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Support Vector Machines
Support Vector Machines
1, April 2009
1793-8201
where
L∈ (d , y ) = { |0d − y|−∈ }
Manuscript received February 23, 2009. |d − y|≥∈
Y.Radhika is with the Computer Science Engineering Department, others
GITAM University, Visakhapatnam, Andhra Pradesh INDIA. (Ph:
91-9985225454) After introducing slack variables the risk function can be
M.Shashi is with the Computer Science and Systems Engineering expressed in the following constrained form
Department, Andhra University, Visakhapatnam, Andhra Pradesh INDIA. N
1
(Ph: 91-9949072880).
minimize R ( w, ξ∗ ) = || w ||2 +C ∑ (ξi + ξ∗i )
2 i =1
DOI: 10.7763/IJCTE.2009.V1.9
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International Journal of Computer Theory and Engineering, Vol. 1, No. 1, April 2009
1793-8201
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International Journal of Computer Theory and Engineering, Vol. 1, No. 1, April 2009
1793-8201
one input layer, one hidden layer and one output layer is used
35
to develop the model. The activation function used is sigmoid
function. Number of neurons used in the hidden layer are 30
Max Temperature
25
continued till a specified number of iterations. 20
Desired
Predicted-SVM
15
VI. RESULTS AND DISCUSSION Predicted-MLP
10
The performance of the developed models is assessed after
de normalizing the output generated by the models. Mean 5
Square Error (MSE) is taken as a performance measure in this 0
work. 1 20 39 58 77 96 115 134 153 172 191
The performance of Multi Layer Perceptron trained with Days
back propagation algorithm and SVM for different orders in
terms of MSE is shown in Fig 1. From the obtained results it Fig. 2 Performance of MLP and SVM on test data
has been observed that the window size does not have a
significant effect on the performance of MLP trained with
back propagation algorithm and SVM. However it can also VII. CONCLUSIONS
be observed that irrespective of the order, SVM performs An application of support vector regression for
better than MLP. The Mean Square Error in the case of MLP atmospheric temperature prediction is presented in this paper.
varies from 8.07 to 10.2 based on the order, whereas it is in The performance of SVM was compared with MLP for
the range of 7.07 to 7.56 in the case of SVM. It can be seen different orders. The results obtained show that SVM
that in the case of SVM there is no noticeable change in the performs better than MLP trained with back propagation
performance of the system from order 5 onwards and MLP algorithm for all orders. It was also observed that parameter
performed best for order 5.The error seems to reduce slightly selection in the case of SVM has a significant effect on the
for higher orders in the case of SVM but the training time performance of the model. It can be concluded that through
also increases proportionately with the order. Hence order 5 proper selection of the parameters, Support Vector Machines
is selected as optimal window size. The predictions based on can replace some of the neural network based models for
a window size of 5 while sliding over a span of 193 days in weather prediction applications.
sequence is shown in Fig 2.
TABLE 2: MEAN SQUARE ERRORS OF SVM AND MLP FOR DIFFERENT REFERENCES
ORDERS
[1] Denis Riordan, and Bjarne K Hansen, “A fuzzy case-based
Order 2 3 5 7 10 system for weather prediction.” Engineering Intelligent
SVM 7.56 7.52 7.15 7.092 7.07 Systems, Vol .10, No.3. 2002
MLP 8.21 8.95 8.07 9.19 10.26 [2] Guhathakurtha, P., “Long-Range monsoon rainfall prediction of
2005 for the districts and sub-division kerala with artificial
neural network.” Current Science, Vol.90, No.6, 25. 2006
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[3] Haykin, S., ”Neural Networks- A Comprehensive Foundation.”
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Prentice Hall. 1999.
[4] Jae H.Min., Young-chan Lee. “Bankruptcy prediction using
8 order 2 support vector machine with optimal choice of kernel
order 3 function parameters.” Expert Systems with Applications, 28,
MSE
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International Journal of Computer Theory and Engineering, Vol. 1, No. 1, April 2009
1793-8201
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