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基于代价敏感SVM的电信客户流失预测研究
引用本文:蒋国瑞,司学峰. 基于代价敏感SVM的电信客户流失预测研究[J]. 计算机应用研究, 2009, 26(2): 521-523
作者姓名:蒋国瑞  司学峰
作者单位:北京工业大学,经济与管理学院,北京,100124;北京工业大学,经济与管理学院,北京,100124
基金项目:北京市自然科学基金资助项目(9072001);北京市教育委员会研究计划重点资助项目(SZ200610005002)
摘    要:针对客户流失数据集的非平衡性问题和错分代价的差异性问题,将代价敏感学习应用于Veropoulos提出的采用不同惩罚系数的支持向量机,建立客户流失预测模型,对实际的电信客户流失数据进行验证。通过与传统SVM、C4.5和ANN对比研究,结果显示此方法在精确度、命中率、覆盖率和提升度均有所改善,表明此方法有效地解决了数据集的非平衡性和错分代价问题,是进行客户流失预测的有效方法。

关 键 词:客户流失  支持向量机  非平衡数据  代价敏感

Study of telecom customer churn prediction based on cost sensitive SVM
JIANG Guo-rui,SI Xue-feng. Study of telecom customer churn prediction based on cost sensitive SVM[J]. Application Research of Computers, 2009, 26(2): 521-523
Authors:JIANG Guo-rui  SI Xue-feng
Affiliation:(School of Economics & Management, Beijing University of Technology, Beijing 100124, China)
Abstract:To deal with the problem of unbalanced data classification and asymmetry misclassification cost in customer churn prediction,applied cost sensitive learning to the improved SVM which Veropoulos suggested it could handle the problem unbalanced data classification well to the model of customer churn prediction. The cost sensitive SVM was compared with traditional SVM, C4.5 and ANN through real telecom customer churn data. And found that it has a distinct improvement in accuracy rate, hit rate, covering rate and lift coefficient. It can be used as an effective measure for customer churn prediction.
Keywords:
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