Journal
INTERNATIONAL JOURNAL OF MACHINE LEARNING AND CYBERNETICS
Volume 6, Issue 5, Pages 719-732Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s13042-015-0395-9
Keywords
Support vector regression; Interval input-output data; Hausdorff distance; Nonparallel functions; Interval twin support vector regression
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Funding
- program of Shanghai Normal University [DZL121]
- National Natural Science Foundation of Shanghai [12ZR1447100]
- Natural Science Foundation of China [61202156]
- Natural Science Foundation of Zhejiang Province of China [Y6100588]
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It is necessary to use interval data to define terms or describe extreme behaviors because of the existence of uncertainty in many real-world problems. In this paper, a novel efficient interval twin support vector regression (ITSVR) is proposed to handle such interval data. This ITSVR employs two nonparallel functions to identify the upper and lower sides of the interval output data, respectively, in which the Hausdorff distance is incorporated into the Gaussian kernel as the interval kernel for interval input data. Compared with other support vector regression (SVR)-based interval regression methods, such as the interval support vector interval regression networks (ISVIRN), this ITSVR algorithm is more efficient since only two smaller-sized QPPs are solved, respectively. The experimental results on several artificial datasets and three stock index datasets show the validity of ITSVR.
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