ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL
The single index support vector regression model (SI-SVR) is a useful regression technique used to alleviate the problem of high-dimensionality. In this paper, we propose a robust variable selection technique for the SI-SVR model by using vital method to identify and minimize the effects of outliers...
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| Format: | Article |
| Language: | English |
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Mustansiriyah University
2019-08-01
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| Series: | Al-Mustansiriyah Journal of Science |
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| Online Access: | http://mjs.uomustansiriyah.edu.iq/ojs1/index.php/MJS/article/view/388 |
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| author | thaera najm abdulah |
| author_facet | thaera najm abdulah |
| author_sort | thaera najm abdulah |
| collection | DOAJ |
| description | The single index support vector regression model (SI-SVR) is a useful regression technique used to alleviate the problem of high-dimensionality. In this paper, we propose a robust variable selection technique for the SI-SVR model by using vital method to identify and minimize the effects of outliers in the data set. The effectiveness of the proposed robust variable selection of the SI-SVR model is explored by using various simulation examples. Furthermore, the suggested method is tested by analyzing a real data set which highlights the utility of the proposed methodology. |
| format | Article |
| id | doaj-art-5b0c09d37f9e4cd8a68b35a0a1c5fbd7 |
| institution | OA Journals |
| issn | 1814-635X 2521-3520 |
| language | English |
| publishDate | 2019-08-01 |
| publisher | Mustansiriyah University |
| record_format | Article |
| series | Al-Mustansiriyah Journal of Science |
| spelling | doaj-art-5b0c09d37f9e4cd8a68b35a0a1c5fbd72025-08-20T02:22:38ZengMustansiriyah UniversityAl-Mustansiriyah Journal of Science1814-635X2521-35202019-08-0130116917310.23851/mjs.v30i1.388269ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODELthaera najm abdulah0statisctic departmentThe single index support vector regression model (SI-SVR) is a useful regression technique used to alleviate the problem of high-dimensionality. In this paper, we propose a robust variable selection technique for the SI-SVR model by using vital method to identify and minimize the effects of outliers in the data set. The effectiveness of the proposed robust variable selection of the SI-SVR model is explored by using various simulation examples. Furthermore, the suggested method is tested by analyzing a real data set which highlights the utility of the proposed methodology.http://mjs.uomustansiriyah.edu.iq/ojs1/index.php/MJS/article/view/388Single-index model, Support vector regression, Variable selection, High-dimensional,Outliers. |
| spellingShingle | thaera najm abdulah ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL Al-Mustansiriyah Journal of Science Single-index model, Support vector regression, Variable selection, High-dimensional,Outliers. |
| title | ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL |
| title_full | ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL |
| title_fullStr | ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL |
| title_full_unstemmed | ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL |
| title_short | ROBUST VARIABLE SELECTION FOR SINGLE INDEX SUPPORT VECTOR REGRESSION MODEL |
| title_sort | robust variable selection for single index support vector regression model |
| topic | Single-index model, Support vector regression, Variable selection, High-dimensional,Outliers. |
| url | http://mjs.uomustansiriyah.edu.iq/ojs1/index.php/MJS/article/view/388 |
| work_keys_str_mv | AT thaeranajmabdulah robustvariableselectionforsingleindexsupportvectorregressionmodel |