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Kriging Model Averaging Based on Leave-One-Out Cross-Validation Method 被引量:1
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作者 FENG Ziheng ZONG Xianpeng +1 位作者 XIE Tianfa ZHANG Xinyu 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2024年第5期2132-2156,共25页
In recent years,Kriging model has gained wide popularity in various fields such as space geology,econometrics,and computer experiments.As a result,research on this model has proliferated.In this paper,the authors prop... In recent years,Kriging model has gained wide popularity in various fields such as space geology,econometrics,and computer experiments.As a result,research on this model has proliferated.In this paper,the authors propose a model averaging estimation based on the best linear unbiased prediction of Kriging model and the leave-one-out cross-validation method,with consideration for the model uncertainty.The authors present a weight selection criterion for the model averaging estimation and provide two theoretical justifications for the proposed method.First,the estimated weight based on the proposed criterion is asymptotically optimal in achieving the lowest possible prediction risk.Second,the proposed method asymptotically assigns all weights to the correctly specified models when the candidate model set includes these models.The effectiveness of the proposed method is verified through numerical analyses. 展开更多
关键词 Asymptotic optimality best linear unbiased prediction cross-validation Kriging model model averaging
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基于Cross-Validation的小波自适应去噪方法 被引量:5
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作者 黄文清 戴瑜兴 李加升 《湖南大学学报(自然科学版)》 EI CAS CSCD 北大核心 2008年第11期40-43,共4页
小波去噪算法中,阈值的选择非常关键.提出一种自适应阈值选择算法.该算法先通过Cross-Validation方法将噪声干扰信号分成两个子信号,一个用于阈值处理,一个用作参考信号;再采用最深梯度法来寻求一个最优去噪阈值.仿真和实验结果表明:在... 小波去噪算法中,阈值的选择非常关键.提出一种自适应阈值选择算法.该算法先通过Cross-Validation方法将噪声干扰信号分成两个子信号,一个用于阈值处理,一个用作参考信号;再采用最深梯度法来寻求一个最优去噪阈值.仿真和实验结果表明:在均方误差意义上,所提算法去噪效果优于Donoho等提出的VisuShrink和SureShrink两种去噪算法,且不需要带噪信号的任何'先验信息',适应于实际信号去噪处理. 展开更多
关键词 小波变换 cross-validation 自适应滤波 阈值
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Cross-Validation, Shrinkage and Variable Selection in Linear Regression Revisited 被引量:3
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作者 Hans C. van Houwelingen Willi Sauerbrei 《Open Journal of Statistics》 2013年第2期79-102,共24页
In deriving a regression model analysts often have to use variable selection, despite of problems introduced by data- dependent model building. Resampling approaches are proposed to handle some of the critical issues.... In deriving a regression model analysts often have to use variable selection, despite of problems introduced by data- dependent model building. Resampling approaches are proposed to handle some of the critical issues. In order to assess and compare several strategies, we will conduct a simulation study with 15 predictors and a complex correlation structure in the linear regression model. Using sample sizes of 100 and 400 and estimates of the residual variance corresponding to R2 of 0.50 and 0.71, we consider 4 scenarios with varying amount of information. We also consider two examples with 24 and 13 predictors, respectively. We will discuss the value of cross-validation, shrinkage and backward elimination (BE) with varying significance level. We will assess whether 2-step approaches using global or parameterwise shrinkage (PWSF) can improve selected models and will compare results to models derived with the LASSO procedure. Beside of MSE we will use model sparsity and further criteria for model assessment. The amount of information in the data has an influence on the selected models and the comparison of the procedures. None of the approaches was best in all scenarios. The performance of backward elimination with a suitably chosen significance level was not worse compared to the LASSO and BE models selected were much sparser, an important advantage for interpretation and transportability. Compared to global shrinkage, PWSF had better performance. Provided that the amount of information is not too small, we conclude that BE followed by PWSF is a suitable approach when variable selection is a key part of data analysis. 展开更多
