Probability Distribution and Deviation Information Fusion Driven Support Vector Regression Model and Its Application

Changhao Fan and Xuefeng Yan

Mathematical Problems in Engineering, 2017, vol. 2017, 1-11

Abstract:

In modeling, only information from the deviation between the output of the support vector regression (SVR) model and the training sample is considered, whereas the other prior information of the training sample, such as probability distribution information, is ignored. Probabilistic distribution information describes the overall distribution of sample data in a training sample that contains different degrees of noise and potential outliers, as well as helping develop a high-accuracy model. To mine and use the probability distribution information of a training sample, a new support vector regression model that incorporates probability distribution information weight SVR (PDISVR) is proposed. In the PDISVR model, the probability distribution of each sample is considered as the weight and is then introduced into the error coefficient and slack variables of SVR. Thus, the deviation and probability distribution information of the training sample are both used in the PDISVR model to eliminate the influence of noise and outliers in the training sample and to improve predictive performance. Furthermore, examples with different degrees of noise were employed to demonstrate the performance of PDISVR, which was then compared with those of three SVR-based methods. The results showed that PDISVR performs better than the three other methods.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:9650769

DOI: 10.1155/2017/9650769

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