用于回归估计支持向量机方法.pdfVIP

系 统 仿 真 学 报 Vol. 15 No. 11 • 1580 • JOURNAL OF SYSTEM SIMULATION Nov. 2003 用于回归估计的支持向量机方法 杜树新，吴铁军 (浙江大学工业控制技术国家重点实验室，浙江大学智能系统与决策研究所, 浙江杭州 310027) 摘 要: 用于回归估计的支持向量机方法以可控制的精度逼近非线性函数，具有全局最优、良好泛 化能力等优越性能，得到广泛的研究。描述了该方法的基本思想，着重讨论了n -SVM、最小二乘 SVM、加权SVM、线性SVM 等支持向量机的新方法，降低训练时间和减少计算复杂性的分解法、 SMO 及增量学习算法。在非线性系统参数辨识、预测预报、建模与控制研究中，支持向量机是很有 发展前途的研究方法。 关键词：支持向量机；回归估计；预测预报；建模与控制 文章编号：1004-731X (2003) 11-1580-06 中图分类号：TP181 文献标识码：A Support Vector Machines for Regression D U Shu-xin , WU Tie-jun (National Key Lab of Industrial Control Technology, Institute of Intelligent Systems and Decision Making, Zhejiang University, Hangzhou 310027, China) Abstract：Support Vector Machine (SVM) for regression has recently attracted growing research interest due to its obvious advantage such as nonlinear function approximation with arbitrary accuracy, and good generalization ability, unique and globally optimal solutions. An overview of the basic ideas underlying SVM for regression is given in this paper. In particular, new methods such as n -SVM, LS-SVM, weighted SVM and linear SVM, and optimization algorithms including decomposition method and SMO and incremental learning with fast computational speed and ease of implementation are concentrated as well. SVM for regression is an important and promising new direction in the area of nonlinear parameter identification, forecast, modeling and control. Keywords: support vector machine; regression; forecast; modeling and control