技术经济
技術經濟
기술경제
Technology Economics
2012年
5期
109~114
,共null页
增量学习 财务危机 概念漂移 分类器集成 动态预警
增量學習 財務危機 概唸漂移 分類器集成 動態預警
증량학습 재무위궤 개념표이 분류기집성 동태예경
incremental learnings financial distress ; concept driclassifier ensemble ; dynamic prediction
针对目前多数财务危机预警模型为静态建模、模型的增量学习能力不足等问题,设计了一种基于分类器集成的增量学习系统,利用财务类别导向知识对集成子系统进行动态选择,构建了具有增量学习能力的财务危机动态预警模型。基于实际财务数据的实验表明,基于增量学习系统的财务危机预警模型是一种兼具稳定性和适应性的财务危机预警工具。
針對目前多數財務危機預警模型為靜態建模、模型的增量學習能力不足等問題,設計瞭一種基于分類器集成的增量學習繫統,利用財務類彆導嚮知識對集成子繫統進行動態選擇,構建瞭具有增量學習能力的財務危機動態預警模型。基于實際財務數據的實驗錶明,基于增量學習繫統的財務危機預警模型是一種兼具穩定性和適應性的財務危機預警工具。
침대목전다수재무위궤예경모형위정태건모、모형적증량학습능력불족등문제,설계료일충기우분류기집성적증량학습계통,이용재무유별도향지식대집성자계통진행동태선택,구건료구유증량학습능력적재무위궤동태예경모형。기우실제재무수거적실험표명,기우증량학습계통적재무위궤예경모형시일충겸구은정성화괄응성적재무위궤예경공구。
In view of the problems existing in most of models of predicting financial distress, such as the static modeling, the lack of incremental learning ability and so on, an incremental learning system based on the classifier ensemble is designed. Financial category-oriented knowledge is applied to realize the dynamic selection for the classifier ensemble subsystem. Then the dynamic prediction model of financial distress with incre- mental learning ability is build. Model experiments show that, the prediction model of financial distress based on the incremental learning system is stable and adaptable,which is an effective method of predicting financial distress.
