity market using three different machine learning techniques: k-nearest neighbours, support vector regression and artificial neural networks. The achieved results were compared and the quality of developed models was evaluated. The project was implemented in Python3.Incomin

    Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms: support vector regression forecast combinations

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    The motivation of this paper is to introduce a hybrid Rolling Genetic Algorithm-Support Vector Regression (RG-SVR) model for optimal parameter selection and feature subset combination. The algorithm is applied to the task of forecasting and trading the EUR/USD, EUR/GBP and EUR/JPY exchange rates. The proposed methodology genetically searches over a feature space (pool of individual forecasts) and then combines the optimal feature subsets (SVR forecast combinations) for each exchange rate. This is achieved by applying a fitness function specialized for financial purposes and adopting a sliding window approach. The individual forecasts are derived from several linear and non-linear models. RG-SVR is benchmarked against genetically and non-genetically optimized SVRs and SVMs models that are dominating the relevant literature, along with the robust ARBF-PSO neural network. The statistical and trading performance of all models is investigated during the period of 1999–2012. As it turns out, RG-SVR presents the best performance in terms of statistical accuracy and trading efficiency for all the exchange rates under study. This superiority confirms the success of the implemented fitness function and training procedure, while it validates the benefits of the proposed algorithm

    Prediction of Energy Consumption in Buildings Using Support Vector Machine

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    The energy consumption of buildings can directly affect the buildings users\u27 budget and their satisfaction with the investment in the property. Vice versa, buildings energy consumption has a social implication on the buildings\u27 users. Additionally, building energy consumption is connected with the buildings influence on the environment due to the CO2 emission. Thus, having a model for energy usage prediction is of crucial importance. Data for sixty real-built buildings were collected. Using support vector machine, a model was developed for prediction of energy consumption. The mean absolute percentage error of the model is 2,44% and the coefficient of determination of the model R2 is 94,72%, which expresses the global fit of the model. The model is useful for all participants in the designs of buildings, particularly in the early phases. It can serve as a decision support model during the process of selection of optimal building design

    Spatial support vector regression to detect silent errors in the exascale era

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    As the exascale era approaches, the increasing capacity of high-performance computing (HPC) systems with targeted power and energy budget goals introduces significant challenges in reliability. Silent data corruptions (SDCs) or silent errors are one of the major sources that corrupt the executionresults of HPC applications without being detected. In this work, we explore a low-memory-overhead SDC detector, by leveraging epsilon-insensitive support vector machine regression, to detect SDCs that occur in HPC applications that can be characterized by an impact error bound. The key contributions are three fold. (1) Our design takes spatialfeatures (i.e., neighbouring data values for each data point in a snapshot) into training data, such that little memory overhead (less than 1%) is introduced. (2) We provide an in-depth study on the detection ability and performance with different parameters, and we optimize the detection range carefully. (3) Experiments with eight real-world HPC applications show thatour detector can achieve the detection sensitivity (i.e., recall) up to 99% yet suffer a less than 1% of false positive rate for most cases. Our detector incurs low performance overhead, 5% on average, for all benchmarks studied in the paper. Compared with other state-of-the-art techniques, our detector exhibits the best tradeoff considering the detection ability and overheads.This work was supported by the U.S. Department of Energy, Office of Science, Advanced Scientific Computing Research Program, under Contract DE-AC02-06CH11357, by FI-DGR 2013 scholarship, by HiPEAC PhD Collaboration Grant, the European Community’s Seventh Framework Programme [FP7/2007-2013] under the Mont-blanc 2 Project (www.montblanc-project.eu), grant agreement no. 610402, and TIN2015-65316-P.Peer ReviewedPostprint (author's final draft

    APARCH Models Estimated by Support Vector Regression

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    This thesis presents a comprehensive study of asymmetric power autoregressive conditional heteroschedasticity (APARCH) models for modelling volatility in financial return data. The goal is to estimate and forecast volatility in financial data with excess kurtosis, volatility clustering and asymmetric distribution. Models based on maximum likelihood estimation (MLE) will be compared to the kernel based support vector regression (SVR). The popular Gaussian kernel and a wavelet based kernel will be used for the SVR. The methods will be tested on empirical data, including stock index prices, credit spreads and electric power prices. The results indicate that asymmetric power models are needed to capture the asseymtry in the data. Furthermore, SVR models are able to improve estimation and forecasting accuracy, compared with the APARCH models based on MLE.Masteroppgave i statistikkSTAT399MAMN-STA

    NASA Thesaurus supplement: A four part cumulative supplement to the 1988 edition of the NASA Thesaurus (supplement 3)

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    The four-part cumulative supplement to the 1988 edition of the NASA Thesaurus includes the Hierarchical Listing (Part 1), Access Vocabulary (Part 2), Definitions (Part 3), and Changes (Part 4). The semiannual supplement gives complete hierarchies and accepted upper/lowercase forms for new terms
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