Support vector regression with local ε parameters with the support vectors

In support vector machine regression (SVR) a big epsilon-value will give a rough system model with little support vectors and a small epsilon value will give a accurate system model with many support vectors. The selection of the support vectors will be effected by a small change of the training data. To obtain an accurate model with little support vectors, a method Includes two steps is proposed In this paper, in step one a big epsilon value is used to select a small number of the support vectors, in step two, by giving these selected support vectors a small value while others a big one, a accurate system model will be obtained. The experimental results demonstrate the efficiency of the proposed method.