Twin Support Vector Machine Method for Identification of Wiener Models

Table 7

SVR: 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	0.4803	19.7045
	10		0.1894	20.8680
	100		0.1433	28.0950
	150		0.1393	32.9487
	200		0.1370	37.3656
	500		0.1323	51.4939
	1000		0.1311	72.5800
	2000		0.1313	85.3550
0.08	1000	0.1	0.1369	73.95
		0.2	0.1371	73.48
		0.3	0.1371	73.19
		0.4	0.1369	73.23
		0.5	0.1364	73.92
		1	0.1311	72.58
		2	0.1643	72.46