Modelling method with missing values based on clustering and support vector regression

Most real application processes belong to a complex nonlinear system with incomplete information. It is difficult to estimate a model by assuming that the data set is governed by a global model. Moreover, in real processes, the available data set is usually obtained with missing values. To overcome the shortcomings of global modeling and missing data values, a new modeling method is proposed. Firstly, an incomplete data set with missing values is partitioned into several clusters by a K-means with soft constraints (KSC) algorithm, which incorporates soft constraints to enable clustering with missing values. Then a local model based on each group is developed by using SVR algorithm, which adopts a missing value insensitive (MVI) kernel to investigate the missing value estimation problem. For each local model, its valid area is gotten as well. Simulation results prove the effectiveness of the current local model and the estimation algorithm.