关键词 cross-validation LASSO SHRINKAGE SIMULATION STUDY VARIABLE SELECTION
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Classification of aviation incident causes using LGBM with improved cross-validation 被引量:1
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作者 NI Xiaomei WANG Huawei +1 位作者 CHEN Lingzi LIN Ruiguan 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第2期396-405,共10页
Aviation accidents are currently one of the leading causes of significant injuries and deaths worldwide. This entices researchers to investigate aircraft safety using data analysis approaches based on an advanced mach... Aviation accidents are currently one of the leading causes of significant injuries and deaths worldwide. This entices researchers to investigate aircraft safety using data analysis approaches based on an advanced machine learning algorithm.To assess aviation safety and identify the causes of incidents, a classification model with light gradient boosting machine (LGBM)based on the aviation safety reporting system (ASRS) has been developed. It is improved by k-fold cross-validation with hybrid sampling model (HSCV), which may boost classification performance and maintain data balance. The results show that employing the LGBM-HSCV model can significantly improve accuracy while alleviating data imbalance. Vertical comparison with other cross-validation (CV) methods and lateral comparison with different fold times comprise the comparative approach. Aside from the comparison, two further CV approaches based on the improved method in this study are discussed:one with a different sampling and folding order, and the other with more CV. According to the assessment indices with different methods, the LGBMHSCV model proposed here is effective at detecting incident causes. The improved model for imbalanced data categorization proposed may serve as a point of reference for similar data processing, and the model’s accurate identification of civil aviation incident causes can assist to improve civil aviation safety. 展开更多
关键词 aviation safety imbalance data light gradient boosting machine(LGBM) cross-validation(CV)
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ON THE CONSISTENCY OF CROSS-VALIDATIONIN NONLINEAR WAVELET REGRESSION ESTIMATION
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作者 张双林 郑忠国 《Acta Mathematica Scientia》 SCIE CSCD 2000年第1期1-11,共11页
For the nonparametric regression model Y-ni = g(x(ni)) + epsilon(ni)i = 1, ..., n, with regularly spaced nonrandom design, the authors study the behavior of the nonlinear wavelet estimator of g(x). When the threshold ... For the nonparametric regression model Y-ni = g(x(ni)) + epsilon(ni)i = 1, ..., n, with regularly spaced nonrandom design, the authors study the behavior of the nonlinear wavelet estimator of g(x). When the threshold and truncation parameters are chosen by cross-validation on the everage squared error, strong consistency for the case of dyadic sample size and moment consistency for arbitrary sample size are established under some regular conditions. 展开更多
关键词 CONSISTENCY cross-validation nonparametric regression THRESHOLD TRUNCATION wavelet estimator
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Using Multiple Risk Factors and Generalized Linear Mixed Models with 5-Fold Cross-Validation Strategy for Optimal Carotid Plaque Progression Prediction
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作者 Qingyu Wang Dalin Tang +5 位作者 Liang Wang Gador Canton Zheyang Wu Thomas SHatsukami Kristen L Billiar Chun Yuan 《医用生物力学》 EI CAS CSCD 北大核心 2019年第A01期74-75,共2页
