1 2

1.,,
710064
2.,,
710071

: , , MAT
LAB , ;
,
,,
,, ,
,
:;;;;

:
TB114.
3;
O213.
2DOI:
10.
3969/
i
s
sn.
1004-132X.
2012.
16.
017
j.
We
i
bu
l
lRe
l
i
ab
i
l
i
t
l
s
i
si
nSma
l
lSamp
l
e
sBa
s
e
donLSSVM
yAna
y
ZhangXi
n
f
eng1 ZhaoYan2
1.
KeyLabo
r
a
t
o
r
fAu
t
omo
t
i
veTr
anspo
r
t
a
t
i
onSa
f
e
t
emen
tTe
chno
l
ogyo
f
yo
yEnhanc
t
heMi
n
i
s
t
r
fCommun
i
c
a
t
i
on,
Chang
anUn
i
ve
r
s
i
t
Xi
an,
710064
yo
y,
2.
Xi
d
i
anUn
i
ve
r
s
i
t
Xi
an,
710071
y,
Ab
s
t
r
a
c
t:
Ba
s
edonLSSVM,
ame
t
hodo
fimp
r
oved We
i
bu
l
lr
e
l
i
ab
i
l
i
t
l
i
swa
spr
opos
ed.
The
yana
ys
r
ame
t
e
r
so
fWe
i
bu
l
ld
i
s
t
r
i
bu
t
i
onandr
e
l
i
ab
i
l
i
t
i
f
ewe
r
eana
l
z
edbyt
he We
i
bu
l
lpr
obab
i
l
i
t
r
pa
yl
y
ypape
,
d
r
awnby MATLAB.
Theana
l
s
i
sr
e
s
u
l
tc
o
m
a
r
i
s
o
n
sw
e
r
e
m
a
d
eb
L
S
S
VM
S
VM
a
n
dl
e
a
s
ts
u
a
r
e
y
p
y
q
me
t
hod.
Thenume
r
i
c
a
lr
e
su
l
t
sshowt
ha
tt
hep
r
e
c
i
s
i
ono
ft
heme
t
hodba
s
edonLSSVMi
sh
i
rt
han
ghe
t
ha
to
ft
hel
e
a
s
ts
r
eme
t
hod,
andh
i
rt
hant
ha
to
fSVM.
Theme
t
hodba
s
edonLSSVM c
anim
qua
ghe
r
ovet
heana
l
i
spr
e
c
i
s
i
onande
f
f
i
c
i
enc
nsma
l
ls
amp
l
e
s.
Ther
e
l
i
ab
i
l
i
t
l
i
sba
s
edonLSSVM
p
ys
yi
yana
ys
i
sano
t
he
rcho
i
c
eo
fWe
i
bu
l
lr
e
l
i
ab
i
l
i
t
l
i
s.
yana
ys
Ke
r
d
s:
l
e
a
s
ts
r
esuppo
r
tve
c
t
o
r ma
ch
i
ne(LSSVM );suppo
r
tve
c
t
o
r ma
ch
i
ne(
SVM );
qua
ywo
We
i
bu
l
lana
l
i
s;
r
e
l
i
ab
i
l
i
t
l
ua
t
i
on;
sma
l
ls
amp
l
e
s
ys
yeva

,,

,,
, [1],

[2],,
,
, [34],
:
20110907

:
(
CHD2010JC066,
72105473);
;

,
[5],

[]
(
SVM )6 VC

,,
,

[7], ,

SVM
[89]

, MAT
LAB ,
,
1967

 23 16 2012 8

mi
n

1
(
1)

,ta,ta,
m >0,t0 >0
a=0 ,(
1)

tm
F(
t)=1-exp(
- )
t0

(
2),

1
)= ml
l
n(
l
n
nt-l
nt0
1-F(
t)

x =l
n
t

1
)
n(
l
n
y =l
1-F(
t)

B =l
nt0

(
4)(
3),
y = mx -B

s.
t.yi - (
w(
xi)+b)= ii =1,
2,,
l

m
(
t-a)
]
F(
t)=1-exp[
t0

w2 + i2
2
2 i=1

:
0 1
1 K + I

(
2)
(
3)

