期刊文献+

基于随机森林方法的异常样本检测方法 被引量:7

Outlier detection based on random forest
下载PDF
导出
摘要 提出一种基于随机森林方法的异常样本(outliers)检测方法。仿真实验表明,与其他2种基于距离的异常样本检测技术相比,这种方法可以更好地提高模型的准确率,且具有较强的鲁棒性,在处理大规模数据集时还能显著地减少计算时间。 It introduces an outliers detection method based on random forest. Compared with the other two common outliers detection methods based on distance, the proposed method can improve the performance and robustness of the model and can also reduce the computation time.
出处 《福建工程学院学报》 CAS 2007年第4期392-396,共5页 Journal of Fujian University of Technology
关键词 异常样本检测 随机森林 马氏距离 outlier detection random forest Mahalanobis distance
  • 相关文献

参考文献3

二级参考文献22

  • 1王春峰,万海晖,张维.组合预测在商业银行信用风险评估中的应用[J].管理工程学报,1999,13(1):11-14. 被引量:68
  • 2Vapnik V N 张学工 译.统计学习理论的本质[M].北京:清华大学出版社,1999..
  • 3Altman E I. Corporate Financial Distress: a Complete Guide to Predicting. Avoiding. and Dealing with Bankruptcy[M]. NewYork,John Wiley & Sons. 1983.
  • 4Tam K Y. Neural network applications models and the prediction of bank bankruptcy[J]. Omega-the International Journal of Management Science, 1991,19: 429-445.
  • 5Burges C J C. A tutorial on support vector machines for pattern recognition[J]. Data Mining and Knowledge Discovery, 1998,2 (2) :955 - 974.
  • 6Altman E I. Commercial bank lending: process, credit scoring and costs of errors in lending [J]. J. Financial and Quantitative Anal. , 1980,15 : 813- 832.
  • 7Altman E I. Corporate Financial Distress: a Complete Guide to Predicting, Avoiding, and Dealing with Bankruptcy[M]. NewYork:John Wiley& Sons, 1983.?A
  • 8Tam K Y. Neural network applications models and the prediction of bank bankruptcy[J]. Omega-the International Journal of Management Science, 1991,19 : 429- 445.?A
  • 9Burges C J C. A tutorial on support vector machines for pattern recognition[J]. Data Mining and Knowledge Discovery, 1998,2 (2) : 955 - 974.?A
  • 10Altman E I. Commercial bank lending:process,credit scoring and costs of errors in lending[J]. J. Financial and Quantitative Anal. , 1980,15: 813- 832.?A

共引文献53

同被引文献78

引证文献7

二级引证文献99

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部