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摘要: 针对产品销售时序具有正态高斯分布、幅值较大、奇异点等混合噪音, 设计一种鲁棒损失函数, 并采用小波核函数, 由此得到一种新的小波ν-支持向量机, 即鲁棒小波ν-支持向量机(Robust wavelet ν-support vector machine, RWν-SVM). 它可以有效地压制销售时序的多种噪音和奇异点, 具有很强的鲁棒性, 而且它比标准小波ν-支持向量机(Wν-SVM)具有更简洁的对偶优化问题. 最后进行了汽车销售预测的实例分析, 结果表明基于RWν-SVM的预测模型是有效可行的.Abstract: Aiming at the normal Gaussian distributional noise, greater breadth noise and oddity point noise of product sales series and combing a designed robust loss function with wavelet kernel function, we propose a new wavelet ν-support vector machine, named as robust wavelet ν-support vector machine (RWν-SVM). The RWν-SVM, which has a stronger robustness and simpler dual optimization problem than standard wavelet-support vector machine (Wν-SVM), can inhibit some types of noise and disturbing oddity point noise of product sales series effectively. Finally, the RWν-SVM is applied to the forecasts of car sales, and the results show that the forecasting model based on the proposed RWν-SVM is effective and feasible.
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