Background Cardiovascular diseases are closely linked to atherosclerotic plaque development and rupture.Plaque progression prediction is of fundamental significance to cardiovascular research and disease diagnosis,pre... Background Cardiovascular diseases are closely linked to atherosclerotic plaque development and rupture.Plaque progression prediction is of fundamental significance to cardiovascular research and disease diagnosis,prevention,and treatment.Generalized linear mixed models(GLMM)is an extension of linear model for categorical responses while considering the correlation among observations.Methods Magnetic resonance image(MRI)data of carotid atheroscleroticplaques were acquired from 20 patients with consent obtained and 3D thin-layer models were constructed to calculate plaque stress and strain for plaque progression prediction.Data for ten morphological and biomechanical risk factors included wall thickness(WT),lipid percent(LP),minimum cap thickness(MinCT),plaque area(PA),plaque burden(PB),lumen area(LA),maximum plaque wall stress(MPWS),maximum plaque wall strain(MPWSn),average plaque wall stress(APWS),and average plaque wall strain(APWSn)were extracted from all slices for analysis.Wall thickness increase(WTI),plaque burden increase(PBI)and plaque area increase(PAI) were chosen as three measures for plaque progression.Generalized linear mixed models(GLMM)with 5-fold cross-validation strategy were used to calculate prediction accuracy for each predictor and identify optimal predictor with the highest prediction accuracy defined as sum of sensitivity and specificity.All 201 MRI slices were randomly divided into 4 training subgroups and 1 verification subgroup.The training subgroups were used for model fitting,and the verification subgroup was used to estimate the model.All combinations(total1023)of 10 risk factors were feed to GLMM and the prediction accuracy of each predictor were selected from the point on the ROC(receiver operating characteristic)curve with the highest sum of specificity and sensitivity.Results LA was the best single predictor for PBI with the highest prediction accuracy(1.360 1),and the area under of the ROC curve(AUC)is0.654 0,followed by APWSn(1.336 3)with AUC=0.6342.The optimal predictor among all possible combinations for PBI was the combination of LA,PA,LP,WT,MPWS and MPWSn with prediction accuracy=1.414 6(AUC=0.715 8).LA was once again the best single predictor for PAI with the highest prediction accuracy(1.184 6)with AUC=0.606 4,followed by MPWSn(1. 183 2)with AUC=0.6084.The combination of PA,PB,WT,MPWS,MPWSn and APWSn gave the best prediction accuracy(1.302 5)for PAI,and the AUC value is 0.6657.PA was the best single predictor for WTI with highest prediction accuracy(1.288 7)with AUC=0.641 5,followed by WT(1.254 0),with AUC=0.6097.The combination of PA,PB,WT,LP,MinCT,MPWS and MPWS was the best predictor for WTI with prediction accuracy as 1.314 0,with AUC=0.6552.This indicated that PBI was a more predictable measure than WTI and PAI. The combinational predictors improved prediction accuracy by 9.95%,4.01%and 1.96%over the best single predictors for PAI,PBI and WTI(AUC values improved by9.78%,9.45%,and 2.14%),respectively.Conclusions The use of GLMM with 5-fold cross-validation strategy combining both morphological and biomechanical risk factors could potentially improve the accuracy of carotid plaque progression prediction.This study suggests that a linear combination of multiple predictors can provide potential improvement to existing plaque assessment schemes. 展开更多
关键词 Multiple Risk FACTORS GENERALIZED Linear 5-Fold cross-validation STRATEGY AUC
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A Deep Learning Framework for Heart Disease Prediction with Explainable Artificial Intelligence
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作者 Muhammad Adil Nadeem Javaid +2 位作者 Imran Ahmed Abrar Ahmed Nabil Alrajeh 《Computers, Materials & Continua》 2026年第1期1944-1963,共20页
