• Journal of the Korean Data and Information Science Society
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• v.22 no.5
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• pp.999-1005
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• 2011

This paper proposes a weighted least squares support vector machine for asymmetric least squares regression. This method achieves nonlinear prediction power, while making no assumption on the underlying probability distributions. The cross validation function is introduced to choose optimal hyperparameters in the procedure. Experimental results are then presented which indicate the performance of the proposed model.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.227-235
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• 2017

When the spatial information of each location is given specifically as coordinates it is popular to use the geographically weighted regression to incorporate the spatial information by assuming that the regression parameters vary spatially across locations. In this paper, we relax the linearity assumption of geographically weighted regression and propose a geographically weighted least squares-support vector machine for estimating geographically weighted mean by using the basic concept of kernel machines. Generalized cross validation function is induced for the model selection. Numerical studies with real datasets have been conducted to compare the performance of proposed method with other methods for predicting geographically weighted mean.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.467-474
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• 2006

In this paper we present a weighted support vector machine(SVM) and a weighted least squares support vector machine(LS-SVM) for the prediction in the heteroscedastic regression model. By adding weights to standard SVM and LS-SVM the better fitting ability can be achieved when errors are heteroscedastic. In the numerical studies, we illustrate the prediction performance of the proposed procedure by comparing with the procedure which combines standard SVM and LS-SVM and wild bootstrap for the prediction.

• 한국데이터정보과학회:학술대회논문집
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• 2005.10a
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• pp.161-169
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• 2005

In this paper we propose a fuzzy c-regression model based on weighted least squares support vector machine(LS-SVM), which can be used to detect outliers in the switching regression model while preserving simultaneous yielding the estimates of outputs together with a fuzzy c-partitions of data. It can be applied to the nonlinear regression which does not have an explicit form of the regression function. We illustrate the new algorithm with examples which indicate how it can be used to detect outliers and fit the mixed data to the nonlinear regression models.

• The Korean Journal of Applied Statistics
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• v.21 no.1
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• pp.159-168
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• 2008

Since the term structure of interest rates (TSIR) has longitudinal data, we should consider as input variables both time left to maturity and time simultaneously to get a more useful and more efficient function estimation. However, since the resulting data set becomes very large, we need to develop a fast and reliable estimation method for large data set. Furthermore, it tends to overestimate TSIR because data are correlated. To solve these problems we propose a mixture of weighted least squares support vector machines. We recognize that the estimate is well smoothed and well explains effects of the third stock market crash in USA through applying the proposed method to the US Treasury bonds data.

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.831-839
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• 2010

Least squares support vector machine (LS-SVM) is a kernel trick gaining a lot of popularities in the regression and classification problems. We use LS-SVM to propose a iterative algorithm for a nonlinear generalized autoregressive conditional heteroscedasticity model in the mean (GARCH-M) model to estimate the mean and the conditional volatility of stock market returns. The proposed method combines a weighted LS-SVM for the mean and unweighted LS-SVM for the conditional volatility. In this paper, we show that nonlinear GARCH-M models have a higher performance than the linear GARCH model and the linear GARCH-M model via real data estimations.

• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.141-151
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• 2010

Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.765-776
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• 2006

In this paper we propose an estimation method on the regression model with randomly censored observations of the training data set. The weighted least squares support vector machine regression is applied for the regression function estimation by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed estimation method.

• Computers and Concrete
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• v.18 no.6
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• pp.1065-1082
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• 2016

The main aim of this study is to predict the compressive and flexural strengths of self-compacting mortar (SCM) containing $nano-SiO_2$, $nano-Fe_2O_3$ and nano-CuO using wavelet-based weighted least squares-support vector machines (WLS-SVM) approach which is called WWLS-SVM. The WWLS-SVM regression model is a relatively new metamodel has been successfully introduced as an excellent machine learning algorithm to engineering problems and has yielded encouraging results. In order to achieve the aim of this study, first, the WLS-SVM and WWLS-SVM models are developed based on a database. In the database, nine variables which consist of cement, sand, NS, NF, NC, superplasticizer dosage, slump flow diameter and V-funnel flow time are considered as the input parameters of the models. The compressive and flexural strengths of SCM are also chosen as the output parameters of the models. Finally, a statistical analysis is performed to demonstrate the generality performance of the models for predicting the compressive and flexural strengths. The numerical results show that both of these metamodels have good performance in the desirable accuracy and applicability. Furthermore, by adopting these predicting metamodels, the considerable cost and time-consuming laboratory tests can be eliminated.

• Geomechanics and Engineering
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• v.9 no.6
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• pp.709-727
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• 2015

The main aim of this study is to introduce optimal design of homogeneous earth dams with oblique and horizontal drains based on particle swarm optimization (PSO) incorporating weighted least squares support vector machine (WLS-SVM). To achieve this purpose, the upstream and downstream slopes of earth dam, the length of oblique and horizontal drains and angle among the drains are considered as the design variables in the optimization problem of homogeneous earth dams. Furthermore, the seepage through dam body and the weight of dam as objective functions are minimized in the optimization process simultaneously. In the optimization procedure, the stability coefficient of the upstream and downstream slopes and the seepage through dam body as the hydraulic responses of homogeneous earth dam are required. Hence, the hydraulic responses are predicted using WLS-SVM approach. The optimal results of illustrative examples demonstrate the efficiency and computational advantages of PSO with WLS-SVM in the optimal design of homogeneous earth dams with drains.