Modeling Method Based on Smooth Support Vector Regression with Independent Component Analysis Feature Extraction

Abstract

Smooth Support Vector Regression (SSVR) is new modified edition of traditional support vector regression for better performance. To further improve the modeling capability of SSVR, it is necessary to take into account the feature extraction based on Independent Component Analysis (ICA) before SSVR. Simulation on the example of function approximation shows that the result of SSVR based on ICA feature extraction is better than that of SSVR without ICA preprocess.