Support vector machine(SVM)has been widely applied to classification and regression problems, but it suf-fers from some important limitations, one of the most significant being that it makes point predictions rather thangenerating probability output. A notion of predicting credibility is proposed in support vector regression machinebased on the problem, which can make predicting value have a definite measure, and then relationship between pre-dicting credibility and noise is discussed. Finally, an example of predicting chaotic time series shows the rationality ofthe definition.
