• 论文 •    

基于具有高斯损失函数支持向量机的预测模型

吴奇,严洪森   

  1. 东南大学 复杂工程系统测量与控制教育部重点实验室,江苏南京210096
  • 出版日期:2009-02-15 发布日期:2009-02-25

Forecasting method based on support vector machine with Gaussian loss function

WU Qi, YAN Hong-sen   

  1. Key Lab of Measurement and Control of Complex Systems of Engineering, Ministry of Education,Southeast University, Nanjing 210096, China
  • Online:2009-02-15 Published:2009-02-25

摘要: 鉴于ε-不敏感损失函数的标准支持向量机对产品销售时序的预测效果不好,提出一种采用高斯函数作为损失函数的支持向量机,给出相应的产品销售短期智能预测方法和参数优选算法。最后以汽车销售实例进行分析,表明基于高斯损失函数的支持向量机的短期预测方法是有效可行的。

关键词: 支持向量机, 粒子群优化, 混沌映射, 嵌入式, 预测, 模型

Abstract: In view of the bad forecasting results of standard-Support Vector Machine (SVM) for product sale series with the normal distribution noise, a SVM based on the Gauss loss function, by name-SVM, was proposed. And then, a short-term intelligent forecasting method for product sales and its parameter-selection algorithm were presented. The results of its application in automobile sale forecasting indicated that the short-term forecasting method based on-SVM was effective and feasible.

Key words: support vector machine, particle swarm optimization, chaotic mapping, embedded, forecasting, models

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