scholarly journals A Conditional Kolmogorov Test

Econometrica ◽  
1997 ◽  
Vol 65 (5) ◽  
pp. 1097 ◽  
Author(s):  
Donald W. K. Andrews
Keyword(s):  
Kolmogorov Test

Robustness Analysis of Novel ε-Support Vector Regression

2014 ◽  
Vol 543-547 ◽  
pp. 2049-2052
Author(s):  
Yuan Lv ◽  
Zhong Gan
Keyword(s):  
Normal Distribution ◽  
Support Vector Regression ◽  
Robustness Analysis ◽  
Forecast Accuracy ◽  
Support Vector ◽  
Kolmogorov Test ◽  
Hyper Plane ◽  
Good Forecast

The key to the robust ε-support vector regression algorithm is searching for the optimal regression hyper plane while data with disturbance in the X-direction. In the paper, the optimal regression hyper plane and the optimal separating hyper plane are compared and analyzed. By means of Kolmogorov test, it is can be deduced that the testing errors of the robust ε-support vector regression experiments follow normal distribution. The result demonstrates that the algorithm has good forecast accuracy and high robustness.

Sign in / Sign up

Export Citation Format

Share Document