A New Approach to Predict Financial Failure： Classification and Regression Trees （CART）

The increase of competition, economic recession and financial crises has increased business failure and depending on this the researchers have attempted to develop new approaches which can yield more correct and more reliable results. The classification and regression tree （CART） is one of the new modeling techniques which is developed for this purpose. In this study, the classification and regression trees method is explained and tested the power of the financial failure prediction. CART is applied for the data of industry companies which is trade in Istanbul Stock Exchange （ISE） between 1997-2007. As a result of this study, it has been observed that, CART has a high predicting power of financial failure one, two and three years prior to failure, and profitability ratios being the most important ratios in the prediction of failure.

Groundwater level prediction of landslide based on classification and regression tree

According to groundwater level monitoring data of Shuping landslide in the Three Gorges Reservoir area, based on the response relationship between influential factors such as rainfall and reservoir level and the change of groundwater level, the influential factors of groundwater level were selected. Then the classification and regression tree（CART） model was constructed by the subset and used to predict the groundwater level. Through the verification, the predictive results of the test sample were consistent with the actually measured values, and the mean absolute error and relative error is 0.28 m and 1.15%respectively. To compare the support vector machine（SVM） model constructed using the same set of factors, the mean absolute error and relative error of predicted results is 1.53 m and 6.11% respectively. It is indicated that CART model has not only better fitting and generalization ability, but also strong advantages in the analysis of landslide groundwater dynamic characteristics and the screening of important variables. It is an effective method for prediction of ground water level in landslides.

A retinal blood vessel extraction algorithm based on CART decision tree and improved AdaBoost

This paper presents a supervised learning algorithm for retinal vascular segmentation based on classification and regression tree (CART) algorithm and improved adptive bosting (AdaBoost). Local binary patterns (LBP) texture features and local features are extracted by extracting,reversing,dilating and enhancing the green components of retinal images to construct a 17-dimensional feature vector. A dataset is constructed by using the feature vector and the data manually marked by the experts. The feature is used to generate CART binary tree for nodes,where CART binary tree is as the AdaBoost weak classifier,and AdaBoost is improved by adding some re-judgment functions to form a strong classifier. The proposed algorithm is simulated on the digital retinal images for vessel extraction (DRIVE). The experimental results show that the proposed algorithm has higher segmentation accuracy for blood vessels,and the result basically contains complete blood vessel details. Moreover,the segmented blood vessel tree has good connectivity,which basically reflects the distribution trend of blood vessels. Compared with the traditional AdaBoost classification algorithm and the support vector machine (SVM) based classification algorithm,the proposed algorithm has higher average accuracy and reliability index,which is similar to the segmentation results of the state-of-the-art segmentation algorithm.

Predicting the Underlying Structure for Phylogenetic Trees Using Neural Networks and Logistic Regression

Understanding an underlying structure for phylogenetic trees is very important as it informs on the methods that should be employed during phylogenetic inference. The methods used under a structured population differ from those needed when a population is not structured. In this paper, we compared two supervised machine learning techniques, that is artificial neural network (ANN) and logistic regression models for prediction of an underlying structure for phylogenetic trees. We carried out parameter tuning for the models to identify optimal models. We then performed 10-fold cross-validation on the optimal models for both logistic regression?and ANN. We also performed a non-supervised technique called clustering to identify the number of clusters that could be identified from simulated phylogenetic trees. The trees were from?both structured?and non-structured populations. Clustering and prediction using classification techniques were?done using tree statistics such as Colless, Sackin and cophenetic indices, among others. Results from 10-fold cross-validation revealed that both logistic regression and ANN models had comparable results, with both models having average accuracy rates of over 0.75. Most of the clustering indices used resulted in 2 or 3 as the optimal number of clusters.

