166 resultados para Vector Auto Regression
em Indian Institute of Science - Bangalore - Índia
Resumo:
We present two new support vector approaches for ordinal regression. These approaches find the concentric spheres with minimum volume that contain most of the training samples. Both approaches guarantee that the radii of the spheres are properly ordered at the optimal solution. The size of the optimization problem is linear in the number of training samples. The popular SMO algorithm is adapted to solve the resulting optimization problem. Numerical experiments on some real-world data sets verify the usefulness of our approaches for data mining.
Resumo:
New ventures are considered to be a major source of small firm growth. In Indian context the contribution of new ventures in terms of new employment, production and exports has largely remained unexplored. It is equally important and unexplored, the significance of the contribution of bank credit to the growth of new ventures in India. This paper is an attempt to throw light on these two aspects. The research is based on secondary data of the liberalized period provided by Ministry of Micro, Small and Medium Enterprises, Government of India and Reserve Bank of India. To analyze the influence of bank credit growth on new ventures and the influence of new ventures on growth of additional employment, additional production and additional exports, we used a Bi-Variate Vector Auto Regression. Based on the model generated, Granger causality tests are conducted to obtain the results. The study found that rate of growth of bank credit causes the number of new ventures, implying any increase in the rate of growth of bank credit will be beneficial to the growth of new ventures. The study also concluded that new ventures are not causing the growth of additional employment or additional production. However new ventures cause the growth of additional exports. This is reasonable as entrepreneurs start their new ventures with minimum possible employment and relatively low rate of capacity utilization and they come up to take advantage of the process of globalization by catering to the international market.
Resumo:
Causal relationships existing between observed levels of groundwater in a semi-arid sub-basin of the Kabini River basin (Karnataka state, India) are investigated in this study. A Vector Auto Regressive model is used for this purpose. Its structure is built on an upstream/downstream interaction network based on observed hydro-physical properties. Exogenous climatic forcing is used as an input based on cumulated rainfall departure. Optimal models are obtained thanks to a trial approach and are used as a proxy of the dynamics to derive causal networks. It appears to be an interesting tool for analysing the causal relationships existing inside the basin. The causal network reveals 3 main regions: the Northeastern part of the Gundal basin is closely coupled to the outlet dynamics. The Northwestern part is mainly controlled by the climatic forcing and only marginally linked to the outlet dynamic. Finally, the upper part of the basin plays as a forcing rather than a coupling with the lower part of the basin allowing for a separate analysis of this local behaviour. The analysis also reveals differential time scales at work inside the basin when comparing upstream oriented with downstream oriented causalities. In the upper part of the basin, time delays are close to 2 months in the upward direction and lower than 1 month in the downward direction. These time scales are likely to be good indicators of the hydraulic response time of the basin which is a parameter usually difficult to estimate practically. This suggests that, at the sub-basin scale, intra-annual time scales would be more relevant scales for analysing or modelling tropical basin dynamics in hard rock (granitic and gneissic) aquifers ubiquitous in south India. (c) 2012 Elsevier B.V. All rights reserved.
Resumo:
The determination of settlement of shallow foundations on cohesionless soil is an important task in geotechnical engineering. Available methods for the determination of settlement are not reliable. In this study, the support vector machine (SVM), a novel type of learning algorithm based on statistical theory, has been used to predict the settlement of shallow foundations on cohesionless soil. SVM uses a regression technique by introducing an ε – insensitive loss function. A thorough sensitive analysis has been made to ascertain which parameters are having maximum influence on settlement. The study shows that SVM has the potential to be a useful and practical tool for prediction of settlement of shallow foundation on cohesionless soil.
Resumo:
This paper gives a new iterative algorithm for kernel logistic regression. It is based on the solution of a dual problem using ideas similar to those of the Sequential Minimal Optimization algorithm for Support Vector Machines. Asymptotic convergence of the algorithm is proved. Computational experiments show that the algorithm is robust and fast. The algorithmic ideas can also be used to give a fast dual algorithm for solving the optimization problem arising in the inner loop of Gaussian Process classifiers.
Resumo:
Statistical learning algorithms provide a viable framework for geotechnical engineering modeling. This paper describes two statistical learning algorithms applied for site characterization modeling based on standard penetration test (SPT) data. More than 2700 field SPT values (N) have been collected from 766 boreholes spread over an area of 220 sqkm area in Bangalore. To get N corrected value (N,), N values have been corrected (Ne) for different parameters such as overburden stress, size of borehole, type of sampler, length of connecting rod, etc. In three-dimensional site characterization model, the function N-c=N-c (X, Y, Z), where X, Y and Z are the coordinates of a point corresponding to N, value, is to be approximated in which N, value at any half-space point in Bangalore can be determined. The first algorithm uses least-square support vector machine (LSSVM), which is related to aridge regression type of support vector machine. The second algorithm uses relevance vector machine (RVM), which combines the strengths of kernel-based methods and Bayesian theory to establish the relationships between a set of input vectors and a desired output. The paper also presents the comparative study between the developed LSSVM and RVM model for site characterization. Copyright (C) 2009 John Wiley & Sons,Ltd.
