Least-Squares wavelet kernel method for regression estimation

  • Authors:
  • Xiangjun Wen;Xiaoming Xu;Yunze Cai

  • Affiliations:
  • Automation Department, Shanghai Jiaotong University, Shanghai, China;Automation Department, Shanghai Jiaotong University, Shanghai, China;Automation Department, Shanghai Jiaotong University, Shanghai, China

  • Venue:
  • ICNC'05 Proceedings of the First international conference on Advances in Natural Computation - Volume Part I
  • Year:
  • 2005

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Abstract

Based on the wavelet decomposition and reproducing kernel Hilbert space (RKHS), a novel notion of least squares wavelet support vector machine (LS-WSVM) with universal reproducing wavelet kernels is proposed for approximating arbitrary nonlinear functions. The good reproducing property of wavelet kernel function enhances the generalization ability of LS-WSVM method and some experimental results are presented to illustrate the feasibility of the proposed method.