| 灰色局部支持向量回归机及应用 |
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| 引用本文： | 蒋辉,王志忠.灰色局部支持向量回归机及应用[J].控制与决策,2010,25(3):399-403. |
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| 作者姓名： | 蒋辉 王志忠 |
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| 作者单位： | 1. 中南大学数学科学与计算技术学院,长沙,410075;惠州学院数学系,广东,惠州,516007
2. 中南大学数学科学与计算技术学院,长沙,410075 |
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| 摘 要： | 为了解决全局支持向量回归机(Global-SVR)在大样本数据集中计算效率低下的问题,将局部支持向量回归机与灰色系统理论有机结合,并利用灰色关联度作为局部邻域函数构造灰色局部支持向量回归机(GL-SVR),该做法具有一定的理论价值.优化过程中采用留一法评估学习机的泛化性能,利用模式搜索法选择模型参数.真实的股价涨跌幅预测实验结果表明,该方法既加快了运算速度,又提高了预测精度.
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| 关 键 词： | 局部支持向量回归 灰色关联度 股价涨跌幅 |
| 收稿时间： | 2009/3/30 0:00:00 |
| 修稿时间： | 2009/6/3 0:00:00 |
Grey Local Support Vector Regression and Its Application |
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| JIANG Hui,WANG Zhi-zhong.Grey Local Support Vector Regression and Its Application[J].Control and Decision,2010,25(3):399-403. |
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| Authors: | JIANG Hui WANG Zhi-zhong |
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| Affiliation: | 1.School of Mathematical Sciences and Computing Technology/a>;Central South University/a>;Changsha 410075/a>;China/a>;2.Department of Mathematical Sciences/a>;Huizhou University/a>;Huizhou 516007/a>;China. |
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| Abstract: | Due to much time consumption of global support vector regression (Global-SVR) for large sample size data,grey local SVR (GL-SVR) combined grey relational grade regarded as neighbourhood function with local support vector regression is considered. To optimize the machine,based on leave-one-out errors,pattern search method is adopted for model selection. Experiments are carried out on a real stock price change forecasting with GL-SVR and the results show that the proposed approach can not only speed up the co... |
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| Keywords: | Local support vector regression Grey relational grade Stock price change |
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