Heart disease remains a leading cause of mortality worldwide,emphasizing the urgent need for reliable and interpretable predictive models to support early diagnosis and timely intervention.However,existing Deep Learni... Heart disease remains a leading cause of mortality worldwide,emphasizing the urgent need for reliable and interpretable predictive models to support early diagnosis and timely intervention.However,existing Deep Learning(DL)approaches often face several limitations,including inefficient feature extraction,class imbalance,suboptimal classification performance,and limited interpretability,which collectively hinder their deployment in clinical settings.To address these challenges,we propose a novel DL framework for heart disease prediction that integrates a comprehensive preprocessing pipeline with an advanced classification architecture.The preprocessing stage involves label encoding and feature scaling.To address the issue of class imbalance inherent in the personal key indicators of the heart disease dataset,the localized random affine shadowsampling technique is employed,which enhances minority class representation while minimizing overfitting.At the core of the framework lies the Deep Residual Network(DeepResNet),which employs hierarchical residual transformations to facilitate efficient feature extraction and capture complex,non-linear relationships in the data.Experimental results demonstrate that the proposed model significantly outperforms existing techniques,achieving improvements of 3.26%in accuracy,3.16%in area under the receiver operating characteristics,1.09%in recall,and 1.07%in F1-score.Furthermore,robustness is validated using 10-fold crossvalidation,confirming the model’s generalizability across diverse data distributions.Moreover,model interpretability is ensured through the integration of Shapley additive explanations and local interpretable model-agnostic explanations,offering valuable insights into the contribution of individual features to model predictions.Overall,the proposed DL framework presents a robust,interpretable,and clinically applicable solution for heart disease prediction. 展开更多
关键词 Heart disease deep learning localized random affine shadowsampling local interpretable modelagnostic explanations shapley additive explanations 10-fold cross-validation
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Efficient strategies for leave-one-out cross validation for genomic best linear unbiased prediction 被引量:4
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作者 Hao Cheng Dorian J.Garrick Rohan L.Fernando 《Journal of Animal Science and Biotechnology》 SCIE CAS CSCD 2017年第3期733-737,共5页
Background: A random multiple-regression model that simultaneously fit all allele substitution effects for additive markers or haplotypes as uncorrelated random effects was proposed for Best Linear Unbiased Predictio... Background: A random multiple-regression model that simultaneously fit all allele substitution effects for additive markers or haplotypes as uncorrelated random effects was proposed for Best Linear Unbiased Prediction, using whole-genome data. Leave-one-out cross validation can be used to quantify the predictive ability of a statistical model.Methods: Naive application of Leave-one-out cross validation is computationally intensive because the training and validation analyses need to be repeated n times, once for each observation. Efficient Leave-one-out cross validation strategies are presented here, requiring little more effort than a single analysis.Results: Efficient Leave-one-out cross validation strategies is 786 times faster than the naive application for a simulated dataset with 1,000 observations and 10,000 markers and 99 times faster with 1,000 observations and 100 markers. These efficiencies relative to the naive approach using the same model will increase with increases in the number of observations.Conclusions: Efficient Leave-one-out cross validation strategies are presented here, requiring little more effort than a single analysis. 展开更多
