Interval Regression Analysis Using Support Vector Machine and Quantile Regression

摘要

This paper deals with interval regression analysis using support vector machine and quantile regression method. The algorithm consists of two phases - the identification of the main trend of the data and the interval regression based on acquired main trend. Using the principle of support vector machine the linear interval regression can be extended to the nonlinear interval regression. Numerical studies are then presented which indicate the performance of this algorithm.