/online-svr

Implementation of Accurate Online Support Vector Regression in Python.

Primary LanguagePython

Online SVR

Methods adapted from the paper "Accurate On-line Support Vector Regression" from Junshui Ma, James Theiler, and Simon Perkins. This code is essentially a Python rewrite of Francesco Parrella's MATLAB code http://onlinesvr.altervista.org/. Includes an undocumented application to cluster-size prediction in traffic flow. Used for a group project in 16-831 Statistical Techniques in Robotics at Carnegie Mellon University.