support vector regression

‎Modeling and efficient estimation of the trend function is of great importance in the estimation of variogram and prediction of spatial data. In this article, the support vector regression method is used to model the trend function. Then the data is de-trended and the estimation of variogram and prediction is done. On a real data set, the prediction results obtained from the proposed method have been compared with Spline and kriging prediction methods through cross-validation.  The criterion for choosing the appropriate method for prediction is to minimize the root mean square of the error. The prediction results for several positions with known values were left out of the data set (for some reason) and were obtained for new positions. The results show the high accuracy of prediction (for all positions and elimination positions) with the proposed method compared to kriging and spline.

‎The high-dimensional data analysis using classical regression approaches is not applicable, and the consequences may need to be more accurate. This study tried to analyze such data by introducing new and powerful approaches such as support vector regression, functional regression, LASSO and ridge regression. On this subject, by investigating two high-dimensional data sets  (riboflavin and simulated data sets) using the suggested approaches, it is progressed to derive the most efficient model based on three criteria (correlation squared, mean squared error and mean absolute error percentage deviation) according to the type of data.

‎The most popular technique for functional data analysis is the functional principal component approach‎, ‎which is also an important tool for dimension reduction‎. ‎Support vector regression is branch of machine learning and strong tool for data analysis‎. ‎In this paper by using the method of functional principal component regression based on the second derivative penalty‎, ‎ridge and lasso and support vector regression with four kernels (linear‎, ‎polynomial‎, ‎sigmoid and radial) in spectroscopic data‎, ‎the dependent variable on the predictor variables was modeled‎. ‎According to the obtained results‎, ‎based on the proposed criteria for evaluating the goodness of fit‎, ‎support vector regression with linear kernel and error equal to $0.2$ has had the most appropriate fit to the data set‎.

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