(
6)

,
w ,
,
i
,
xi) xi ,
b
(

b
0
=
y

(
7)

T
y= [
y1 y2 yl]
T
1= [
1 1 1]

= [
1 2 l]T

K = K(
xi,
xj),
i
2,,
l
j =1,

,
K Me
r
c
e
r
(
4)

(
7), b,
= A-1 (
y-b1)

b=
(
5)

(
2)(
4),x-y t-F(
t)

(
ti,
F(
ti)) ,

, a =0,

1TA-1y
1TA-11

A = K +I/

(
8)

(
8) w = ixi(
i=1

(
6)),:
x)=
f(

K(x ,x)+b

i=1

(
9)

(
5), ,
,

2.
2 LSSVM
2.
2.
1 LSSVM

, a 0 ,

2.
1
,
,
(
LSSVM)

l , T = {(
xi,

xi Rn ,
i=1,
2,,
l
yi)},,
yi R,
, :
R f(
x),
n

,y =f(
x)x y
; f(
x)
[10],
,
:
1968

LSSVM ,

(
1) ti( )

(
2),ti =t

0 ,ti
i1

(
3) F(
ti)% :
F(
ti)=

(
/(
i-0.
3)
n+0.
4) n 20

i/n

n 21

(
10)

(
4)(
ti,
F(
ti)% )
(
5) MATLAB,

(
ti,
F(
ti)% ),

LSSVM ,
^
a
(
6)^
a 0,(
ti -^
a),(
ti -

^
a,
F(
ti)% ), F(
ti)% 50% ~90%
,,

(
7) MATLAB
m
t0
a ,

(
8)
,(
5)(
6)

,,
,
,,
,
2.
2.
2LSSVM
LSSVM ,
,
,

(
1)
,

,
,
/[max(
xi - mi
n(
xi)]
xi)- mi
n(
xi)] (
11)
y= [

,
xi
y
,
,(
)

(
2)

s
i
i
d
gmo
[11]
:
2
2
K(
x,
xi)=exp(
)
- x -xi /

(
12)

(
3)
,,
,

,,

2.
2.
3LSSVM
LSSVM ,

(
1)
R (
R -Squa
r
e),
n

i=1

i=1

/ (
R2 =1- (
yi -^
yi)
y)
yi -^

(
13)

R2
, 1,
(
2)(
RMSE )
RMSE =

(y -y )/n

i=1

0,

(
14)

n =10 ,

,,
1 [12]
1
Hi

t(
h)

3.
75

2
3

18.
00

24

35.
6

37.
76

27.
5

46

8
9

10

6.
71

16.
3

5
6

6.
7

13
14

(
1
0) LSR

26.
0
45.
2

33

54.
8

50

74.
0

70
84

23.
93
42.
49
55.
86

64.
4

64.
14
74.
17

83.
7

83.
59

93.3

93.
11

SVM LSSVM
12.
65

6.
73

23.
85

16.
35

38.
03

35.
58

25.
11

25.
96

42.
58

45.
19

49.
65

54.
81

65.
26

64.
42

69.
58

74.
04

86.
32

83.
65

92.
42

93.
3

LSSVM
, Hi
, n=10,(
10) Hi,

1 MATLAB,
(
ti,
F(
ti)% ),
LSSVM

LSSVM
, =779977
176,

2 =17
923, 1
,
(
LSR),
1 (
SVM)
,
, =0
707,
2 =2

t ,LSR
SVM LSSVM

, MATLAB
, ,
, 1~ 3

, (
13)
(
14), 2
2

RMSE

LSR

0.
997

1.
419

LSSVM

5.
8410-5

SVM

0.
98

4.
0

,
, ;
; , ,
[
13

14]

1969

 23 16 2012 8

1LSR ()

2SVM ()

,
0
9 2 ,

0
9, ,

1970

1~ 3, m
T, 3
3

LSR
SVM
LSSVM

m
1.
19
0.
98
1.
20

T(
h)
42
43
42

3LSSVM ()

, MATLAB
,,


, , ,
,
,,

[
1]Lemon G H.Max
imum L
i
ke
l
i
hoodEs
t
ima
t
i
onsf
o
r

t
heThr
e
ePa
r
ame
t
e
r
sWe
i
bu
l
lDi
s
t
r
i
bu
t
i
onBa
s
edon
[
]
,
,
Cens
o
r
edSamp
l
e
sJ .
Te
chnome
t
r
i
c
s 1975 17(
2):

247

254.
[
.
[
2] ,
J].
,
(
)
:
(),
1
9
9
62
52 1

8.
[
3] . [M]. :
,
1990.

