MULTI-RESOLUTION LEAST SQUARES SUPPORT VECTOR MACHINES

The Least Squares Support Vector Machines (LS-SVM) is an improvement to the SVM. Combined the LS-SVM with the Multi-Resolution Analysis (MRA),this letter proposes the Multi-resolution LS-SVM (MLS-SVM).The proposed algorithm has the same theoretical framework as MRA but with better approximation ability.At a fixed scale MLS-SVM is a classical LS-SVM,but MLS-SVM can gradually approximate the target function at different scales.In experiments,the MLS-SVM is used for nonlinear system identification,and achieves better identification accuracy.