Asymmetrical interval regression using extended epsilon-SVM with robust algorithm

作者：Xu Shao Qing; Luo Qiang Yi; Xu Guang Hui; Zhang Lei

来源：Fuzzy Sets and Systems, 2009, 160(7): 988-1002.

DOI：10.1016/j.fss.2008.07.003

• Interval regression
• Asymmetrical
• Support vector machine (SVM)
• Possibility theory

In an asymmetrical interval data set, the error ranges of the upper and lower interval ends are different. This situation is common in practice because of the usual presence of uncertain influences. In prior "crisp input and interval output" regression analysis, a crude symmetrical estimation is obtained, and the asymmetrical character of training data cannot be depicted exactly. In this paper, an asymmetrical interval data analysis is proposed for the first time. The two interval ends are studied independently, and a set of regression models and epsilon-insensitive functions are proposed to strengthen the description of the interval ends. The support vector machine (SVM) is imported into this approach (for its model-free character in nonlinear regression) and further extended by epsilon-insensitive functions to the extended epsilon-SVM. A robust algorithm is presented to eliminate the effect of outliers. Experiments are then presented to verify the quality of performance of the extended epsilon-SVM. Advantages over other approaches are considered in the conclusion.

• 出版日期2009-4-1