Interval Support Vector Machine in Regression Analysis

Support vector machines (SVMs) have been widely applied in regression analysis. The standard support vector regression (SVR), is a quadratic optimization problem that is formulated according to the form of training samples. In real world, the parameters are seldom known and usually are estimated. In this paper we propose an interval support vector regression (ISVR) problem which the training samples are interval values. Using duality theorem and applying variable transformation theorem the problem is solved