Online Support Vector Regression with Varying Parameters for Time-Dependent Data

Abstract

Support vector regression (SVR) is a machine learning technique that continues to receive interest in several domains including manufacturing, engineering, and medicine. In order to extend its application to problems in which datasets arrive constantly and in which batch processing of the datasets is infeasible or expensive, an accurate online support vector regression (AOSVR) technique was proposed. The AOSVR technique efficiently updates a trained SVR function whenever a sample is added to or removed from the training set without retraining the entire training data. However, the AOSVR technique assumes that the new samples and the training samples are of the same characteristics; hence, the same value of SVR parameters is used for training and prediction. This assumption is not applicable to data samples that are inherently noisy and non-stationary such as sensor data. As a result, we propose Accurate On-line Support Vector Regression with Varying Parameters (AOSVR-VP) that uses varying SVR parameters rather than fixed SVR parameters, and hence accounts for the variability that may exist in the samples. To accomplish this objective, we also propose a generalized weight function to automatically update the weights of SVR parameters in on-line monitoring applications. The proposed function allows for lower and upper bounds for SVR parameters. We tested our proposed approach and compared results with the conventional AOSVR approach using two benchmark time series data and sensor data from nuclear power plant. The results show that using varying SVR parameters is more applicable to time dependent data.