Comparative analysis of data mining methods for bankruptcy prediction

A great deal of research has been devoted to prediction of bankruptcy, to include application of data mining. Neural networks, support vector machines, and other algorithms often fit data well, but because of lack of comprehensibility, they are considered black box technologies. Conversely, decision trees are more comprehensible by human users. However, sometimes far too many rules result in another form of incomprehensibility. The number of rules obtained from decision tree algorithms can be controlled to some degree through setting different minimum support levels. This study applies a variety of data mining tools to bankruptcy data, with the purpose of comparing accuracy and number of rules. For this data, decision trees were found to be relatively more accurate compared to neural networks and support vector machines, but there were more rule nodes than desired. Adjustment of minimum support yielded more tractable rule sets.     

Learning by local kernel polarization

The problem of evaluating the quality of a kernel function for a classification task is considered. Drawn from physics, kernel polarization was introduced as an effective measure for selecting kernel parameters, which was previously done mostly by exhaustive search. However, it only takes between-class separability into account but neglects the preservation of within-class local structure. The ‘globality’ of the kernel polarization may leave less degree of freedom for increasing separability. In this paper, we propose a new quality measure called local kernel polarization, which is a localized variant of kernel polarization. Local kernel polarization can preserve the local structure of the data of the same class so the data can be embedded more appropriately. This quality measure is demonstrated with some UCI machine learning benchmark examples.     

Efficient and non-parametric reasoning over user preferences

We consider the problem of modeling and reasoning about statements of ordinal preferences expressed by a user, such as monadic statement like “X is good,” dyadic statements like “X is better than Y,” etc. Such qualitative statements may be explicitly expressed by the user, or may be inferred from observable user behavior. This paper presents a novel technique for efficient reasoning about sets of such preference statements in a semantically rigorous manner. Specifically, we propose a novel approach for generating an ordinal utility function from a set of qualitative preference statements, drawing upon techniques from knowledge representation and machine learning. We provide theoretical evidence that the new method provides an efficient and expressive tool for reasoning about ordinal user preferences. Empirical results further confirm that the new method is effective on real-world data, making it promising for a wide spectrum of applications that require modeling and reasoning about user preferences.     

Municipal credit rating modelling by neural networks

The paper presents the modelling possibilities of neural networks on a complex real-world problem, i.e. municipal credit rating modelling. First, current approaches in credit rating modelling are introduced. Second, previous studies on municipal credit rating modelling are analyzed. Based on this analysis, the model is designed to classify US municipalities (located in the State of Connecticut) into rating classes. The model includes data pre-processing, the selection process of input variables, and the design of various neural networks' structures for classification. The selection of input variables is realized using genetic algorithms. The input variables are extracted from financial statements and statistical reports in line with previous studies. These variables represent the inputs of neural networks, while the rating classes from Moody's rating agency stand for the outputs. In addition to exact rating classes, data are also labelled by four basic rating classes. As a result, the classification accuracies and the contributions of input variables are studied for the different number of classes. The results show that the rating classes assigned to bond issuers can be classified with a high accuracy rate using a limited subset of input variables.     

Influences of variable scales and activation functions on the performances of multilayer feedforward neural networks

This paper gives insight into the methods about how to improve the learning capabilities of multilayer feedforward neural networks with linear basis functions in the case of limited number of patterns according to the basic principles of support vector machine (SVM), namely, about how to get the optimal separating hyperplanes. And furthermore, this paper analyses the characteristics of sigmoid-type activation functions, and investigates the influences of absolute sizes of variables on the convergence rate, classification ability and non-linear fitting accuracy of multilayer feedforward networks, and presents the way of how to select suitable activation functions. As a result, this proposed method effectively enhances the learning abilities of multilayer feedforward neural networks by introducing the sum-of-squares weight term into the networks’ error functions and appropriately enlarging the variable components with the help of the SVM theory. Finally, the effectiveness of the proposed method is verified through three classification examples as well as a non-linear mapping one.     

Credit scoring with a data mining approach based on support vector machines

The credit card industry has been growing rapidly recently, and thus huge numbers of consumers’ credit data are collected by the credit department of the bank. The credit scoring manager often evaluates the consumer’s credit with intuitive experience. However, with the support of the credit classification model, the manager can accurately evaluate the applicant’s credit score. Support Vector Machine (SVM) classification is currently an active research area and successfully solves classification problems in many domains. This study used three strategies to construct the hybrid SVM-based credit scoring models to evaluate the applicant’s credit score from the applicant’s input features. Two credit datasets in UCI database are selected as the experimental data to demonstrate the accuracy of the SVM classifier. Compared with neural networks, genetic programming, and decision tree classifiers, the SVM classifier achieved an identical classificatory accuracy with relatively few input features. Additionally, combining genetic algorithms with SVM classifier, the proposed hybrid GA-SVM strategy can simultaneously perform feature selection task and model parameters optimization. Experimental results show that SVM is a promising addition to the existing data mining methods.     

