Park, J I; Kim, N; Jeong, M K; Shin, K S - In: Journal of the Operational Research Society 64 (2013) 5, pp. 775-785
In this paper, we propose a novel multiphase support vector regression (mp-SVR) technique to approximate a true relationship for the case where the effect of input on output changes abruptly at some break-points. A new formulation for mp-SVR is presented to allow such structural changes in...