Parameter C Optimizing for Robust ε-Support Vector Regression

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Abstract:

In case of experimental data contaminated with errors and noise, the robust ε-support vector regression has good forecast accuracy and high generalization ability. However, it depends on the selection of system parameter. Firstly, this paper introduces the robust ε-support vector regression method. Secondly, as the experiments prove, the new method achieves high forecast accuracy by virtue of the optimal penalty parameter C. Finally, the optimal method of parameter C is presented in the last section.

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2045-2048

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March 2014

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© 2014 Trans Tech Publications Ltd. All Rights Reserved

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