Title: Support vector machines based on K-means clustering for real-time business intelligence systems

Authors: Jiaqi Wang, Xindong Wu, Chengqi Zhang

Addresses: Faculty of Information Technology, University of Technology, Sydney, P.O. Box 123, Broadway, NSW 2007, Australia. ' Department of Computer, University of Vermont, 33 Colchester Avenue/351 Votey Building, Burlington, VT 05405, USA. ' Faculty of Information Technology, University of Technology, Sydney, P.O. Box 123, Broadway, NSW 2007, Australia

Abstract: Support vector machines (SVM) have been applied to build classifiers, which can help users make well-informed business decisions. Despite their high generalisation accuracy, the response time of SVM classifiers is still a concern when applied into real-time business intelligence systems, such as stock market surveillance and network intrusion detection. This paper speeds up the response of SVM classifiers by reducing the number of support vectors. This is done by the K-means SVM (KMSVM) algorithm proposed in this paper. The KMSVM algorithm combines the K-means clustering technique with SVM and requires one more input parameter to be determined: the number of clusters. The criterion and strategy to determine the input parameters in the KMSVM algorithm are given in this paper. Experiments compare the KMSVM algorithm with SVM on real-world databases, and the results show that the KMSVM algorithm can speed up the response time of classifiers by both reducing support vectors and maintaining a similar testing accuracy to SVM.

Keywords: business intelligence; data mining; testing accuracy; response time; SVM classifiers; KMSVM; support vector machines based; K-means clustering; stock market surveillance; network intrusion detection; classifier design.

DOI: 10.1504/IJBIDM.2005.007318

International Journal of Business Intelligence and Data Mining, 2005 Vol.1 No.1, pp.54 - 64

Published online: 05 Jul 2005 *

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