期刊文献+

基于Bayes概率边界域的粗集分类方法及其在高频数据中的应用 被引量:2

Rough Set Classification Using Bayes Probabilistic Boundary and Its Application in High Frequency Data
下载PDF
导出
摘要 作为一种近似处理的工具,粗集主要用于不确定情况下的决策分析,并且不需要任何事先的数据假定。但当前的主流粗集分类方法仍然需要先经过离散化的步骤,这就损失了数值型变量提供的高质量信息。本文对隶属函数重新加以概率定义,并提出了一种基于Bayes概率边界域的粗集分类技术,比较好地解决了当前粗集方法所面临的数值型属性分类的不适应、分类规则不完备等一系列问题。 Having been broadly used in decision-making fields Rough Set Theory(RST)provides a way of extracting decision rules without imposing apriori assumptions.However current RST-based classification methods still need to discrete numerical variables into categorical ones,in which potential useful information may be omitted.In this article,we introduce a Bayes-based RST classification technique which can solve a series of problems facing with current RST classification,including inability to numerical data,incomplete rule generation and etc.
出处 《统计研究》 CSSCI 北大核心 2010年第3期76-82,共7页 Statistical Research
关键词 可变精度粗糙集 Bayes边界域 高频数据 Variable Precision Rough Set Bayes Boundary High-frequency Data
  • 相关文献

参考文献10

  • 1Z. Pawlak. Rough Sets [ J ]. Int'l Journal of Computer and Information Sciences,1982( 11 ) :341 - 356.
  • 2来升强,朱建平.数据挖掘中高维定性数据的粗糙集聚类[J].统计研究,2005,22(8):56-60. 被引量:7
  • 3王珏,苗夺谦,周育健.关于Rough Set理论与应用的综述[J].模式识别与人工智能,1996,9(4):337-344. 被引量:264
  • 4W. Ziarko. Introduction to the special issue on rough sets and knowledge discovery [ J ]. Communications of ACM, 1995, 38 ( Ⅱ ) :89 -95.
  • 5W. Ziarko. Variable precision rough set model [ J ]. Journal of Information and System Science, 1993.
  • 6W. Ziarko. Probabilistic decision tables in the variable precision rough set model [ J ]. Computational Intelligence, 2001, 3 ( 17 ) : 593 - 603.
  • 7M. Beynon. Reducts within the variable precision rough sets model: a further investigation[J]. European Journal of Operational Research, 2001, 134:592 - 605.
  • 8梁吉业.基于粗糙集与概念格的智能数据分析方法研究[D].中科院计算技术研究所博后工作报告.
  • 9吉阳生,商琳.可变精度粗糙集β值的增量计算[J].计算机科学,2008,35(3):228-230. 被引量:3
  • 10B. W. Silverman, Density Estimation[ M]. Chapter 3. 1986, New York: Chapman and Hall.

二级参考文献9

  • 1Pawlak Z. Rough Sets. International Journal of Information and Computer Sciences, 1982, 11(5):341-356
  • 2Ziarko W. Variable precision rough set model. Journal of Computer and System Science, 1993, 46:39-59
  • 3Beynon M. Reducts within the variable precision rough sets model: a further investigation. European Journal of Operational Research, 2001, 134(3):592-605
  • 4Su Chao-Ton, Hsu Jyh-Hwa. Precision parameter in the variable precision rough sets model: an application. The International Journal of Management Science,2006, 34(2): 149-157
  • 5Cheng Yusheng, Zhang Yousheng, Hu Xuegang. The Relationships Between Variable Precision Value and Knowledge Reduction Based on Variable Precision Rough Set Model. RSKT2006, Berlin:Springer-Verlag, Lecture Notes in Computer Science,2006
  • 6An A, Shan N, Chan C, Cercone N, Ziarko W. Discovering rules for water demand prediction: an enhanced rough-set approach. Engineering Applications in Artificial Intelligence, 1996, 9 (6) : 645-653
  • 7Slezak D, Ziarko W. Variable Precision Bayesian Rough Set Model. Lecture notes in computer science, 2003, 2639:312-315
  • 8Inuiguchi M, Miyajima T. Variable Precision Rough Set Approach to Multiple Decision Tables. Lecture notes in computer science, 2005, 3641:304-313
  • 9Zdzis?aw Pawlak. Rough sets[J] 1982,International Journal of Computer & Information Sciences(5):341~356

共引文献271

同被引文献9

  • 1韩冬,王春峰,岳慧煜.流动性的“周内效应”和“日内效应”——基于指令驱动市场的实证研究[J].北京航空航天大学学报(社会科学版),2006,19(2):5-8. 被引量:10
  • 2唐勇,张世英.高频数据的加权已实现极差波动及其实证分析[J].系统工程,2006,24(8):52-57. 被引量:32
  • 3徐国祥,金登贵.基于金融高频数据的ACD模型非参数设定检验[J].统计研究,2007,24(4):15-18. 被引量:9
  • 4Granger, C. W. J. (1998), " Extracting information from mega-panels and high-frequency data", Statistica Neerlandica 52:258-272.
  • 5Harris, L. (1986),"A transaction data study of weekly and intradaily patterns in stock returns", Journal of Financial Economics 16 : 99 - 117.
  • 6Nielsen & Frederiksen(2008), "Finite, sample accuracy and choice of sampling frequency in integrated volatility esti mation", Journal of Empirical Finance 15 : 265 - 286.
  • 7Andersen & Bollerslev(1997), "Intraday periodicity and volatility persistence in financial markets", Journal of Empirical Finance 4 ; 115- 158.
  • 8Baillie & Bollerslev(1990), "Intraday and inter- market volatility in foreign exchange rates", The Review of Economic Studies 58(3).
  • 9Goodhart & O'Hara(1997), "High frequency data in finan-cial markets: Issues and applications", Journal of Empirical Finance 4(2-3) :73-114.

引证文献2

二级引证文献7

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