关键词 leave-one-out cross validation GBLUP
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Augmented robustness in home demand prediction:Integrating statistical loss function with enhanced cross-validation in machine learning hyperparameter optimisation
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作者 Banafshe Parizad Ali Jamali Hamid Khayyam 《Energy and AI》 2025年第3期776-787,共12页
Sustainable forecasting of home energy demand(SFHED)is crucial for promoting energy efficiency,minimizing environmental impact,and optimizing resource allocation.Machine learning(ML)supports SFHED by identifying patte... Sustainable forecasting of home energy demand(SFHED)is crucial for promoting energy efficiency,minimizing environmental impact,and optimizing resource allocation.Machine learning(ML)supports SFHED by identifying patterns and forecasting demand.However,conventional hyperparameter tuning methods often rely solely on minimizing average prediction errors,typically through fixed k-fold cross-validation,which overlooks error variability and limits model robustness.To address this limitation,we propose the Optimized Robust Hyperparameter Tuning for Machine Learning with Enhanced Multi-fold Cross-Validation(ORHT-ML-EMCV)framework.This method integrates statistical analysis of k-fold validation errors by incorporating their mean and variance into the optimization objective,enhancing robustness and generalizability.A weighting factor is introduced to balance accuracy and robustness,and its impact is evaluated across a range of values.A novel Enhanced Multi-Fold Cross-Validation(EMCV)technique is employed to automatically evaluate model performance across varying fold configurations without requiring a predefined k value,thereby reducing sensitivity to data splits.Using three evolutionary algorithms Genetic Algorithm(GA),Particle Swarm Optimization(PSO),and Differential Evolution(DE)we optimize two ensemble models:XGBoost and LightGBM.The optimization process minimizes both mean error and variance,with robustness assessed through cumulative distribution function(CDF)analyses.Experiments on three real-world residential datasets show the proposed method reduces worst-case Root Mean Square Error(RMSE)by up to 19.8%and narrows confidence intervals by up to 25%.Cross-household validations confirm strong generalization,achieving coefficient of determination(R²)of 0.946 and 0.972 on unseen homes.The framework offers a statistically grounded and efficient solution for robust energy forecasting. 展开更多
关键词 Demand forecast Enhanced K-fold cross-validation XGBoost LightGBM Optimisation Robust
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On-Street Parking Space Detection Using YOLO Models and Recommendations Based on KD-Tree Suitability Search
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作者 Ibrahim Yahaya Garta William Eric Manongga +1 位作者 Su-Wen Huang Rung-Ching Chen 《Computers, Materials & Continua》 2025年第12期4457-4471,共15页
Unlike the detection of marked on-street parking spaces,detecting unmarked spaces poses significant challenges due to the absence of clear physical demarcation and uneven gaps caused by irregular parking.In urban citi... Unlike the detection of marked on-street parking spaces,detecting unmarked spaces poses significant challenges due to the absence of clear physical demarcation and uneven gaps caused by irregular parking.In urban cities with heavy traffic flow,these challenges can result in traffic disruptions,rear-end collisions,sideswipes,and congestion as drivers struggle to make decisions.We propose a real-time detection system for on-street parking spaces using YOLO models and recommend the most suitable space based on KD-tree search.Lightweight versions of YOLOv5,YOLOv7-tiny,and YOLOv8 