Support vector machine has become the current hot spots in data mining research. This paper re- searches and analyzes three kirxls of classification algorithms such as C一SVM、υ一SVM、One一class SVM and the two regression algorithm such as ε- SVR、υ - SVR，the paper prove the efficiency of the al- gorithms through actual data simulation; Advantages, disadvantages and respective applications of the five kinds of algorithms are confirmed from the parameter selection,classffication accuracy，and mean square error and so on