Resumo:
Gaussian Processes (GPs) are promising Bayesian methods for classification and regression problems. They have also been used for semi-supervised learning tasks. In this paper, we propose a new algorithm for solving semi-supervised binary classification problem using sparse GP regression (GPR) models. It is closely related to semi-supervised learning based on support vector regression (SVR) and maximum margin clustering. The proposed algorithm is simple and easy to implement. It gives a sparse solution directly unlike the SVR based algorithm. Also, the hyperparameters are estimated easily without resorting to expensive cross-validation technique. Use of sparse GPR model helps in making the proposed algorithm scalable. Preliminary results on synthetic and real-world data sets demonstrate the efficacy of the new algorithm.
Resumo:
This paper introduces a scheme for classification of online handwritten characters based on polynomial regression of the sampled points of the sub-strokes in a character. The segmentation is done based on the velocity profile of the written character and this requires a smoothening of the velocity profile. We propose a novel scheme for smoothening the velocity profile curve and identification of the critical points to segment the character. We also porpose another method for segmentation based on the human eye perception. We then extract two sets of features for recognition of handwritten characters. Each sub-stroke is a simple curve, a part of the character, and is represented by the distance measure of each point from the first point. This forms the first set of feature vector for each character. The second feature vector are the coeficients obtained from the B-splines fitted to the control knots obtained from the segmentation algorithm. The feature vector is fed to the SVM classifier and it indicates an efficiency of 68% using the polynomial regression technique and 74% using the spline fitting method.
Resumo:
In this paper, reduced level of rock at Bangalore, India is arrived from the 652 boreholes data in the area covering 220 sq.km. In the context of prediction of reduced level of rock in the subsurface of Bangalore and to study the spatial variability of the rock depth, ordinary kriging and Support Vector Machine (SVM) models have been developed. In ordinary kriging, the knowledge of the semivariogram of the reduced level of rock from 652 points in Bangalore is used to predict the reduced level of rock at any point in the subsurface of Bangalore, where field measurements are not available. A cross validation (Q1 and Q2) analysis is also done for the developed ordinary kriging model. The SVM is a novel type of learning machine based on statistical learning theory, uses regression technique by introducing e-insensitive loss function has been used to predict the reduced level of rock from a large set of data. A comparison between ordinary kriging and SVM model demonstrates that the SVM is superior to ordinary kriging in predicting rock depth.
Resumo:
This paper presents an approach for identifying the faulted line section and fault location on transmission systems using support vector machines (SVMs) for diagnosis/post-fault analysis purpose. Power system disturbances are often caused by faults on transmission lines. When fault occurs on a transmission system, the protective relay detects the fault and initiates the tripping operation, which isolates the affected part from the rest of the power system. Based on the fault section identified, rapid and corrective restoration procedures can thus be taken to minimize the power interruption and limit the impact of outage on the system. The approach is particularly important for post-fault diagnosis of any mal-operation of relays following a disturbance in the neighboring line connected to the same substation. This may help in improving the fault monitoring/diagnosis process, thus assuring secure operation of the power systems. In this paper we compare SVMs with radial basis function neural networks (RBFNN) in data sets corresponding to different faults on a transmission system. Classification and regression accuracy is reported for both strategies. Studies on a practical 24-Bus equivalent EHV transmission system of the Indian Southern region is presented for indicating the improved generalization with the large margin classifiers in enhancing the efficacy of the chosen model.
Intelligent Approach for Fault Diagnosis in Power Transmission Systems Using Support Vector Machines
Resumo:
This paper presents an approach for identifying the faulted line section and fault location on transmission systems using support vector machines (SVMs) for diagnosis/post-fault analysis purpose. Power system disturbances are often caused by faults on transmission lines. When fault occurs on a transmission system, the protective relay detects the fault and initiates the tripping operation, which isolates the affected part from the rest of the power system. Based on the fault section identified, rapid and corrective restoration procedures can thus be taken to minimize the power interruption and limit the impact of outage on the system. The approach is particularly important for post-fault diagnosis of any mal-operation of relays following a disturbance in the neighboring line connected to the same substation. This may help in improving the fault monitoring/diagnosis process, thus assuring secure operation of the power systems. In this paper we compare SVMs with radial basis function neural networks (RBFNN) in data sets corresponding to different faults on a transmission system. Classification and regression accuracy is reported for both strategies. Studies on a practical 24-Bus equivalent EHV transmission system of the Indian Southern region is presented for indicating the improved generalization with the large margin classifiers in enhancing the efficacy of the chosen model.
