The Bayesian evidence framework is applied in this paper to least squares support vector machine (LS-SVM) regression in order to infer nonlinear models for predicting a financial time series and the related volatility. On the first level of inference, a statistical framework is related to the LS-SVM formulation which allows one to include the time-varying volatility of the market by an appropri...

Abstract This paper proposes a method which using density index function to sparse LS-SVM in highdimensional feature space, and gives a new method which takes each sample point as a clustering center to make hypersphere, so as to determine the fuzzy membership function in high-dimensional feature space, thus to establish a new fuzzy least squares support vector machine model, So it is different...

The aim of this study is to develop the Bayesian Least Squares Support Vector Machine (LS-SVM) classifiers, for preoperatively predicting the malignancy of ovarian tumors. We describe how to perform parameter estimation, input variable selection for LS-SVM within the evidence framework. The issue of computing the posterior class probability for risk minimization decision making is addressed. Th...

In this paper, we propose some improvements for the implementations of least squares support vector machine classifiers (LS-SVM). An improved conjugate gradient scheme is proposed for solving the optimization problems in LS-SVM, and an improved SMO algorithm is put forward for the general unconstrained quadratic programming problems which is the case of LS-SVM without the bias term. Numerical e...

A critical issue in urban cellular automata (CA) modeling concerns the identification of transition rules that generate realistic urban land use patterns. Recent studies have demonstrated that linear methods cannot sufficiently delineate the extraordinary complex boundaries between urban and non-urban areas and as most urban CA models simulate transitions across these boundaries, there is an ur...

This paper proposes a Multiclass Least Squares Twin Support Vector Machine (MLSTSVM) classifier for multi-class classification problems. The formulation of MLSTSVM is obtained by extending the formulation of recently proposed binary Least Squares Twin Support Vector Machine (LSTSVM) classifier. For M-class classification problem, the proposed classifier seeks M-non parallel hyper-planes, one fo...

Among Neural Network methods, the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they automatically derive the “optimal” network structure, in respect to generalization error for a given problem. In practice it means, that a lot of decisions that had to be made during the design of a traditional NN (e.g. the number of neurons, the length and type of t...

In this paper, we propose a new feature selection approach for the recently proposed Least Squares Projection Twin Support Vector Machine (LSPTSVM) for binary classification. 1-norm is used in our feature selection objective so that only non-zero elements in weight vectors will be chosen as selected features. Also, the Tikhonov regularization term is incorporated to the objective of our approac...

A scheme of direct adaptive H∞ control based on least squares support vector machines (LS-SVM) is proposed for a class of nonlinear uncertain systems. In this method, LS-SVM is employed to construct the adaptive controller, and an on-line learning rule for the weighting vector and bias is derived. A parameter selection method based on the genetic algorithm (GA) is given for LS-SVM regression wi...

Here we propose a novel machine learning method for time series forecasting which is based on the widelyused Least Squares Support Vector Machine (LS-SVM) approach. The objective function of our method contains a weighted variance minimization part as well. This modification makes the method more efficient in time series forecasting as this paper will show. The proposed method is a generalizati...