Identification of Auto-Regressive Exogenous Models Based on Twin Support Vector Machine Regression
نویسندگان
چکیده
Abstract: In this paper a new algorithm to identify Auto-Regressive Exogenous Models (ARX) based on Twin Support Vector Machine Regression (TSVR) has been developed. The model is determined by minimizing two ε insensitive loss functions. One of them determines the ε1-insensitive down bound regressor while the other determines the ε2-insensitive up-bound regressor. The algorithm is compared to Support Vector Machine (SVM) and Least Square Support Vector Machine (LSSVM) based algorithms using simulation and experimental data. [Mujahed Aldhaifallah and K. S. Nisar. Identification of Auto-Regressive Exogenous Models Based on Twin Support Vector Machine Regression. Life Sci J 2013;10(4):3049-3054]. (ISSN:1097-8135). http://www.lifesciencesite.com. 406
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