深空探测航天器姿态控制系统故障定位

执行机构与敏感器故障检测与定位是深空探测任务卫星平台可靠运行的前提和保障.本文从数据的角度出发,结合姿控系统工作机理,提出一种基于神经网络和支持向量机结合的故障诊断方法用于检测并定位故障.故障诊断方法分为3步,首先采集姿控系统的状态信息,采用神经网络对闭环姿控系统中未知动态特性建模并进行预测;然后将姿控系统敏感器信号与神经网络预测输出比较生成残差并提取故障特征;最后采用支持向量机辨识残差特征检测故障,并结合运动学特性分析定位故障.仿真结果表明本文所提方法可以有效提取、辨识故障特征,实现执行器与敏感器的故障检测定位.     

一种新型的多元分类支持向量机

最小二乘支持向量机采用最小二乘线性系统代替传统的支持向量机采用二次规划方法解决模式识别问题。该文详细推理和分析了二元分类最小二乘支持向量机算法，构建了多元分类最小二乘支持向量机，并通过典型样本进行测试，结果表明采用多元分类最小二乘支持向量机进行模式识别是有效、可行的。     

最小二乘支持向量机算法研究

1 引言支持向量机(SVM,Support Vector Machines)是基于结构风险最小化的统计学习方法,它具有完备的统计学习理论基础和出色的学习性能,在模式识别和函数估计中得到了有效的应用(Vapnik,1995,1998)。支持向量机方法一方面通过把数据映射到高维空间,解决原始空间中数据线性不可分问题;另一方面,通过构造最优分类超平面进行数据分类。神经网络通过基于梯度迭代的方法进行数据学习,容易陷入局部最小值,支持向量机是通过解决一个二次规划问题,来获得     

A novel excitation controller using support vector machines and approximate models

This paper proposes a novel excitation controller using support vector machines （SVM） and approximate models. The nonlinear control law is derived directly based on an input-output approximation method via Taylor expansion, which not only avoids complex control development and intensive computation, but also avoids online learning or adjustment. Only a general SVM modelling technique is involved in both model identification and controller implementation. The robustness of the stability is rigorously established using the Lyapunov method. Several simulations demonstrate the effectiveness of the proposed excitation controller.     

Support vector regression with noisy data: a second order cone programming approach

A robust convex optimization approach is proposed for support vector regression (SVR) with noisy input data. The data points are assumed to be uncertain, but bounded within given hyper-spheres of radius η. The proposed Robust SVR model is equivalent to a Second Order Cone Programming (SOCP) problem. SOCP formulation with Gaussian noise models assumption is discussed. Computational results are presented both on real world and synthetic data sets. The robust SOCP approach is compared with several other regression algorithms such as SVR, least-square SVR, and artificial neural networks by injecting Gaussian noise to each of the data points. The proposed approach out performs the other regression algorithms for some data sets. Moreover, the generalization behavior of the SOCP method is better than the traditional SVR with increasing the uncertainty level η until a threshold value.     

Biblio: automatic meta-data extraction

Biblio is an adaptive system that automatically extracts meta-data from semi-structured and structured scanned documents. Instead of using hand-coded templates or other methods manually customized for each given document format, it uses example-based machine learning to adapt to customer-defined document and meta-data types. We provide results from experiments on the recognition of document information in two document corpuses: a set of scanned journal articles and a set of scanned legal documents. The first set is semi-structured, as the different journals use a variety of flexible layouts. The second set is largely free-form text based on poor quality scans of FAX-quality legal documents. We demonstrate accuracy on the semi-structured document set roughly comparable to hand-coded systems, and much worse performance on the legal documents.     

