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债券违约预警模型的优化与提升--基于SMOTETomek-GWO-XGBoost的方法
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作者 吴育辉 刘忻忻 陈韫妍 《会计之友》 北大核心 2024年第6期73-81,共9页
自2014年我国债券市场首例违约事件发生以来,债券违约屡见不鲜。文章以2014—2022年发行的公司债、企业债和中期票据为研究对象,选取财务指标与非财务指标,搭建了基于机器学习算法SMOTETomek-GWO-XGBoost的债券违约风险预警模型。结果表... 自2014年我国债券市场首例违约事件发生以来,债券违约屡见不鲜。文章以2014—2022年发行的公司债、企业债和中期票据为研究对象,选取财务指标与非财务指标,搭建了基于机器学习算法SMOTETomek-GWO-XGBoost的债券违约风险预警模型。结果表明:(1)与其他方法相比,GWO-XGBoost模型在准确率、召回率、未加权平均召回率以及AUC值这四个指标上具有更加优异的表现;(2)SMOTETomek采样方法可以有效平衡数据样本,因此SMOTETomek-GWO-XGBoost模型具有更高的精度与稳定性;(3)SHAP值法可以展示不同特征变量对债券违约风险的贡献度,有利于就重要特征进行针对性分析。 展开更多
关键词 债券违约风险 风险预警 机器学习 GWO-XGBoost smotetomek
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基于集成TrAdaBoost模型的信用违约预测
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作者 汤晶晶 《电脑编程技巧与维护》 2023年第6期35-36,40,共3页
针对目前信用卡经营中的信用风险问题,在集成学习的基础上,试图对两种算法展开融合改进,提出了基于引导聚集算法(Bagging算法)集成迁移学习框架(TrAdaBoost)的预测模型,发挥Bagging与提升算法(Boosting)两种算法各自的优势,提升集成模... 针对目前信用卡经营中的信用风险问题,在集成学习的基础上,试图对两种算法展开融合改进,提出了基于引导聚集算法(Bagging算法)集成迁移学习框架(TrAdaBoost)的预测模型,发挥Bagging与提升算法(Boosting)两种算法各自的优势,提升集成模型的泛化性能与预测精度,并使用SMOTETomek混合采样(合成少数类过采样加相反类样本配对技术)算法平衡数据集,进而期望在信用风险预测领域开辟新途径。通过阿里云天池网上公开的信用违约数据集的实验结果表明,融合后的模型AUC值为0.9258,其他指标值相较于其他模型都有所提升,表明该模型对信用违约的预测效果较好。 展开更多
关键词 集成学习 TrAdaBoost算法 BAGGING算法 smotetomek混合采样
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语言理解中脑力负荷识别通道选择方法研究
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作者 王广颖 尹钟 《软件导刊》 2022年第12期1-6,共6页
利用脑电信号能客观连续地评估人在语言理解任务下的脑力负荷水平,提高人机系统整体工作绩效。然而在实际应用中,部分脑电通道对脑力负荷识别的贡献较小,仅增加了机器学习模型的计算复杂度,因此对多导联脑电进行通道选择十分必要。首先... 利用脑电信号能客观连续地评估人在语言理解任务下的脑力负荷水平,提高人机系统整体工作绩效。然而在实际应用中,部分脑电通道对脑力负荷识别的贡献较小,仅增加了机器学习模型的计算复杂度,因此对多导联脑电进行通道选择十分必要。首先基于包裹型通道选择算法,采用SMOTETomek策略对每个通道脑电数据的训练数据进行过采样;然后使用随机森林训练得到分类器的3个预测性能指标,分别为宏F1分数、G-mean和AUC值;最后对3个指标融合排序得到通道权重贡献度,通过逐步消除法删除冗余通道。与传统的过滤型通道选择算法相比,新建方法最终使用最少9个通道便达到了较好的分类效果。此外,所选通道与已有的语言理解和脑力负荷的脑区位置相一致,验证了该通道选择方法的可重复性。 展开更多
关键词 脑力负荷 通道选择 非平衡数据 随机森林 smotetomek 脑电图
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Fault diagnosis of HVAC system with imbalanced data using multi-scale convolution composite neural network 被引量:1
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作者 Rouhui Wu Yizhu Ren +1 位作者 Mengying Tan Lei Nie 《Building Simulation》 SCIE EI CSCD 2024年第3期371-386,共16页
Accurate fault diagnosis of heating,ventilation,and air conditioning(HVAC)systems is of significant importance for maintaining normal operation,reducing energy consumption,and minimizing maintenance costs.However,in p... Accurate fault diagnosis of heating,ventilation,and air conditioning(HVAC)systems is of significant importance for maintaining normal operation,reducing energy consumption,and minimizing maintenance costs.However,in practical applications,it is challenging to obtain sufficient fault data for HVAC systems,leading to imbalanced data,where the number of fault samples is much smaller than that of normal samples.Moreover,most existing HVAC system fault diagnosis methods heavily rely on balanced training sets to achieve high fault diagnosis accuracy.Therefore,to address this issue,a composite neural network fault diagnosis model is proposed,which combines SMOTETomek,multi-scale one-dimensional convolutional neural networks(M1DCNN),and support vector machine(SVM).This