메뉴 건너뛰기




Volumn 19, Issue 7, 2010, Pages 967-977

On finite Newton method for support vector regression

Author keywords

Newton method; Regression; Support vector machines; Time series

Indexed keywords

CITIGROUP; EXACT SOLUTION; FINITE NEWTON METHOD; FINITE NUMBER; FINITE TERMINATION; LEAST SQUARE; NEWTON ITERATIVE METHODS; NEWTON METHODS; QUADRATIC OPTIMIZATION PROBLEMS; REGRESSION; SMOOTH SUPPORT VECTOR REGRESSIONS; SUPPORT VECTOR; SUPPORT VECTOR REGRESSIONS; SYSTEM OF LINEAR EQUATIONS; UNCONSTRAINED OPTIMIZATION PROBLEMS;

EID: 77956879884     PISSN: 09410643     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00521-010-0361-0     Document Type: Article
Times cited : (6)

References (29)
  • 1
    • 28444464820 scopus 로고    scopus 로고
    • Bao Y-K, Liu Z-T, Guo L, Wang W (2005) Forecasting stock composite index by fuzzy support vector machines regression. In: Proceedings of 4th international conference on machine learning and cybernetics, Guangzhou, pp 18-21.
  • 3
    • 0037381038 scopus 로고    scopus 로고
    • Support vector machines experts for time series forecasting
    • Cao LJ (2003) Support vector machines experts for time series forecasting. Neurocomputing 51: 321-339.
    • (2003) Neurocomputing , vol.51 , pp. 321-339
    • Cao, L.J.1
  • 5
    • 33748133361 scopus 로고    scopus 로고
    • A hybrid SARIMA and support vector machines for forecasting the production values of the machinery industry in Taiwan
    • Chen KY, Wang CH (2007) A hybrid SARIMA and support vector machines for forecasting the production values of the machinery industry in Taiwan. Expert Syst Appl 32(1): 254-264.
    • (2007) Expert Syst Appl , vol.32 , Issue.1 , pp. 254-264
    • Chen, K.Y.1    Wang, C.H.2
  • 6
    • 77956879336 scopus 로고    scopus 로고
    • Demiriz A, Bennett K, Breneman C, Embrechts M (2001) Support vector machine regression in chemometrics. Comp Sci Stat. http://www. rpi. edu/~bennek/QSARINT. ps. gz.
  • 7
    • 0035789613 scopus 로고    scopus 로고
    • Fung G, Mangasarian OL (2001) Proximal support vector machine classifiers. In: Proceedings of 7th ACMSIGKDD international conference on knowledge discovery and data mining, pp 77-86.
  • 8
    • 0242288821 scopus 로고    scopus 로고
    • Finite Newton method for Lagrangian support vector machine
    • Fung G, Mangasarian OL (2003) Finite Newton method for Lagrangian support vector machine. Neurocomputing 55: 39-55.
    • (2003) Neurocomputing , vol.55 , pp. 39-55
    • Fung, G.1    Mangasarian, O.L.2
  • 9
    • 77956874250 scopus 로고    scopus 로고
    • Gunn SR (1998) Support vector machines for classification and regression. Technical Report, School of Electronics and Computer Science, University of Southampton, Southampton, UK. http://www. isis. ecs. soton. ac. uk/resources/svminfo/.
  • 11
    • 0035479871 scopus 로고    scopus 로고
    • SSVM: A smooth support vector machine for classification
    • Lee YJ, Mangasarian OL (2001) SSVM: a smooth support vector machine for classification. Comput Optim Appl 20(1): 5-22.
    • (2001) Comput Optim Appl , vol.20 , Issue.1 , pp. 5-22
    • Lee, Y.J.1    Mangasarian, O.L.2
  • 12
    • 19944407892 scopus 로고    scopus 로고
    • ε-SSVR: A smooth support vector machine for ε-insensitive regression
    • Lee YJ, Hsieh W-F, Huang C-M (2005) ε-SSVR: a smooth support vector machine for ε-insensitive regression. IEEE Trans Knowl Data Eng 17(5): 678-685.
    • (2005) IEEE Trans Knowl Data Eng , vol.17 , Issue.5 , pp. 678-685
    • Lee, Y.J.1    Hsieh, W.-F.2    Huang, C.-M.3
  • 13
    • 0001208950 scopus 로고
    • Parallel gradient distribution in unconstrained optimization
    • Mangasarian OL (1995) Parallel gradient distribution in unconstrained optimization. SIAM J Control Optim 33(6): 1916-1925.
    • (1995) SIAM J Control Optim , vol.33 , Issue.6 , pp. 1916-1925
    • Mangasarian, O.L.1
  • 14
    • 84899018791 scopus 로고    scopus 로고
    • Active set support vector machine classification
    • T. K. Leen, T. G. Dietterich, and V. Tesp (Eds.), Cambridge: MIT Press
