Twin Support Vector Machine Method for Identification of Wiener Models

Table 5

TSVR: root mean square errors between true and estimated output in Example 2 for test data set using various values of hyperparameters , , and . The filter pole and filter order were fixed as , , respectively.

			RMSE	CPU time
0.08	1	1	0.1250	22.0614
	10		0.1248	20.5972
	100		0.1248	16.0475
	150		0.1248	19.8612
	200		0.1249	19.1683
	500		0.1250	21.4734
	1000		0.1248	16.5751
	1500		0.1264	19.3178
	2000		0.1255	20.9168
0.08	100	0.1	0.1372	21.8351
		0.2	0.1353	18.4019
		0.3	0.1321	20.3357
		1	0.1248	16.0475
		2	0.1298	23.4172
		3	0.1368	21.0749
		4	0.1453	19.6277