Knowledge-Based Green's Kernel for Support Vector Regression

Table 3

Mackey-Glass time series prediction results using SVM and LS-SVM.

Noise	Normal				Uniform
SNR	22.15%		44.3%		6.2%		12.4%		18.6%
Prediction Step	1S	100S	1S	100S	1S	100S	1S	100S	1S	100S
RBF kernel SVM [3]	0.017	0.218	0.040	0.335	0.006	0.028	0.012	0.070	0.017	0.142
Green's kernel SVM	0.00051	0.0989	0.0019	0.0665	0.00017	0.0623	0.00033	0.0661	0.00052	0.115
RBF kernel LS-SVM [4]	0.016	0.165	0.032	0.302	0.005	0.026	0.010	0.064	0.018	0.136
Green's kernel LS-SVM	0.00051	0.0973	0.0016	0.067	0.00011	0.0631	0.00029	0.0645	0.00059	0.0748