Combining the advantages of the vector-based learning and adaptive iterative algorithm,an improved weighted Least Squares Support Vector Regression(LSSVR)is proposed to solve the problems of the least squares support vector regression methods, such as lacking of sparsely and robustly.During the training process of algorithm,the vector-base learning and automatic iterative procedures are introduced and a small support vector set can be obtained adaptively.This method can avoid the error accumulation during t...