    • Mangasarian OL, Musicant DR (2001) Active set support vector machine classification. In: Leen TK, Dietterich TG, Tesp V (eds) Advances in neural information processing systems, vol 13. MIT Press, Cambridge, pp 577-586.
    • (2001) Advances in Neural Information Processing Systems , vol.13 , pp. 577-586
    • Mangasarian, O.L.1    Musicant, D.R.2
  • 15
    • 0036817951 scopus 로고    scopus 로고
    • A finite newton method for classification
    • Mangasarian OL (2002) A finite newton method for classification. Optim Methods Software 17: 913-929.
    • (2002) Optim Methods Software , vol.17 , pp. 913-929
    • Mangasarian, O.L.1
  • 16
    • 0031375732 scopus 로고    scopus 로고
    • Mukherjee S, Osuna E, Girosi F (1997) Nonlinear prediction of chaotic time series using support vector machines. In: NNSP'97: neural networks for signal processing VII: proceedings of IEEE signal processing society workshop, Amelia Island, FL, USA, pp 511-520.
  • 19
    • 0030673582 scopus 로고    scopus 로고
    • Osuna E, Freund R, Girosi F (1997) Training support vector machines: an application to face detection. In: Proceedings on computer vision and pattern recognition, pp 130-136.
  • 21
    • 0000393458 scopus 로고
    • Feed forward neural nets as models for time series forecasting
    • Tang Z, Fishwick PA (1993) Feed forward neural nets as models for time series forecasting. ORSA J Comput 5: 374-385.
    • (1993) ORSA J Comput , vol.5 , pp. 374-385
    • Tang, Z.1    Fishwick, P.A.2
  • 22
    • 0001023715 scopus 로고    scopus 로고
    • Application of support vector machines in financial time series with forecasting
    • Tay FEH, Cao LJ (2001) Application of support vector machines in financial time series with forecasting. Omega 29(4): 309-317.
    • (2001) Omega , vol.29 , Issue.4 , pp. 309-317
    • Tay, F.E.H.1    Cao, L.J.2
  • 23
    • 33847154629 scopus 로고    scopus 로고
    • Tong Q, Zheng H, Wang X (2005) Gene prediction algorithm based on the statistical combination and the classification in terms of gene characteristics. In: International conference on neural networks and brain, vol 2, pp 673-677.
  • 24
    • 0033720879 scopus 로고    scopus 로고
    • Support vector machine for regression and applications to financial forecasting
    • Trafalis TB, Ince H (2000) Support vector machine for regression and applications to financial forecasting. Proc IEEE INNSENNS Int Joint Conf 16: 348-353.
    • (2000) Proc IEEE INNSENNS Int Joint Conf , vol.16 , pp. 348-353
    • Trafalis, T.B.1    Ince, H.2
  • 25
    • 0036140323 scopus 로고    scopus 로고
    • Combining neural network model with seasonal time series ARIMA model
    • Tseng FM, Yu HC, Tzeng GH (2002) Combining neural network model with seasonal time series ARIMA model. Technol Forecasting Social Change 69: 71-87.
    • (2002) Technol Forecasting Social Change , vol.69 , pp. 71-87
    • Tseng, F.M.1    Yu, H.C.2    Tzeng, G.H.3
  • 26
    • 0032594959 scopus 로고    scopus 로고
    • An overview of statistical learning theory
    • Vapnik VN (1999) An overview of statistical learning theory. IEEE Trans Neural Networks 10(5): 988-999.
    • (1999) IEEE Trans Neural Networks , vol.10 , Issue.5 , pp. 988-999
    • Vapnik, V.N.1
  • 28
    • 0035314205 scopus 로고    scopus 로고
    • A simulation study of artificial neural networks for nonlinear time series forecasting
    • Zhang GP, Patuwo EB, Hu MY (2001) A simulation study of artificial neural networks for nonlinear time series forecasting. Comput Oper Res 28: 381-396.
    • (2001) Comput Oper Res , vol.28 , pp. 381-396
    • Zhang, G.P.1    Patuwo, E.B.2    Hu, M.Y.3
  • 29
    • 0037243071 scopus 로고    scopus 로고
    • Time series forecasting using a hybrid ARIMA and neural network model
    • Zhang GP (2003) Time series forecasting using a hybrid ARIMA and neural network model. Neurocomputing 50: 159-175.
    • (2003) Neurocomputing , vol.50 , pp. 159-175
    • Zhang, G.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.