摘要
本文结合时间序列的概念和遗传算法中的模式原理,提出了时段基因模式概念,将财务指标随时间变化的增减趋势转化为时段基因模式。用统计方法对大规模财务指标进行时间序列分析,得到具有一定特征性的指标时段基因子模式,对我国上市公司的财务危机预警问题预测准确度最高可达95%。
This article introduces the principle of model and proposes the concept of the period gene model which converts the change trend of the financial indexes over time into the period gene model. The study may apply statistics to make the time series analysis for the large-scale financial indicators, and finally attains the typical period gene sub-models of financial indexes to study for the problem of the Listed Companies" financial distress, which achieve 95% forecasting accuracy.
出处
《价值工程》
2012年第2期150-151,共2页
Value Engineering
关键词
时段基因模式
模式原理
财务指标
时间序列
period gene model
the principle of model
financial indexes
time series