design time forecast;
kernel-based regression;
Kullback-Leibler divergence;
heteroscedasticity;
SUPPORT VECTOR MACHINES;
PROCESS MODEL;
OPTIMIZATION;
RISK;
D O I:
10.3390/e18060231
中图分类号:
O4 [物理学];
学科分类号:
0702 ;
摘要:
There exist problems of small samples and heteroscedastic noise in design time forecasts. To solve them, a kernel-based regression with Gaussian distribution weights (GDW-KR) is proposed here. GDW-KR maintains a Gaussian distribution over weight vectors for the regression. It is applied to seek the least informative distribution from those that keep the target value within the confidence interval of the forecast value. GDW-KR inherits the benefits of Gaussian margin machines. By assuming a Gaussian distribution over weight vectors, it could simultaneously offer a point forecast and its confidence interval, thus providing more information about product design time. Our experiments with real examples verify the effectiveness and flexibility of GDW-KR.
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相关论文
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[1]
[Anonymous], 2004, KERNEL METHODS PATTE
[2]
Bashir H., 2001, Design Stud, V22_, P141, DOI DOI 10.1016/S0142-694X(00)00014-4
机构:
Xi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R ChinaXi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China
Chen, Badong
Zhao, Songlin
论文数: 0引用数: 0
h-index: 0
机构:
Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USAXi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China
Zhao, Songlin
Zhu, Pingping
论文数: 0引用数: 0
h-index: 0
机构:
Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USAXi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China
Zhu, Pingping
Principe, Jose C.
论文数: 0引用数: 0
h-index: 0
机构:
Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USAXi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China
机构:
Univ Calif Los Angeles, Anderson Sch Management, Los Angeles, CA 90095 USAUniv Calif Los Angeles, Anderson Sch Management, Los Angeles, CA 90095 USA
Cho, SH
Eppinger, SD
论文数: 0引用数: 0
h-index: 0
机构:Univ Calif Los Angeles, Anderson Sch Management, Los Angeles, CA 90095 USA
机构:
Xi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R ChinaXi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China
Chen, Badong
Zhao, Songlin
论文数: 0引用数: 0
h-index: 0
机构:
Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USAXi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China
Zhao, Songlin
Zhu, Pingping
论文数: 0引用数: 0
h-index: 0
机构:
Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USAXi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China
Zhu, Pingping
Principe, Jose C.
论文数: 0引用数: 0
h-index: 0
机构:
Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USAXi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China
机构:
Univ Calif Los Angeles, Anderson Sch Management, Los Angeles, CA 90095 USAUniv Calif Los Angeles, Anderson Sch Management, Los Angeles, CA 90095 USA
Cho, SH
Eppinger, SD
论文数: 0引用数: 0
h-index: 0
机构:Univ Calif Los Angeles, Anderson Sch Management, Los Angeles, CA 90095 USA