Working set selection is a major step in decomposition methods for training least squares support vector machines (LS-SVMs). In this paper, a new technique for the selection of working set in sequential minimal optimization- (SMO-) type decomposition methods is proposed. By the new method, we can select a single direction to achieve the convergence of the optimality condition. A simple asymptot...

Least-Squares Support Vector Machines (LS-SVM’s), originating from Stochastic Learning theory, represent a promising approach to identify nonlinear systems via nonparametric estimation of nonlinearities in a computationally and stochastically attractive way. However, application of LS-SVM’s in the identification context is formulated as a linear regression aiming at the minimization of the l2 l...

As a key hydrological parameter, daily reference evapotranspiration (ETo) determines the accuracy of the hydrological number of the crop, and, consequently, the regional optimization disposition of water resources. At present, the main methods for ETo estimation are the Penman-Monteith (PM) equation and its modified formula, both of which are based on climatic factors such as temperature, radia...

In the construction industry, evaluating the financial status of a contractor is a challenging task due to the myriad of the input data as well as the complexity of the working environment. This article presents a novel hybrid intelligent approach named as Evolutionary Least Squares Support Vector Machine Inference Model for Predicting Contractor Default Status (ELSIM-PCDS). The proposed ELSIM-...

This paper presents the application of least squares support vector machines (LS-SVMs) for automatic detection of alterations in the human electroencephalogram (EEG) activities during hypopnoea episodes. The obstructive sleep apnoea hypopnoea syndrome (OSAH) means ‘‘cessation of breath” during the sleep hours and the sufferers often experience related changes in the electrical activity of the b...

Based on the Nyström approximation and the primal-dual formulation of Least Squares Support Vector Machines (LS-SVM), it becomes possible to apply a nonlinear model to a large scale regression problem. This is done by using a sparse approximation of the nonlinear mapping induced by the kernel matrix, with an active selection of support vectors based on quadratic Renyi entropy criteria. The meth...

Because of the limited number of monitoring points on the ground, the accuracy of traditional monitoring methods using remote sensing was lower. This paper proposed to use the Least Squares Support Vector Machine (LS-SVM) theory to improve the accuracy of water quality retrieval, which is suitable for the small-sample fitting. The Radial Basic Function (RBF) was chosen as the kernel function of...

Kernel Logistic Regression (KLR) is one of the statistical models that have been proposed for classification in the machine learning and data mining communities, and also one of the effective methodologies in the kernel-machine techniques. The parameters of KLR model are usually fitted by the solution of a convex optimization problem that can be found using the well known Iteratively Reweighted...

Neural networks such as multilayer perceptrons and radial basis function networks have been very successful in a wide range of problems. In this paper we give a short introduction to some new developments related to support vector machines (SVM), a new class of kernelbased techniques introduced within statistical learning theory and structural risk minimization. This new approach leads to solvi...

This paper explores the Support Vector Machine and Least Square Support Vector Machine models in stock forecasting. Three prevailing forecasting techniques General Autoregressive Conditional Heteroskedasticity (GARCH), Support Vector Regression (SVR) and Least Square Support Vector Machine (LSSVM) are combined with the wavelet kernel to form three novel algorithms Wavelet-based GARCH (WL_GARCH)...