[
4] , .
[
J].,
1990,
11(
7):
233

237.

[
5]Vapn
i
k V N.
S
t
a
t
i
s
t
i
c
a
lLe
a
r
n
i
ngThe
o
r
y[M].New
Yo
r
k:
J.Wi
l
ey,
1998.

[
6]Cr
i
s
t
i
an
i
n
iN,
Shawe-Tay
l
o
rJ.AnI
n
t
r
oduc
t
i
ont
o

Suppo
r
tVe
c
t
o
rMa
ch
i
ne
sandOt
he
rKe
r
ne
l-ba
s
ed
Le
a
r
n
i
ng Me
t
hods[M].Ox
f
o
r
d:
Camb
r
i
dgeUn
i
ve
r

s
i
t
e
s
s,
2000.
yPr
[
]
7 GunnS R.
Supp
o
r
tVe
c
t
o
r Ma
c
h
i
n
e
sf
o
rC
l
a
s
s
i
f
i
c
a
t
i
on
a
ndRe
r
e
s
s
i
on[
R].
S
ou
t
h
amp
t
on:Un
i
v
e
r
s
i
t
fS
ou
t
h
g
yo

amp
t
on,
1
9
9
7.
[
8] Duma
i
sS,P
l
a
t
tJ,He
cke
rmanJ,
e
ta
l.
I
nduc
t
i
ve

Le
a
r
n
i
ng Al
r
i
t
hmsand Rep
r
e
s
en
t
a
t
i
onsf
o
rTex
t
go
//Pr
Ca
t
ego
r
i
z
a
t
i
on [C ]
o
c
e
ed
i
ngs o
f ACM -

CIKM98.
New Yo
r
k,
1998:
148

155.
[
]
,
9 CaoLJ TayF E H.
Suppo
r
tVe
c
t
o
r Ma
ch
i
newi
t
h

Adap
t
i
vePa
r
ame
t
e
r
si
nF
i
nanc
i
a
lTimeSe
r
i
e
sFo
r
e

c
a
s
t
i
ng [
J].IEEE Tr
ans
a
c
t
i
ons on Neu
r
a
l Ne
t

wo
r
ks,
2003,
6(
14):
1506

1518.

[
10]Vapn
i
kV.
TheNa
t
u
r
eo
fS
t
a
t
i
s
t
i
c
a
lLe
a
r
n
i
ngThe

o
r
New Yo
r
k:
Sp
r
i
nge
r-Ve
r
l
ag,
1995.
y[M].
[
11]S
c
h
l
kop
fB,
Smo
l
aAJ.
Le
a
r
n
i
ngw
i
t
hKe
r
n
e
l
s-s
up

,
,
o
r
tV
e
c
t
o
rM
a
c
h
i
n
e
s
R
e
u
l
a
r
i
z
a
t
i
o
n
O
t
i
m
i
z
a
t
i
o
na
n
d
p
g
p
Be
ond[
M].
Camb
r
i
dg
e:
MITP
r
e
s
s,
2
0
0
2.
y
[
12] .[M].:
,
2007.

[
13]ZouXi
nyao,YaoRuohe.
ShapePa
r
ame
t
e
rEva
l
ua

t
i
on o
f We
i
bu
l
l Di
s
t
r
i
bu
t
i
on Ba
s
ed on Le
a
s
t
Squa
r
e
sSuppo
r
tVe
c
t
o
r Ma
ch
i
ne[
J].Te
s
tand E

i
t,
2008,
33(
6):
501

505.
qu
pmen
[
]

14
.
[
J]. ,
2008,
44(
18):
36
38.

( )

:,,
1976

20 ,,
1980

1971