JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE) ›› 2011, Vol. 41 ›› Issue (3): 23-30.

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The application of a multi-output support vector regression
machine in time-dependent variational inequalities

ZHAO Yanyan, FAN Liya   

  1. School of Mathematics,  Liaocheng University, Liaocheng 252059, China
  • Received:2011-01-25 Online:2011-06-16 Published:2011-01-25

Abstract:

The method of a support vector regression machine was  developed for solving single output regression problems. However many questions belong to multioutput regression in practice. In order to deal with these  problems, the support vector regression machine was extended to multioutput by parallel operation. And it was applied to solve the problem of timedependent variational inequalities which describe dynamic traffic equilibrium. The result of one experiment showed that it had faster calculation speed and better fitting effect than a singleoutput support vector regression machine and linear interpolation. The algorithm promoted the study of a multioutput support vector regression machine and provided a novel means to solve the problem of timedependent variational inequalities.
 

Key words: linear programming support vector regression machine, multi-output support vector regression machine(M-SVR), timedependent variational inequality, dynamic traffic equilibrium problem

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