管理工程学报
管理工程學報
관리공정학보
Journal of Industrial Engineering and Engineering Management
2009年
4期
100~103
,共null页
符号数据分析 因子分析 区间数 误差分析 股票
符號數據分析 因子分析 區間數 誤差分析 股票
부호수거분석 인자분석 구간수 오차분석 고표
symbolic data analysis; factor analysis; interval number; error analysis; stock
符号数据分析是一种新兴的数据挖掘技术,区间数是最常用的一种符号数据。基于误差分析理论,研究针对区间数据的因子分析方法。将区间数看作一个由中点和半径构成的有序偶,并将半径视为区间数的极限误差。对中点样本阵进行因子分析,得到因子得分的中点值。然后将半径样本阵按照误差传递公式,得到因子得分的极限误差。由因子得分的中点值和极限误差最终得到因子得分的区间值。最后以股票的市场综合表现评价问题为案例,进行了应用研究。
符號數據分析是一種新興的數據挖掘技術,區間數是最常用的一種符號數據。基于誤差分析理論,研究針對區間數據的因子分析方法。將區間數看作一箇由中點和半徑構成的有序偶,併將半徑視為區間數的極限誤差。對中點樣本陣進行因子分析,得到因子得分的中點值。然後將半徑樣本陣按照誤差傳遞公式,得到因子得分的極限誤差。由因子得分的中點值和極限誤差最終得到因子得分的區間值。最後以股票的市場綜閤錶現評價問題為案例,進行瞭應用研究。
부호수거분석시일충신흥적수거알굴기술,구간수시최상용적일충부호수거。기우오차분석이론,연구침대구간수거적인자분석방법。장구간수간작일개유중점화반경구성적유서우,병장반경시위구간수적겁한오차。대중점양본진진행인자분석,득도인자득분적중점치。연후장반경양본진안조오차전체공식,득도인자득분적겁한오차。유인자득분적중점치화겁한오차최종득도인자득분적구간치。최후이고표적시장종합표현평개문제위안례,진행료응용연구。
Symbolic data analysis is a new data mining technology and interval number is a most important type of symbolic data. Based on error analysis theory, a factor analysis method for interval-valued symbolic data is proposed. An interval number can be seen as an ordered pair composed of its center and radius, where the radius can be considered as its limit error. A factor analysis is first being done on the center sample data matrix, by which the center factor scores are obtained. In the following, on the basis of the error transferring formula, the limit error of the factor scores is gained by the radius sample data matrix. As a result, the interval factor scores are achieved through the center and limit error of the factor scores. Finally, by virtue of problem of evaluation on several stocks' integrated behavior in the market, the application study is made.