摘要
Support vector machine(SVM)has been widely applied to classification and regression problems, but it suf-fers from some important limitations, one of the most significant being that it makes point predictions rather thangenerating probability output. A notion of predicting credibility is proposed in support vector regression machinebased on the problem, which can make predicting value have a definite measure, and then relationship between pre-dicting credibility and noise is discussed. Finally, an example of predicting chaotic time series shows the rationality ofthe definition.
Support vector machine(SVM)has been widely applied to classification and regression problems, but it suffers from some important limitations, one of the most significant being that it makes point predictions rather than generating probability output. A notion of predicting credibility is proposed in support vector regression machine based on the problem, which can make predicting value have a definite measure, and then relationship between predicting credibility and noise is discussed. Finally, an example of predicting chaotic time series shows the rationality of the definition.
出处
《计算机科学》
CSCD
北大核心
2003年第8期126-127,共2页
Computer Science
基金
广东省自然科学基金(021349)