Color image watermark extraction based on support vector machines

This work proposes a novel watermarking technique called SVM-based Color Image Watermarking (SCIW), based on support vector machines (SVMs) for the authentication of color images. To protect the copyright of a color image, a signature (a watermark), which is represented by a sequence of binary data, is embedded in the color image. The watermark-extraction issue can be treated as a classification problem involving binary classes. The SCIW method constructs a set of training patterns with the use of binary labels by employing three image features, which are the differences between a local image statistic and the luminance value of the center pixel in a sliding window with three distinct shapes. This set of training patterns is gathered from a pair of images, an original image and its corresponding watermarked image in the spatial domain. A quasi-optimal hyperplane (a binary classifier) can be realized by an SVM. The SCIW method utilizes this set of training patterns to train the SVM and then applies the trained SVM to classify a set of testing patterns. Following the results produced by the classifier (the trained SVM), the SCIW method retrieves the hidden signature without the original image during watermark extraction. Experimental results have demonstrated that the SCIW method is sufficiently robust against several color-image manipulations, and that it outperforms other proposed methods considered in this work.     

基于新型机器学习的电子装备系统智能故障诊断研究

支持向量机是一种基于结构风险最小原则的新型机器学习方法,具有完备的理论依据和良好的学习泛化能力。该文针对电子装备系统特征,采用支持向量机算法构建智能故障诊断模型,并对典型电子设备进行故障诊断。结果表明,该诊断模型是可行的、有效的,具有一定工程应用价值。     

正则化最小二乘分类的AlignLoo模型选择方法

正则化最小二乘分类（RLSC）是一种基于二次损失函数的正则化网络,其推广能力受模型参数影响,传统的模型选择方法是耗时的参数网格搜索．为此,提出一种新颖的AlignLoo模型选择方法,其关键在于将核参数与超参数分开优化,即最大化核-目标配准以选择最优核参数,最小化RLSC的留一法误差的界以选择最优超参数．该方法效率高且不需验证样本,并在IDA数据集上进行了测试,结果表明方法有效．     

A study on the use of statistical tests for experimentation with neural networks: Analysis of parametric test conditions and non-parametric tests

In this paper, we focus on the experimental analysis on the performance in artificial neural networks with the use of statistical tests on the classification task. Particularly, we have studied whether the sample of results from multiple trials obtained by conventional artificial neural networks and support vector machines checks the necessary conditions for being analyzed through parametrical tests. The study is conducted by considering three possibilities on classification experiments: random variation in the selection of test data, the selection of training data and internal randomness in the learning algorithm.The results obtained state that the fulfillment of these conditions are problem-dependent and indefinite, which justifies the need of using non-parametric statistics in the experimental analysis.     

冷连轧轧制力仿真建模研究

冷连轧生产是较早引入仿真技术进行辅助研究与开发的领域之一,目前已取得了大量的成果。但大多数仿真研究局限于模型的静态机理建模,难以适应复杂环境的变化,造成了很大偏差。该文以轧制力为例,研究机理和数据的结合,从而修正轧制力的模型,实现轧制力参数的预报。轧制力是冷连轧生产的关键力能参数之一,为提高预报精度、缩短自适应过程的时间,研究轧制力建模,并进行仿真研究很必要。文章讨论了仿真系统模型的类型和建模方法,对冷连轧轧制力模型进行了机理推导,并运用智能方法对轧制力参数进行回归和分析。结果表明,采用机理建模和辨识建模相结合的方法,可以建立较精确的轧制力模型,为轧制过程模型的建立及优化提供了成功的范例。     

Neural network-based light attenuation model for monitoring seagrass population in the Indian river lagoon

Seagrasses have been considered one of the most critical marine habitat types of coastal and estuarine ecosystems such as the Indian River Lagoon. They are an important part of biological productivity, nutrient cycling, habitat stabilization and species diversity and are the primary focus of restoration efforts in the Indian River Lagoon. The areal extent of seagrasses has declined within segments of the lagoon over the years. Light availability to seagrasses is a major criterion limiting their distribution. Decreased water clarity and resulting reduced light penetration have been cited as the major factors responsible for the decline in seagrasses in the lagoon. Hence, light is a critical factor for the survival of seagrass species. Light attenuation coefficient is an important parameter that indicates the light attenuated by the water column and can therefore be used as an indicator of seagrass vigor. A number of region-specific linear light attenuation models have been proposed in the literature. Though, in practice, linear light attenuation models have been commonly used, there is need for a flexible and robust model that incorporates the non-linearities present in coastal and estuarine environments. This paper presents a neural network based model to estimate light attenuation coefficient from water quality parameters and thereby indirectly monitor seagrass population in the Indian River Lagoon. The proposed neural network models were compared with linear regression models, step-wise linear regression models, model trees and support vector machines. The neural network models performed fairly better compared to the other models considered.