System and method for hierarchically building predictive analytic models on a dataset

Abstract

Predictive analytic models are hierarchically built based on a training dataset, which includes pairs of input data and output data. First, the input data and the output data are preprocessed. A hierarchical clustering process is performed on the dataset. The hierarchical clustering process comprises level-1 input and output data clustering, level-2 input and output data clustering, and so on, up to level-K input and output data clustering, where K is an integer greater than one. A hierarchical model building process is performed. The hierarchical model building process comprises level-1 model building over level-1 clustered input and output data, level-2 model building over level-2 clustered input and output data, and so on, up to level-K model building over level-K clustered input and output data. At least one level-K predictive model is generated as the resulting built model.