Nonstationary regression with support vector machines

Autores
Uzal, Lucas César; Grinblat, Guillermo Luis; Granitto, Pablo Miguel; Verdes, Pablo Fabian
Año de publicación
2014
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
In this work, we introduce a method for data analysis in nonstationary environments: time-adaptive support vector regression (TA-SVR). The proposed approach extends a previous development that was limited to classification problems. Focusing our study on time series applications, we show that TA-SVR can improve the accuracy of several aspects of nonstationary data analysis, namely the tasks of modelling and prediction, input relevance estimation, and reconstruction of a hidden forcing profile.
Fil: Uzal, Lucas César. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina
Fil: Grinblat, Guillermo Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina
Fil: Granitto, Pablo Miguel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina
Fil: Verdes, Pablo Fabian. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina
Materia
Regression
Support vector machine
Nonstationary problems
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/4802

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spelling Nonstationary regression with support vector machinesUzal, Lucas CésarGrinblat, Guillermo LuisGranitto, Pablo MiguelVerdes, Pablo FabianRegressionSupport vector machineNonstationary problemshttps://purl.org/becyt/ford/1.2https://purl.org/becyt/ford/1https://purl.org/becyt/ford/2.2https://purl.org/becyt/ford/2In this work, we introduce a method for data analysis in nonstationary environments: time-adaptive support vector regression (TA-SVR). The proposed approach extends a previous development that was limited to classification problems. Focusing our study on time series applications, we show that TA-SVR can improve the accuracy of several aspects of nonstationary data analysis, namely the tasks of modelling and prediction, input relevance estimation, and reconstruction of a hidden forcing profile.Fil: Uzal, Lucas César. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; ArgentinaFil: Grinblat, Guillermo Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; ArgentinaFil: Granitto, Pablo Miguel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; ArgentinaFil: Verdes, Pablo Fabian. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; ArgentinaSpringer2014-10-07info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/4802Uzal, Lucas César; Grinblat, Guillermo Luis; Granitto, Pablo Miguel; Verdes, Pablo Fabian; Nonstationary regression with support vector machines; Springer; Neural Computing And Applications; 26; 3; 7-10-2014; 641-6490941-0643enginfo:eu-repo/semantics/altIdentifier/url/http://link.springer.com/article/10.1007%2Fs00521-014-1742-6info:eu-repo/semantics/altIdentifier/doi/10.1007/s00521-014-1742-6info:eu-repo/semantics/altIdentifier/issn/0941-0643info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-10-15T15:28:54Zoai:ri.conicet.gov.ar:11336/4802instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-10-15 15:28:55.163CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Nonstationary regression with support vector machines
title Nonstationary regression with support vector machines
spellingShingle Nonstationary regression with support vector machines
Uzal, Lucas César
Regression
Support vector machine
Nonstationary problems
title_short Nonstationary regression with support vector machines
title_full Nonstationary regression with support vector machines
title_fullStr Nonstationary regression with support vector machines
title_full_unstemmed Nonstationary regression with support vector machines
title_sort Nonstationary regression with support vector machines
dc.creator.none.fl_str_mv Uzal, Lucas César
Grinblat, Guillermo Luis
Granitto, Pablo Miguel
Verdes, Pablo Fabian
author Uzal, Lucas César
author_facet Uzal, Lucas César
Grinblat, Guillermo Luis
Granitto, Pablo Miguel
Verdes, Pablo Fabian
author_role author
author2 Grinblat, Guillermo Luis
Granitto, Pablo Miguel
Verdes, Pablo Fabian
author2_role author
author
author
dc.subject.none.fl_str_mv Regression
Support vector machine
Nonstationary problems
topic Regression
Support vector machine
Nonstationary problems
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.2
https://purl.org/becyt/ford/1
https://purl.org/becyt/ford/2.2
https://purl.org/becyt/ford/2
dc.description.none.fl_txt_mv In this work, we introduce a method for data analysis in nonstationary environments: time-adaptive support vector regression (TA-SVR). The proposed approach extends a previous development that was limited to classification problems. Focusing our study on time series applications, we show that TA-SVR can improve the accuracy of several aspects of nonstationary data analysis, namely the tasks of modelling and prediction, input relevance estimation, and reconstruction of a hidden forcing profile.
Fil: Uzal, Lucas César. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina
Fil: Grinblat, Guillermo Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina
Fil: Granitto, Pablo Miguel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina
Fil: Verdes, Pablo Fabian. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Rosario. Centro Internacional Franco Argentino de Ciencias de la Información y Sistemas; Argentina
description In this work, we introduce a method for data analysis in nonstationary environments: time-adaptive support vector regression (TA-SVR). The proposed approach extends a previous development that was limited to classification problems. Focusing our study on time series applications, we show that TA-SVR can improve the accuracy of several aspects of nonstationary data analysis, namely the tasks of modelling and prediction, input relevance estimation, and reconstruction of a hidden forcing profile.
publishDate 2014
dc.date.none.fl_str_mv 2014-10-07
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/4802
Uzal, Lucas César; Grinblat, Guillermo Luis; Granitto, Pablo Miguel; Verdes, Pablo Fabian; Nonstationary regression with support vector machines; Springer; Neural Computing And Applications; 26; 3; 7-10-2014; 641-649
0941-0643
url http://hdl.handle.net/11336/4802
identifier_str_mv Uzal, Lucas César; Grinblat, Guillermo Luis; Granitto, Pablo Miguel; Verdes, Pablo Fabian; Nonstationary regression with support vector machines; Springer; Neural Computing And Applications; 26; 3; 7-10-2014; 641-649
0941-0643
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/url/http://link.springer.com/article/10.1007%2Fs00521-014-1742-6
info:eu-repo/semantics/altIdentifier/doi/10.1007/s00521-014-1742-6
info:eu-repo/semantics/altIdentifier/issn/0941-0643
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
application/pdf
application/pdf
application/pdf
application/pdf
dc.publisher.none.fl_str_mv Springer
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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