A NOVEL MULTICLASS SUPPORT VECTOR MACHINE ALGORITHM USING MEAN REVERSION AND COEFFICIENT OF VARIANCE
Premanode · Journal of Mathematics and Statistics · 2013
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.