Least squares Littlewood-Paley wavelet support vector machine

Abstract

The kernel function of support vector machine (SVM) is an important factor for the learning result of SVM. Based on the wavelet decomposition and conditions of the support vector kernel function, Littlewood-Paley wavelet kernel function for SVM is proposed, This function is a kind of orthonormal function, and it can simulate almost any curve in quadratic continuous integral space, thus it enhances the generalization ability of the SVM. According to the wavelet kernel function and the regularization theory, Least squares Littlewood-Paley wavelet support vector machine (LS-LPWSVM) is proposed to simplify the process of LPWSVM. The LS-LPWSVM is then applied to the regression analysis and classifying. Experiment results show that the precision is improved by LS-LPWSVM, compared with LS-SVM whose kernel function is Gauss function. © Springer-Verlag Berlin Heidelberg 2005.