基于CART决策树的分布式数据离群点检测算法

在分布式计算环境中,离群点通常表示数据中的异常情况,例如故障、欺诈、攻击等。通过检测分布式数据的离群点,可以对这些异常数据进行集中处理,保护系统和数据的安全。而进行离群点检测时,不仅要考虑数据的规模和复杂性,还要在分布式环境下高效地发现离群点。因此,提出一种基于CART决策树的分布式数据离群点检测算法。在构建CART决策树时,使用类间中心距离作为分裂准则,根据分离类别对训练数据进行分类,从而确定数据的类型。在上述基础上,考虑到离群点的分布模式与其周围数据对象不同,使用空间局部偏离因子(SLDF)对空间内各个数据对象之间的离群程度展开度量,同时在高维空间内展开网格划分,引入SLDF算法检测剩余离群点集,最终实现分布式数据离群点检测。实验结果表明,所提方法的离散点检测错误率在0.010以内,可以更加精准地实现分布式数据离群点检测,具有良好的检测性能。

Integrating CART Algorithm and Multi-source Remote Sensing Data to Estimate Sub-pixel Impervious Surface Coverage:A Case Study from Beijing Municipality,China

The sub-pixel impervious surface percentage(SPIS) is the fraction of impervious surface area in one pixel,and it is an important indicator of urbanization.Using remote sensing data,the spatial distribution of SPIS values over large areas can be extracted,and these data are significant for studies of urban climate,environment and hydrology.To develop a stabilized,multi-temporal SPIS estimation method suitable for typical temperate semi-arid climate zones with distinct seasons,an optimal model for estimating SPIS values within Beijing Municipality was built that is based on the classification and regression tree(CART) algorithm.First,models with different input variables for SPIS estimation were built by integrating multi-source remote sensing data with other auxiliary data.The optimal model was selected through the analysis and comparison of the assessed accuracy of these models.Subsequently,multi-temporal SPIS mapping was carried out based on the optimal model.The results are as follows:1) multi-seasonal images and nighttime light(NTL) data are the optimal input variables for SPIS estimation within Beijing Municipality,where the intra-annual variability in vegetation is distinct.The different spectral characteristics in the cultivated land caused by the different farming characteristics and vegetation phenology can be detected by the multi-seasonal images effectively.NLT data can effectively reduce the misestimation caused by the spectral similarity between bare land and impervious surfaces.After testing,the SPIS modeling correlation coefficient(r) is approximately 0.86,the average error(AE) is approximately 12.8%,and the relative error(RE) is approximately 0.39.2) The SPIS results have been divided into areas with high-density impervious cover(70%–100%),medium-density impervious cover(40%–70%),low-density impervious cover(10%–40%) and natural cover(0%–10%).The SPIS model performed better in estimating values for high-density urban areas than other categories.3) Multi-temporal SPIS mapping(1991–2016) was conducted based on the optimized SPIS results for 2005.After testing,AE ranges from 12.7% to 15.2%,RE ranges from 0.39 to 0.46,and r ranges from 0.81 to 0.86.It is demonstrated that the proposed approach for estimating sub-pixel level impervious surface by integrating the CART algorithm and multi-source remote sensing data is feasible and suitable for multi-temporal SPIS mapping of areas with distinct intra-annual variability in vegetation.

Analysis of OSA Syndrome from PPG Signal Using CART-PSO Classifier with Time Domain and Frequency Domain Features

Obstructive Sleep Apnea(OSA)is a respiratory syndrome that occurs due to insufficient airflow through the respiratory or respiratory arrest while sleeping and sometimes due to the reduced oxygen saturation.The aim of this paper is to analyze the respiratory signal of a person to detect the Normal Breathing Activity and the Sleep Apnea(SA)activity.In the proposed method,the time domain and frequency domain features of respiration signal obtained from the PPG device are extracted.These features are applied to the Classification and Regression Tree(CART)-Particle Swarm Optimization(PSO)classifier which classifies the signal into normal breathing signal and sleep apnea signal.The proposed method is validated to measure the performance metrics like sensitivity,specificity,accuracy and F1 score by applying time domain and frequency domain features separately.Additionally,the performance of the CART-PSO(CPSO)classification algorithm is evaluated through comparing its measures with existing classification algorithms.Concurrently,the effect of the PSO algorithm in the classifier is validated by varying the parameters of PSO.