method first utilizes SMOTETomek to augment the minority class samples in the imbalanced dataset,achieving a balanced number of faulty and normal data.Then,it employs the M1DCNN model to extract feature information from the augmented dataset.Finally,it replaces the original Softmax classifier with an SVM classifier for classification,thus enhancing the fault diagnosis accuracy.Using the SMOTETomek-M1DCNN-SVM method,we conducted fault diagnosis validation on both the ASHRAE RP-1043 dataset and experimental dataset with an imbalance ratio of 1:10.The results demonstrate the superiority of this approach,providing a novel and promising solution for intelligent building management,with accuracy and F1 scores of 98.45%and 100%for the RP-1043 dataset and experimental dataset,respectively. 展开更多
关键词 fault diagnosis CHILLER imbalanced data smotetomek MULTI-SCALE neural networks
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Intelligent rockburst prediction model with sample category balance using feedforward neural network and Bayesian optimization 被引量:5
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作者 Diyuan Li Zida Liu +2 位作者 Peng Xiao Jian Zhou Danial Jahed Armaghani 《Underground Space》 SCIE EI 2022年第5期833-846,共14页
The rockburst prediction becomes more and more challenging due to the development of deep underground projects and constructions.Increasing numbers of intelligent algorithms are used to predict and prevent rockburst.T... The rockburst prediction becomes more and more challenging due to the development of deep underground projects and constructions.Increasing numbers of intelligent algorithms are used to predict and prevent rockburst.This paper investigated the drawbacks of neural networks in rockburst prediction,and aimed at these shortcomings,Bayesian optimization and the synthetic minority oversampling technique+Tomek Link(SMOTETomek)were applied to efficiently develop the feedforward neural network(FNN)model for rockburst prediction.In this regard,314 real rockburst cases were collected to establish a database for modeling.The database was divided into a training set(80%)and a test set(20%).The maximum tangential stress,uniaxial compressive strength,tensile strength,stress ratio,brittleness ratio,and elastic strain energy were selected as input parameters.Bayesian optimization was implemented to find the optimal hyperparameters in FNN.To eliminate the effects of imbalanced category,SMOTETomek was adopted to process the training set to obtain a balanced training set.The FNN developed by the balanced training set received 90.48% accuracy in the test set,and the accuracy improved 12.7% compared to the imbalanced training set.For interpreting the FNN model,the permutation importance algorithm was introduced to analyze the relative importance of input variables.The elastic strain energy was the most essential variable,and some measures were proposed to prevent rockburst.To validate the practicability,the FNN developed by the balanced training set was utilized to predict rockburst in Sanshandao Gold Mine,China,and it had outstanding performance(accuracy 100%). 展开更多
关键词 Rockburst prediction Feedforward neural network Bayesian optimization smotetomek
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