A NOVEL MULTICLASS SUPPORT VECTOR MACHINE ALGORITHM USING MEAN REVERSION AND COEFFICIENT OF VARIANCE | Science Publications

Journal of Mathematics and Statistics

Nop Sopipan¹  Christofer Toumazou¹  Bhusana Premanode¹  Jumlong Vongprasert¹ 

关键词: Support Vector Machine;    Multiclass;    Mean Reversion;    Coefficient of Variance;   

DOI  :  10.3844/jmssp.2013.208.218

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

Inaccuracy of a kernel function used in Support Vector Machine (SVM) can be found when simulated with nonlinear and stationary datasets. To minimise the error, we propose a new multiclass SVM model using mean reversion and coefficient of variance algorithm to partition and classify imbalance in datasets. By introducing a series of test statistic, simulations of the proposed algorithm outperformed the performance of the SVM model without using multiclass SVM model.

【 授权许可】

Unknown