基于CART回归树模型的变电站施工安全事故分析与预测

在当前的变电站施工过程中,主要通过数据包络分析过程预测安全事故,忽略了表征信息中的不确定性,导致预测结果的选取受试者工作特征曲线下面积(AUC)值较低.针对这一问题,本研究应用分类回归树(CART)模型,设计了一种新的变电站施工安全事故分析与预测方法.首先,利用固定型、移动型采集技术相结合的方式,采集变电站施工现场数据,并通过主成分分析算法进行筛选处理.然后,深入分析变电站施工安全事故发生过程,通过基于概率分布的可分性判据,提取施工安全事故前兆特征.最后,利用CART模型构建施工安全事故根节点,再使用支持向量机(SVM)回归算法建立叶节点,形成可用于施工安全事故预测的最优决策树.通过迭代训练多个串联的CART模型实现梯度提升,应用该模型即可得到准确的事故预测结果.实验结果表明:该预测方法灵敏度更高,能够预测出更多的安全事故,并且该预测方法的AUC值高达0.91,具有更高的预测精度.

Building a Tree Adjusted Logistic Classification Model in Biomarker Data Analyses

Researchers in bioinformatics, biostatistics and other related fields seek biomarkers for many purposes, including risk assessment, disease diagnosis and prognosis, which can be formulated as a patient classification. In this paper, a new method of using a tree regression to improve logistic classification model is introduced in biomarker data analysis. The numerical results show that the linear logistic model can be significantly improved by a tree regression on the residuals. Although the classification problem of binary responses is discussed in this research, the idea is easy to extend to the classification of multinomial responses.

基于CART决策树的110 kV供电区域分布式光伏承载能力测算模型

分布式光伏受天气影响较大,测算110kV供电区域的分布式光伏承载能力,对区域供电来说意义重大。基于此,提出基于分类与回归树(calssification and regression tree,CART)的110kV供电区域分布式光伏承载能力测算模型。该模型以分布式电源输出功率、区域分布式电源发电量占比、局部分布式电源线损增量等数据为基础,利用CART决策树建立110kV供电区域分布式光伏承载能力测算模型,并使用改进鲸鱼优化算法求解测算结果。经实验测试发现,该模型对分布式光伏承载能力的测算精准度较高,可有效测算不同实验区域在不同季节时的分布式光伏承载能力,具有较高的应用价值。

基于CART集成学习的城市不透水层百分比遥感估算

利用Landsat ETM+遥感数据,提出了一种基于CART集成学习的ISP遥感亚像元估算方法,将Boosting重采样技术引入CART分析中,用于提高ISP估算的精度。实验结果表明,该方法的ISP估算性能优于传统的单一CART学习算法,从ETM+影像中估算的ISP值与真实值之间的相关系数达到0.91,平均偏差为11.16%。

基于影像多种特征的CART决策树分类方法及其应用

以扬州市宝应县为研究区,采用主成分分析法对研究区影像进行数据压缩和单波段数据增强,利用灰度共生矩阵分析第一主成分的纹理信息。运用基于CART算法的决策树分类方法,选用影像的光谱特征值、NDVI值以及纹理统计量值为测试变量,并通过计算确定决策树的节点规则,提取影像中主要地物信息。将分类结果与单纯依靠光谱特征的监督分类法结果相比较,表明基于影像多种特征的CART决策树分类方法分类精度较高,尤其较好地提取了围网养殖区和建设用地。

高光谱图像植被类型的CART决策树分类

为提高植被分类的精度,在利用高光谱图像提取植被信息时需要考虑训练样本和地形等其他因素的影响。以长白山为研究背景,基于CART(Classification And Regression Tree)算法构建决策树模型,对高光谱图像进行植被分类。由于混合像元的影响,以采用PPI(Pixel Purity Index)提取的纯净像元作为训练样本,提取植被指数、纹理和地形等分类特征变量。基于这些变量构建CART决策树对植被分类,并将结果与最大似然法分类结果进行比较。结果表明,CART决策树分类法可实现光谱、纹理和地形特征的有效组合,有较好的分类效果。

基于变化检测-CART决策树模式自动识别沙漠化信息

目前沙漠化遥感监测存在目视解译的局限性、数据源的约束性、遥感信息利用率低等问题。基于此,以民勤盆地为试验区,首先采用图像差值、最大值合成及二维最大类间方差等方法,检测1994年、2014年两期Landsat图像的变化像元,然后利用分类与回归树(CART)算法构建决策树,自动提取了2014年沙地信息,最后将变化检测结果与沙地信息进行空间叠置分析,并实现了沙漠化信息自动识别模式。研究表明,变化检测-CART决策树模式精度为89.43%~93.00%,在95%置信水平上其置信区间介于85.90%~98.00%,显然其精度具有较高可信度;该模式不仅能够充分利用丰富遥感信息而且可排除多余信息的干扰。可见,变化检测-CART决策树模式是识别沙漠化信息的有效方法之一,将对沙漠化防治工程具有重要应用价值。

