加权支持向量机在证券指数预测中的研究

支持向量机是基于统计学习理论的新一代学习机器.它使用结构风险最小化原则,运用核技巧,较好地解决了学习问题.本文提出了一种基于支持向量机的加权算法,并将其应用于证券,指数预测.与径向基神经网络相比较,加权支持向量机表现出了良好的性能.     

线性支持向量顺序回归机的原始问题的解集分析

本文主要对线性支持向量顺序回归机进行理论研究.对其相应原始问题解的存在性唯一性问题进行细致的分析,指明其解集的确切结构,并给出由对偶问题的解求出原始问题的解集的具体步骤.从而为建立理论上完备的线性支持向量顺序回归机提供了依据.     

结构可靠性分析的支持向量机方法

针对结构可靠性分析中功能函数不能显式表达的问题,将支持向量机方法引入到结构可靠性分析中．支持向量机是一种实现了结构风险最小化原则的分类技术,它具有出色的小样本学习性能和良好的泛化性能,因此提出了两种基于支持向量机的结构可靠性分析方法．与传统的响应面法和神经网络法相比,支持向量机可靠性分析方法的显著特点是在小样本下高精度地逼近函数,并且可以避免维数灾难．算例结果也充分表明支持向量机方法可以在抽样范围内很好地逼近真实的功能函数,减少隐式功能函数分析（通常是有限元分析）的次数,具有一定的工程实用价值．     

基于支持向量回归机的水文混沌时间序列预测

支持向量机在系统辨识和分类研究方面比较成熟,目前尚没有提出有效的支持向量回归理论来解决非线性、时变、干扰的复杂问题.支持向量回归机主要用于因果关系点对的回归预测,把支持向量回归机应用于水文混沌时间序列的预测研究是一个有意义的工作.在支持向量机一般理论基础上,提出了水文混沌时间序列支持向量回归机模型,并就模型进行仿真计算,讨论了模型参数对支持向量回归机预测精度的影响,为模型参数寻优提供一般指导原则.直门达水文站径流量混沌时间序列支持向量回归机预测实验表明,水文混沌时间序列支持向量回归机模型是有效的.     

支持向量机回归方法在地表水水质评价中的应用

将支持向量机方法应用于地表水质评价问题中,建立了多指标水质综合评价的支持向量机回归模型.在地表水质评价标准的基础上采用内插法获得学习样本,经过训练,得到水质评价的分类区间;然后以实测资料对所建模型进行检验,研究结果表明,支持向量机回归模型性能良好、预测精度高、简便易行,是水质评价的一种有效方法,具有广阔的应用前景.     

支持向量机及其在提高采收率潜力预测中的应用

提高采收率潜力分析的基础是进行提高采收率方法的潜力预测 .建立提高采收率潜力预测模型从统计学习的角度来看 ,实质是属于函数逼近问题 .本文首次将统计学习理论及支持向量机方法引入提高采收率方法的潜力预测中 .根据 Vapnik结构风险最小化原则 ,应尽量提高学习机的泛化能力 ,即由有效的训练集样本得到的小的误差能够保证对独立的测试集仍保持小的误差 .在本文所用较少样本条件下 ,支持向量机方法能够兼顾模型的通用性和推广性 ,具有较好的应用前景 .研究中采用的是综合正交设计法、油藏数值模拟和经济评价等方法生成的理论样本集     

带优化参数的SVR模型及在软件成本估算中的应用

随着社会各行各业对软件开发投资的日益增长,产业界和学术界越来越关注可靠的软件成本估算,以有效控制软件开发过程中相关风险.为了能更准确地估算软件成本,提出一种带遗传算法优化参数的支持向量回归机模型,用遗传算法来优化支持向量回归机模型中的参数集(C,γ,ε),可以避免参数选择的盲目性,能显著提高支持向量回归机模型的预测能力.分别用IBM DP、Kemerer和Hallmark三个数据库来验证模型的有效性,并与常用的线性回归模型进行对比,结果显示采用遗传算法优化的支持向量回归机模型具有很好的学习精度和推广能力,在MMRE和Pred(0.25)两个标准上都优于线性回归模型.     

基于双重粗糙样本的统计学习理论的理论基础

本文介绍双重粗糙理论的基本内容;提出双重粗糙经验风险泛函,双重粗糙期望风险泛函,双重粗糙经验风险最小化原则等概念;最后证明基于双重粗糙样本的统计学习理论的关键定理并讨论学习过程一致收敛速度的界.为系统建立基于不确定样本的统计学习理论并构建相应的支持向量机奠定了理论基础.     

大气中臭氧含量分析预测的支向量机模型

以俄亥俄州(O h io)的气象、臭氧监测数据为基础,对一个监测点数据进行了分析处理,运用支持向量机回归方法,对气象指标的多参数样本进行学习,获得精确的支持向量机映射关系,并对臭氧含量进行预测.预测结果的误差较小,符合实际情况,能够较好的解决实际问题,说明支持向量机回归在预测上具有小的结构风险与强的泛化能力.     

