Search Results - subject:"Support vector regression"

On a strategy to develop robust and simple tariffs from motor vehicle insurance data

Christmann, Andreas - Institut für Wirtschafts- und Sozialstatistik, … - 2004

nonparametric approach based on a combination of kernel logistic regression and ¡support vector regression. …

Persistent link: https://www.econbiz.de/10009295203

On a strategy to develop robust and simple tariffs from motor vehicle insurance data

Christmann, Andreas - 2004

nonparametric approach based on a combination of kernel logistic regression and ¡support vector regression. …

Persistent link: https://www.econbiz.de/10010516923

Support vector regression for warranty claim forecasting

Wu, S; Akbarov, A - 2011

forecasting warranty claims: the first isa weighted support vector regression (SVR) model and the second is a weightedSVR …

Persistent link: https://www.econbiz.de/10009463135

Electric load forecasting by seasonal recurrent SVR (support vector regression) with chaotic artificial bee colony algorithm

Hong, Wei-Chiang - In: Energy 36 (2011) 9, pp. 5568-5578

Support vector regression (SVR), with hybrid chaotic sequence and evolutionary algorithms to determine suitable values … load forecasting model which combines the seasonal recurrent support vector regression model with chaotic artificial bee …

Persistent link: https://www.econbiz.de/10011054912

Prediction of daily maximum temperature using a support vector regression algorithm

Paniagua-Tineo, A.; Salcedo-Sanz, S.; Casanova-Mateo, C.; … - In: Renewable Energy 36 (2011) 11, pp. 3054-3060

conditions. This paper presents a novel methodology for daily maximum temperature prediction, based on a Support Vector … Regression approach. The paper is focused on different measuring stations in Europe, from which different meteorological …

Persistent link: https://www.econbiz.de/10011044061

An Empirical Comparison of Machine Learning Models for Time Series Forecasting

Ahmed, Nesreen; Atiya, Amir; Gayar, Neamat El; … - In: Econometric Reviews 29 (2010) 5-6, pp. 594-621

-nearest neighbor regression, CART regression trees, support vector regression, and Gaussian processes. The study reveals significant …

Persistent link: https://www.econbiz.de/10008691624

The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing

Maasoumi, Esfandiar; Medeiros, Marcelo - In: Econometric Reviews 29 (2010) 5-6, pp. 470-475

Statistical Learning refers to statistical aspects of automated extraction of regularities (structure) in datasets. It is a broad area which includes neural networks, regression-trees, nonparametric statistics and sieve approximation, boosting, mixtures of models, computational complexity,...

Persistent link: https://www.econbiz.de/10008691632

Estimating Interest Rate Curves by Support Vector Regression

Andre d'Almeida Monteiro - In: Econometric Reviews 29 (2010) 5-6, pp. 717-753

Support Vector Regression (SVR), a method derived from the Statistical Learning Theory developed by Vapnik (1995). The …

Persistent link: https://www.econbiz.de/10008691634

Estimating the Market Share Attraction Model using Support Vector Regressions

Nalbantov, Georgi; Franses, Philip Hans; Groenen, Patrick; … - In: Econometric Reviews 29 (2010) 5-6, pp. 688-716

We propose to estimate the parameters of the Market Share Attraction Model (Cooper and Nakanishi, 1988; Fok and Franses, 2004) in a novel way by using a nonparametric technique for function estimation called Support Vector Regressions (SVR) (Smola, 1996; Vapnik, 1995). Traditionally, the parameters of...

Persistent link: https://www.econbiz.de/10008691635

Linear programming support vector regression with wavelet kernel: A new approach to nonlinear dynamical systems identification

Lu, Zhao; Sun, Jing; Butts, Kenneth R. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 7, pp. 2051-2063

techniques. On the other hand, as a new generation of learning algorithms, support vector regression (SVR) was developed by … avenue to represent nonlinear dynamical systems and underpin advanced analysis. However, for the support vector regression … sparsity cannot be guaranteed. In this article, from the perspective of model sparsity, the linear programming support vector …

Persistent link: https://www.econbiz.de/10011050372