support vector regression with random output variable and probabilistic constraints

نویسندگان

maryam abaszade

department of statistics, ferdowsi university of mashhad, mashhad, iran sohrab effati

department of applied mathematics, ferdowsi university of mashhad, mashhad, iran

چکیده

support vector regression (svr) solves regression problems based on the concept of support vector machine (svm). in this paper, a new model of svr with probabilistic constraints is proposed that any of output data and bias are considered the random variables with uniform probability functions. using the new proposed method, the optimal hyperplane regression can be obtained by solving a quadratic optimization problem. the proposedmethod is illustrated by several simulated data and real data sets for both models (linear and nonlinear) with probabilistic constraints.

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عنوان ژورنال:
iranian journal of fuzzy systems

جلد ۱۴، شماره ۱، صفحات ۴۳-۶۰

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