基于PCA与NSSVR的人口老龄化研究

基于非线性光滑支持向量回归机研究了人口老龄化问题.首先介绍了非线性光滑支持向量回归机(NSSVR);其次,提出了人口老龄化影响体系,利用主成分分析(PCA),在体系基础上提取出对老龄化影响明显的9个指标;再次,通过非线性光滑支持向量回归机模型建立了老龄化率与9个影响指标间的相互关系;最后,用非线性光滑支持向量回归机模型对未来人口老龄率进行预测.实证表明,方法具有很好的预测效果.     

The new interpretation of support vector machines on statistical learning theory

This paper is concerned with the theoretical foundation of support vector machines (SVMs). The purpose is to develop further an exact relationship between SVMs and the statistical learning theory (SLT). As a representative, the standard C-support vector classification (C-SVC) is considered here. More precisely, we show that the decision function obtained by C-SVC is just one of the decision functions obtained by solving the optimization problem derived directly from the structural risk minimization principl...     

On the robustness of regularized pairwise learning methods based on kernels

Regularized empirical risk minimization including support vector machines plays an important role in machine learning theory. In this paper regularized pairwise learning (RPL) methods based on kernels will be investigated. One example is regularized minimization of the error entropy loss which has recently attracted quite some interest from the viewpoint of consistency and learning rates. This paper shows that such RPL methods and also their empirical bootstrap have additionally good statistical robustness properties, if the loss function and the kernel are chosen appropriately. We treat two cases of particular interest: (i) a bounded and non-convex loss function and (ii) an unbounded convex loss function satisfying a certain Lipschitz type condition.     

基于高斯核支持向量机和遗传算法的优化组合研究

选用2008~2015共8年数据,首先基于高斯核的支持向量机在沪市A股上构建周期性的投资组合,并通过误差图和评价指标与BP神经网络、广义回归神经网络进行比较,结果表明了支持向量机在股票预测上更具有优势.再将改进遗传算法运用于上证股票市场构建最优投资组合,以上证指数作为基准进行比较,得出混合遗传算法优化组合的模型相比单一模型更为有效.     

Machine learning aided static structural reliability analysis for functionally graded frame structures

A novel machine learning aided structural reliability analysis for functionally graded frame structures against static loading is proposed. The uncertain system parameters, which include the material properties, dimensions of structural members, applied loads, as well as the degree of gradation of the functionally graded material (FGM), can be incorporated within a unified structural reliability analysis framework. A 3D finite element method (FEM) for static analysis of bar-type engineering structures involving FGM is presented. By extending the traditional support vector regression (SVR) method, a new kernel-based machine learning technique, namely the extended support vector regression (X-SVR), is proposed for modelling the underpinned relationship between the structural behaviours and the uncertain system inputs. The proposed structural reliability analysis inherits the advantages of the traditional sampling method (i.e., Monte-Carlo Simulation) on providing the information regarding the statistical characteristics (i.e., mean, standard deviations, probability density functions and cumulative distribution functions etc.) of any concerned structural outputs, but with significantly reduced computational efforts. Five numerical examples are investigated to illustrate the accuracy, applicability, and computational efficiency of the proposed computational scheme.     

Forecasting concentrations of air pollutants by logarithm support vector regression with immune algorithms

The need to minimize the potential impact of air pollutants on humans has made the accurate prediction of concentrations of air pollutants a crucial subject in environmental research. Support vector regression (SVR) models have been successfully employed to solve time series problems in many fields. The use of SVR models for forecasting concentrations of air pollutants has not been widely investigated. Data preprocessing procedures and the parameter selection of SVR models can radically influence forecasting performance. This study proposes a support vector regression with logarithm preprocessing procedure and immune algorithms (SVRLIA) model which takes advantage of the structural risk minimization of SVR models, the data smoothing of preprocessing procedures, and the optimization of immune algorithms, in order to more accurately forecast concentrations of air pollutants. Three pollutants, namely particulate matter (PM₁₀), nitrogen oxide, (NO_x), and nitrogen dioxide (NO₂), are collected and examined to determine the feasibility of the developed SVRLIA model. Experimental results reveal that the SVRLIA model can accurately forecast concentrations of air pollutants.     

基于支持向量机的武器系统参数费用模型

在武器系统分析中,建立武器参数费用模型时,首先要挑选特征参数,这里采用R ough理论中的知识约简方法选择武器的特征参数;利用支持向量机建立了参数费用模型;给出了实例和解决此问题的支持向量机源程序.通过实例与线性回归法和神经网络法的结果进行了比较,结果表明支持向量机比较精确和简单.