基于分类回归树(CART)方法的统计解析模型的应用与研究

分类回归树是基于统计理论的非参数的识别技术 ,它具有非常强大的统计解析功能 ,对输入数据和预测数据的要求可以是不完整的 ,或者是复杂的浮点数运算。而且 ,数据处理后的结果所包含的规则明白易懂。因此 ,分类回归树已成为对特征数据进行建立统计解析模型的一个很好的方法。本文首先介绍了一种构建分类回归树的算法 ,并对其剪枝策略进行了简单的探讨 ,最后用统计解析软件S PLUS对一个应用实例进行了分析 。

基于二项logistic回归模型与CART树的煤层底板突水预测

为定量评价煤层底板突水信息对突水过程的影响程度,获得煤层底板突水规则,采用二项logistic回归与CART树相结合的方法进行煤层底板突水预测。在煤层底板突水信息分析的基础上,建立了包含全因素的煤层底板突水预测概率模型,基于向后逐步回归分析方法获得了包含6项主要突水信息的精简煤层底板突水预测概率模型。通过CART树算法获得了煤层底板突水规则,分类测试结果表明,所获得的突水规则分类准确率达到91.67%。

融合多尺度分割与CART算法的矸石山提取

结合多尺度分割和CART算法的特性,提出一种新的目标信息提取方法。其基本思想是将小尺度分割与大尺度分割相结合,将影像分割成一系列同质性对象;以同质性对象为基本单元选择训练样本,后利用CART算法提取目标信息。实验结果表明:与单纯像素级的CART算法相比,该方法可有效减少提取结果的噪声,一定程度上排除了其他地类对目标信息的干扰,提取精度显著提高。

一种基于ExtraTrees的差分隐私保护算法

为在同等隐私保护级别下提高模型的预测准确率并降低误差,提出一种基于ExtraTrees的差分隐私保护算法DiffPETs。在决策树生成过程中,根据不同的准则计算出各特征的结果值,利用指数机制选择得分最高的特征,通过拉普拉斯机制在叶子节点上进行加噪,使算法能够提供ε-差分隐私保护。将DiffPETs算法应用于决策树分类和回归分析中,对于分类树,选择基尼指数作为指数机制的可用性函数并给出基尼指数的敏感度,在回归树上,将方差作为指数机制的可用性函数并给出方差的敏感度。实验结果表明,与决策树差分隐私分类和回归算法相比,DiffPETs算法能有效降低预测误差。

基于分类回归树(CART)的点焊质量在线监测

电阻点焊过程动态信号蕴含着大量直接或间接反映焊点质量的动态信息.通过对焊接过程电极位移、动态电阻信号的同步采集和分析,从两种信号中提取了12个特征参量建立表征点焊过程的数据集,以焊点接头抗剪强度作为焊点质量评价的指标,利用分类回归树(CART)数据挖掘方法,将焊接过程监测参量与焊点强度之间复杂的映射模型以十分直观的二叉树形式给出,用一系列监测特征参量的逻辑表达式构成接头强度分类、预测规则,使得接头强度分类和预测过程易于表达、准确率高、分类预测速度快,进而实现对未知样本焊点强度的分类及预测.CART测试结果表明,分类回归树可以较为满意地完成焊点接头强度的分类、预测任务.

基于CART决策树方法的遥感影像分类

以云南省香格里拉县为研究区域,构建一种基于CART遥感影像的决策树分类方法.对遥感影像采用主成分提取、植被信息提取、纹理信息提取等方法,并结合试验区主要地物类型训练样本,采用Landsat 5 TM影像数据、DEM数据以及遥感处理软件ENVI为平台进行影像分类,并将结果与最大似然分类结果作比较.结果表明,基于CART遥感影像决策树分类精度优于最大似然分类,有较好的分类效果.