Resumo:
Elastic Net Regularizers have shown much promise in designing sparse classifiers for linear classification. In this work, we propose an alternating optimization approach to solve the dual problems of elastic net regularized linear classification Support Vector Machines (SVMs) and logistic regression (LR). One of the sub-problems turns out to be a simple projection. The other sub-problem can be solved using dual coordinate descent methods developed for non-sparse L2-regularized linear SVMs and LR, without altering their iteration complexity and convergence properties. Experiments on very large datasets indicate that the proposed dual coordinate descent - projection (DCD-P) methods are fast and achieve comparable generalization performance after the first pass through the data, with extremely sparse models.
Resumo:
Climate change impact assessment studies involve downscaling large-scale atmospheric predictor variables (LSAPVs) simulated by general circulation models (GCMs) to site-scale meteorological variables. This article presents a least-square support vector machine (LS-SVM)-based methodology for multi-site downscaling of maximum and minimum daily temperature series. The methodology involves (1) delineation of sites in the study area into clusters based on correlation structure of predictands, (2) downscaling LSAPVs to monthly time series of predictands at a representative site identified in each of the clusters, (3) translation of the downscaled information in each cluster from the representative site to that at other sites using LS-SVM inter-site regression relationships, and (4) disaggregation of the information at each site from monthly to daily time scale using k-nearest neighbour disaggregation methodology. Effectiveness of the methodology is demonstrated by application to data pertaining to four sites in the catchment of Beas river basin, India. Simulations of Canadian coupled global climate model (CGCM3.1/T63) for four IPCC SRES scenarios namely A1B, A2, B1 and COMMIT were downscaled to future projections of the predictands in the study area. Comparison of results with those based on recently proposed multivariate multiple linear regression (MMLR) based downscaling method and multi-site multivariate statistical downscaling (MMSD) method indicate that the proposed method is promising and it can be considered as a feasible choice in statistical downscaling studies. The performance of the method in downscaling daily minimum temperature was found to be better when compared with that in downscaling daily maximum temperature. Results indicate an increase in annual average maximum and minimum temperatures at all the sites for A1B, A2 and B1 scenarios. The projected increment is high for A2 scenario, and it is followed by that for A1B, B1 and COMMIT scenarios. Projections, in general, indicated an increase in mean monthly maximum and minimum temperatures during January to February and October to December.
Resumo:
Models of river flow time series are essential in efficient management of a river basin. It helps policy makers in developing efficient water utilization strategies to maximize the utility of scarce water resource. Time series analysis has been used extensively for modeling river flow data. The use of machine learning techniques such as support-vector regression and neural network models is gaining increasing popularity. In this paper we compare the performance of these techniques by applying it to a long-term time-series data of the inflows into the Krishnaraja Sagar reservoir (KRS) from three tributaries of the river Cauvery. In this study flow data over a period of 30 years from three different observation points established in upper Cauvery river sub-basin is analyzed to estimate their contribution to KRS. Specifically, ANN model uses a multi-layer feed forward network trained with a back-propagation algorithm and support vector regression with epsilon intensive-loss function is used. Auto-regressive moving average models are also applied to the same data. The performance of different techniques is compared using performance metrics such as root mean squared error (RMSE), correlation, normalized root mean squared error (NRMSE) and Nash-Sutcliffe Efficiency (NSE).
Resumo:
Chemical composition of rainwater changes from sea to inland under the influence of several major factors - topographic location of area, its distance from sea, annual rainfall. A model is developed here to quantify the variation in precipitation chemistry under the influence of inland distance and rainfall amount. Various sites in India categorized as 'urban', 'suburban' and 'rural' have been considered for model development. pH, HCO3, NO3 and Mg do not change much from coast to inland while, SO4 and Ca change is subjected to local emissions. Cl and Na originate solely from sea salinity and are the chemistry parameters in the model. Non-linear multiple regressions performed for the various categories revealed that both rainfall amount and precipitation chemistry obeyed a power law reduction with distance from sea. Cl and Na decrease rapidly for the first 100 km distance from sea, then decrease marginally for the next 100 km, and later stabilize. Regression parameters estimated for different cases were found to be consistent (R-2 similar to 0.8). Variation in one of the parameters accounted for urbanization. Model was validated using data points from the southern peninsular region of the country. Estimates are found to be within 99.9% confidence interval. Finally, this relationship between the three parameters - rainfall amount, coastline distance, and concentration (in terms of Cl and Na) was validated with experiments conducted in a small experimental watershed in the south-west India. Chemistry estimated using the model was in good correlation with observed values with a relative error of similar to 5%. Monthly variation in the chemistry is predicted from a downscaling model and then compared with the observed data. Hence, the model developed for rain chemistry is useful in estimating the concentrations at different spatio-temporal scales and is especially applicable for south-west region of India. (C) 2008 Elsevier Ltd. All rights reserved.