Credit Scoring using Least Squares Support Vector Machine based on data of Thai Financial Institutions

2007 ◽  
Author(s):  
Usanee Worrachartdatchai ◽  
Pitikhate Sooraksa
Keyword(s):  
Support Vector Machine ◽  
Least Squares ◽  
Financial Institutions ◽  
Credit Scoring ◽  
Support Vector

Q-learning System Based on Cooperative Least Squares Support Vector Machine

2009 ◽  
Vol 35 (2) ◽  
pp. 214-219 ◽  
Author(s):  
Xue-Song WANG ◽  
Xi-Lan TIAN ◽  
Yu-Hu CHENG ◽  
Jian-Qiang YI
Keyword(s):  
Support Vector Machine ◽  
Least Squares ◽  
Learning System ◽  
Support Vector ◽  
Q Learning

scholarly journals Predicting Ink Transfer Rate of 3D Additive Printing Using EGBO Optimized Least Squares Support Vector Machine Model

2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Shengpu Li ◽  
Yize Sun
Keyword(s):  
Support Vector Machine ◽  
Prediction Model ◽  
Least Squares ◽  
Transfer Rate ◽  
Coefficient Of Determination ◽  
Percentage Error ◽  
Support Vector ◽  
Experimental Sample ◽  
Machine Model ◽  
Ink Transfer

Ink transfer rate (ITR) is a reference index to measure the quality of 3D additive printing. In this study, an ink transfer rate prediction model is proposed by applying the least squares support vector machine (LSSVM). In addition, enhanced garden balsam optimization (EGBO) is used for selection and optimization of hyperparameters that are embedded in the LSSVM model. 102 sets of experimental sample data have been collected from the production line to train and test the hybrid prediction model. Experimental results show that the coefficient of determination (R2) for the introduced model is equal to 0.8476, the root-mean-square error (RMSE) is 6.6 × 10 (−3), and the mean absolute percentage error (MAPE) is 1.6502 × 10 (−3) for the ink transfer rate of 3D additive printing.

scholarly journals Regional Zenith Tropospheric Delay Modeling Based on Least Squares Support Vector Machine Using GNSS and ERA5 Data

2021 ◽  
Vol 13 (5) ◽  
pp. 1004
Author(s):  
Song Li ◽  
Tianhe Xu ◽  
Nan Jiang ◽  
Honglei Yang ◽  
Shuaimin Wang ◽  
...  
Keyword(s):  
Support Vector Machine ◽  
Least Squares ◽  
High Efficiency ◽  
Rapid Development ◽  
Support Vector ◽  
Tropospheric Delay ◽  
Improvement Rate ◽  
Zenith Tropospheric Delay ◽  
Background Data ◽  
Mean Square Errors

The meteorological reanalysis data has been widely applied to derive zenith tropospheric delay (ZTD) with a high spatial and temporal resolution. With the rapid development of artificial intelligence, machine learning also begins as a high-efficiency tool to be employed in modeling and predicting ZTD. In this paper, we develop three new regional ZTD models based on the least squares support vector machine (LSSVM), using both the International GNSS Service (IGS)-ZTD products and European Centre for Medium-Range Weather Forecasts Reanalysis 5 (ERA5) data over Europe throughout 2018. Among them, the ERA5 data is extended to ERA5S-ZTD and ERA5P-ZTD as the background data by the model method and integral method, respectively. Depending on different background data, three schemes are designed to construct ZTD models based on the LSSVM algorithm, including the without background data, with the ERA5S-ZTD, and with the ERA5P-ZTD. To investigate the advantage and feasibility of the proposed ZTD models, we evaluate the accuracy of two background data and three schemes by segmental comparison with the IGS-ZTD of 85 IGS stations in Europe. The results show that the overall average Root Mean Square Errors (RMSE) value of all sites is 30.1 mm for the ERA5S-ZTD, and 10.7 mm for the ERA5P-ZTD. The overall average RMSE is 25.8 mm, 22.9 mm, and 9 mm for the three schemes, respectively. Moreover, the overall improvement rate is 19.1% and 1.6% for the ZTD model with ERA5S-ZTD and ERA5P-ZTD, respectively. In order to explore the reason of the lower improvement for the ZTD model with ERA5P-ZTD, the loop verification is performed by estimating the ZTD values of each available IGS station. In actuality, the monthly improvement rate of estimated ZTD is positive for most stations, and the biggest improvement rate can even reach about 40%. The negative rate mainly comes from specific stations, these stations are located on the edge of the region, near the coast, as well as the lower similarity between the individual verified station and training stations.

An application of backtracking search optimization–based least squares support vector machine for prediction of short-term wind speed

2019 ◽  
Vol 44 (3) ◽  
pp. 266-281 ◽  
Author(s):  
Zhongda Tian ◽  
Yi Ren ◽  
Gang Wang
Keyword(s):  
Support Vector Machine ◽  
Wind Speed ◽  
Prediction Model ◽  
Least Squares ◽  
Support Vector ◽  
Short Term ◽  
Backtracking Search ◽  
Wind Speed Prediction ◽  
Search Optimization ◽  
Speed Prediction

Wind speed prediction is an important technology in the wind power field; however, because of their chaotic nature, predicting wind speed accurately is difficult. Aims at this challenge, a backtracking search optimization–based least squares support vector machine model is proposed for short-term wind speed prediction. In this article, the least squares support vector machine is chosen as the short-term wind speed prediction model and backtracking search optimization algorithm is used to optimize the important parameters which influence the least squares support vector machine regression model. Furthermore, the optimal parameters of the model are obtained, and the short-term wind speed prediction model of least squares support vector machine is established through parameter optimization. For time-varying systems similar to short-term wind speed time series, a model updating method based on prediction error accuracy combined with sliding window strategy is proposed. When the prediction model does not match the actual short-term wind model, least squares support vector machine trains and re-establishes. This model updating method avoids the mismatch problem between prediction model and actual wind speed data. The actual collected short-term wind speed time series is used as the research object. Multi-step prediction simulation of short-term wind speed is carried out. The simulation results show that backtracking search optimization algorithm–based least squares support vector machine model has higher prediction accuracy and reliability for the short-term wind speed. At the same time, the prediction performance indicators are also improved. The prediction result is that root mean square error is 0.1248, mean absolute error is 0.1374, mean absolute percentile error is 0.1589% and R2 is 0.9648. When the short-term wind speed varies from 0 to 4 m/s, the average value of absolute prediction error is 0.1113 m/s, and average value of absolute relative prediction error is 8.7111%. The proposed prediction model in this article has high engineering application value.

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