with different architectures are trained.Among the models,YOLOv5s with SPPF at the backbone achieved an F1-score of 0.89,which was selected for validation using k-fold cross-validation on our dataset.The Low variance and standard deviation recorded across folds indicate the model’s generalizability,reliability,and stability.Inference with KD-tree using predictions from the YOLO models recorded FPS of 37.9 for YOLOv5,67.2 for YOLOv7-tiny,and 67.0 for YOLOv8.The models successfully detect both marked and unmarked empty parking spaces on test data with varying inference speeds and FPS.These models can be efficiently deployed for real-time applications due to their high FPS,inference speed,and lightweight nature.In comparison with other state-of-the-art models,our models outperform them,further demonstrating their effectiveness. 展开更多
关键词 On-street parking YOLO models K-dimensional tree K-fold cross-validation
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Real-Time Prediction of Stress Response of Tubular Joints on the Jacket Platform Using a Reduced-Order Model
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作者 LENG Jian-cheng MAO Hou-bin +1 位作者 DIAO Kai-xin FENG Hui-yu 《China Ocean Engineering》 2025年第1期13-26,共14页
Jacket platforms constitute the foundational infrastructure of offshore oil and gas field exploitation.How to efficiently and accurately monitor the mechanical properties of jacket structures is one of the key problem... Jacket platforms constitute the foundational infrastructure of offshore oil and gas field exploitation.How to efficiently and accurately monitor the mechanical properties of jacket structures is one of the key problems to be solved to ensure the safe operation of the platform.To address the practical engineering problem that it is difficult to monitor the stress response of the tubular joints of jacket platforms online,a digital twin reduced-order method for real-time prediction of the stress response of tubular joints is proposed.In the offline construction phase,multi-scale modeling and multi-parameter experimental design methods are used to obtain the stress response data set of the jacket structure.Proper orthogonal decomposition is employed to extract the main feature information from the snapshot matrix,resulting in a reduced-order basis.The leave-one-out cross-validation method is used to select the optimal modal order for constructing the reduced-order model(ROM).In the online prediction phase,a digital twin model of the tubular joint is established,and the prediction performance of the ROM is analyzed and verified through using random environmental load and field environmental monitoring data.The results indicate that,compared with traditional numerical simulations of tubular joints,the ROM based on the proposed reduced-order method is more efficient in predicting the stress response of tubular joints while ensuring accuracy and robustness. 展开更多
关键词 offshore jacket platform digital twin tubular joints proper orthogonal decomposition leave-one-out cross validation real-time prediction
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Detection and analysis of Spartina alterniflora in Chongming East Beach using Sentinel-2 imagery and image texture features
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作者 Xinyu Mei Zhongbiao Chen +1 位作者 Runxia Sun Yijun He 《Acta Oceanologica Sinica》 2025年第2期80-90,共11页
