Asymptotic behaviors of support vector machines with Gaussian kernel
Neural Computation
A tutorial on support vector regression
Statistics and Computing
Working Set Selection Using Second Order Information for Training Support Vector Machines
The Journal of Machine Learning Research
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Using the global optimization properties of Particle Swarm Optimization(PSO) to carry out parameter identification of support vector machine(SVM). Before the particle swarm search for parameters, exponential transform the parameters first to make intervals [0, 1] and [1, infinity] have the same search probability. Fitness function of PSO as generalization ability of support vector machine model to be the standard, at the same time discussed the minimum error of testing samples and leave-one-out method to the SVM learning method promotion ability. Finally taking the data of monthly runoff of Yichang station in Yangtze River as an example, respectively using the ARMA model, seasonal ARIMA model, BP neural network model and the SVM model that have built to simulate forecasting, the result shows the validity of the model.