基于主成分分析和支持向量机的影视业盈利能力预测

Enterprise profitability forecast based on PCA and SVM

盈利能力也称获利能力,是指企业在一定时期内获取利润的能力。利润率越高,盈利能力就越强。针对中国影视业上市公司样本规模较小,常规的预测方法难以奏效,文章尝试运用支持向量机来预测其盈利能力。首先从不同的角度选择盈利能力单项指标,以此为基础构建反映公司盈利能力的集成指标,再运用2007—2017中国A股影视业上市公司的数据,构建基于支持向量机的盈利能力预测模型,最后对影视公司的盈利能力进行预测。研究结果显示,经过训练的支持向量机模型能比较成功地预测样本公司的盈利能力,2009-2018的预测准确率均超过80%。

Profitability,also known as earnings-generating capacity,refers to the ability of an enterprise to make a profit in a certain period of time.The higher the profit rate,the stronger the profitability.In view of the small sample size of listed companies in China's film and television industry,and the conventional forecasting methods are difficult to work,this paper tries to use support vector machine to predict their profitability.Firstly,select the profitability single indicator from different angles,build the integration index reflecting the company's profitability based on this,and then use the data of 2007-2017 China A-share film and television listed company to build a profitability prediction model based on support vector machine.The profitability prediction model finally predicts the profitability of the film and television company.The research results show that the trained support vector machine model can successfully predict the profitability of sample companies,and the prediction accuracy of 2009-2018 is more than 80%.