Spartina alterniflora is now listed among the world’s 100 most dangerous invasive species,severely affecting the ecological balance of coastal wetlands.Remote sensing technologies based on deep learning enable large-... Spartina alterniflora is now listed among the world’s 100 most dangerous invasive species,severely affecting the ecological balance of coastal wetlands.Remote sensing technologies based on deep learning enable large-scale monitoring of Spartina alterniflora,but they require large datasets and have poor interpretability.A new method is proposed to detect Spartina alterniflora from Sentinel-2 imagery.Firstly,to get the high canopy cover and dense community characteristics of Spartina alterniflora,multi-dimensional shallow features are extracted from the imagery.Secondly,to detect different objects from satellite imagery,index features are extracted,and the statistical features of the Gray-Level Co-occurrence Matrix(GLCM)are derived using principal component analysis.Then,ensemble learning methods,including random forest,extreme gradient boosting,and light gradient boosting machine models,are employed for image classification.Meanwhile,Recursive Feature Elimination with Cross-Validation(RFECV)is used to select the best feature subset.Finally,to enhance the interpretability of the models,the best features are utilized to classify multi-temporal images and SHapley Additive exPlanations(SHAP)is combined with these classifications to explain the model prediction process.The method is validated by using Sentinel-2 imageries and previous observations of Spartina alterniflora in Chongming Island,it is found that the model combining image texture features such as GLCM covariance can significantly improve the detection accuracy of Spartina alterniflora by about 8%compared with the model without image texture features.Through multiple model comparisons and feature selection via RFECV,the selected model and eight features demonstrated good classification accuracy when applied to data from different time periods,proving that feature reduction can effectively enhance model generalization.Additionally,visualizing model decisions using SHAP revealed that the image texture feature component_1_GLCMVariance is particularly important for identifying each land cover type. 展开更多
关键词 texture features Recursive Feature Elimination with cross-validation(RFECV) SHapley Additive exPlanations(SHAP) Sentinel-2 time-series imagery multi-model comparison
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直方图理论与最优直方图制作 被引量:27
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作者 张建方 王秀祥 《应用概率统计》 CSCD 北大核心 2009年第2期201-214,共14页
直方图是一种最为常见的密度估计和数据分析工具.在直方图理论和制作过程中,组距的选择和边界点的确定尤为重要.然而,许多学者对这两个参数的选择仍然采用经验的方法,甚至现在大多数统计软件在确定直方图分组数时也是默认采用粗略的计... 直方图是一种最为常见的密度估计和数据分析工具.在直方图理论和制作过程中,组距的选择和边界点的确定尤为重要.然而,许多学者对这两个参数的选择仍然采用经验的方法,甚至现在大多数统计软件在确定直方图分组数时也是默认采用粗略的计算公式.本文主要介绍直方图理论和最优直方图制作的最新研究成果,强调面向样本的最优直方图制作方法. 展开更多
关键词 直方图 Sturges公式 Scott公式 cross-validation Histogram-Kernel ERROR 误差平方和
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基于V-foldCross-validation和Elman神经网络的信用评价研究 被引量:20
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作者 吴德胜 梁樑 《系统工程理论与实践》 EI CSCD 北大核心 2004年第4期92-98,共7页
 研究了关于公司信用评估问题的现状,指出一般神经网络应用于信用评估领域的不足.在此基础上,提出一套甄选原则以选择关键的信用评分指标;然后依据这些指标建立了基于Elman回归神经网络的我国企业的信用评估模型.采用V-foldCross-valid...  研究了关于公司信用评估问题的现状,指出一般神经网络应用于信用评估领域的不足.在此基础上,提出一套甄选原则以选择关键的信用评分指标;然后依据这些指标建立了基于Elman回归神经网络的我国企业的信用评估模型.采用V-foldCross-validation技巧对该模型的评分效果进行了实证研究. 展开更多
关键词 ELMAN神经网络 V-fold cross-validation技巧 信用评分
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基于ANFIS和Elman网络的信用评价研究 被引量:8
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作者 梁樑 吴德胜 +2 位作者 王志强 熊立 王国华 《管理工程学报》 CSSCI 2005年第1期69-73,共5页
BP神经网络用作信用等级分类可取得较好的效果,但在过分要求输出信用分值时效果不佳。针对该缺陷,本文采用自适应神经网络(ANFIS)和Elman网络研究公司信用评分。文中提出了一套甄选方法准则,用于建立适合我国企业的信用评分指标体系;然... BP神经网络用作信用等级分类可取得较好的效果,但在过分要求输出信用分值时效果不佳。针对该缺陷,本文采用自适应神经网络(ANFIS)和Elman网络研究公司信用评分。文中提出了一套甄选方法准则,用于建立适合我国企业的信用评分指标体系;然后依据该指标体系建立了基于Elman网络和ANFIS的信用评估模型;采用V foldCross validation技巧,利用样本公司实际指标数据对该模型的评分效果进行了实证研究。 展开更多
关键词 信用评分 自适应神经模糊推理 ELMAN网络 V-fold cross-validation技巧 主成分分析
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不同模型在信用评价中的比较研究 被引量:8
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作者 吴德胜 梁樑 杨力 《预测》 CSSCI 2004年第2期73-76,69,共5页
比较了不同模型应用于企业信用评价问题的优劣,针对信用评分问题特点,采用Elman回归神经网络和BP网络建模。在建立了适合于我国企业的信用评分指标体系之后,运用以上两种方法进行实证研究并比较两种网络的诊断行为;为克服小样本建模的缺... 比较了不同模型应用于企业信用评价问题的优劣,针对信用评分问题特点,采用Elman回归神经网络和BP网络建模。在建立了适合于我国企业的信用评分指标体系之后,运用以上两种方法进行实证研究并比较两种网络的诊断行为;为克服小样本建模的缺点,引进V foldCross validation计算技巧。 展开更多
关键词 ELMAN神经网络 BP神经网络 V-fold cross-validation技巧 信用评分
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基于Walsh平均的非参数回归模型的稳健估计 被引量:4
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作者 彭佳 李长青 王晓燕 《数理统计与管理》 CSSCI 北大核心 2015年第4期636-646,共11页
由于非参数回归模型复杂灵活,被广泛应用。在众多估计方法中,最小二乘法最为常用,一般情况下具有良好的性质,但在处理厚尾分布及异常点时表现的不够稳健。本文针对此,提出了基于Walsh平均的稳健样条估计。我们理论地推导了估计结果的相... 由于非参数回归模型复杂灵活,被广泛应用。在众多估计方法中,最小二乘法最为常用,一般情况下具有良好的性质,但在处理厚尾分布及异常点时表现的不够稳健。本文针对此,提出了基于Walsh平均的稳健样条估计。我们理论地推导了估计结果的相合性和渐近正态性;并与多项式样条回归做比较。计算得Walsh平均的样条估计相对于多项式样条回归的渐近相对效率与Wilcoxon符号秩检验相对于t-检验的渐近相对效率是一样的。在正态情形下我们的方法与多项式样条回归差不多,在非正态情形下,我们的方法表现更为稳健,效率明显优于多项式样条回归。 展开更多
关键词 非参数回归 Walsh平均 B-样条 Wilcoxon符号秩检验 cross-validation
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基于遗传算法的多尺度支持向量机及其在机械故障诊断中的应用 被引量:7
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作者 李良敏 温广瑞 《机械科学与技术》 CSCD 北大核心 2008年第8期1101-1106,共6页
通过对支持向量机核函数的分析发现,当对样本的各个特征赋予不同大小的尺度参数时,可以避免冗余特征干扰分类,增强关键特征在分类中的作用,提高支持向量机分类器的学习和泛化能力。在此基础上,提出一种具有不同特征尺度参数的支持向量机... 通过对支持向量机核函数的分析发现,当对样本的各个特征赋予不同大小的尺度参数时,可以避免冗余特征干扰分类,增强关键特征在分类中的作用,提高支持向量机分类器的学习和泛化能力。在此基础上,提出一种具有不同特征尺度参数的支持向量机(简称多尺度支持向量机),并通过遗传算法最小化LOO(leave-one-out)泛化错误上限估计,根据各个特征的识别能力赋予其不同大小的尺度参数。将多尺度支持向量机用于轴承故障诊断,实验结果表明,与传统的单尺度参数支持向量机相比,多尺度支持向量机具有更好的泛化能力。对压缩机气阀的故障识别表明,尺度参数的大小直接反映了对应特征识别能力的大小,因此可以依据尺度参数的大小进行特征选择,保留关键特征,剔除冗余特征。 展开更多
关键词 支持向量机 遗传算法 尺度参数 leave-one-out估计 泛化能力 特征选择
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基于支持向量机的机械故障特征选择方法研究 被引量:4
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作者 王新峰 邱静 刘冠军 《机械科学与技术》 CSCD 北大核心 2005年第9期1122-1125,共4页
在机械故障诊断中,对机器状态信号进行处理可得到故障特征集。但是此特征集中通常含有冗余特征而影响诊断效果。特征选择可以去除原始特征中的冗余特征,提高诊断精度和诊断效率。本文提出采用支持向量机(SVM)作为决策分类器,研究了使用... 在机械故障诊断中,对机器状态信号进行处理可得到故障特征集。但是此特征集中通常含有冗余特征而影响诊断效果。特征选择可以去除原始特征中的冗余特征,提高诊断精度和诊断效率。本文提出采用支持向量机(SVM)作为决策分类器,研究了使用SVM的错误上界如半径-间距上界代替学习错误率作为特征性能评价,并且使用遗传算法对特征集进行寻优的特征选择方法。此方法由于只需要训练一次SVM,相比常用的分组轮换方法有较高的计算效率。数值仿真和减速器的轴承故障特征选择试验中,采用此方法对生成特征集进行选择,并与常用的分组轮换法进行了对比。结果显示此方法有较好的选择性能和选择效率。 展开更多
关键词 特征选择 分组轮换法(cross-validation) 支持向量机(SVM) 半径-间距上界 遗传算法
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Quantitative structure–biodegradability relationships for biokinetic parameter of polycyclic aromatic hydrocarbons 被引量:2
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作者 Peng Xu Wencheng Ma +2 位作者 Hongjun Han Shengyong Jia Baolin Hou 《Journal of Environmental Sciences》 SCIE EI CAS CSCD 2015年第4期180-185,共6页
Prediction of the biodegradability of organic pollutants is an ecologically desirable and economically feasible tool for estimating the environmental fate of chemicals. In this paper,stepwise multiple linear regressio... Prediction of the biodegradability of organic pollutants is an ecologically desirable and economically feasible tool for estimating the environmental fate of chemicals. In this paper,stepwise multiple linear regression analysis method was applied to establish quantitative structure biodegradability relationship(QSBR) between the chemical structure and a novel biodegradation activity index(qmax) of 20 polycyclic aromatic hydrocarbons(PAHs). The frequency B3LYP/6-311+G(2df,p) calculations showed no imaginary values, implying that all the structures are minima on the potential energy surface. After eliminating the parameters which had low related coefficient with qmax, the major descriptors influencing the biodegradation activity were screened to be Freq, D, MR, EHOMOand To IE. The evaluation of the developed QSBR mode, using a leave-one-out cross-validation procedure, showed that the relationships are significant and the model had good robustness and predictive ability. The results would be helpful for understanding the mechanisms governing biodegradation at the molecular level. 展开更多
关键词 leave-one-out cross-validation Stepwise multiple linear regression Polycyclic aromatic hydrocarbons QSBR
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