以压力容器气体泄漏展开研究,提出了一种融合黄金正弦的减法平均优化器(subtraction-average-based optimizer with golden sine,GSABO)、优化变分模态分解(variational mode decomposition,VMD)和卷积神经网络(convolutional neural ne...以压力容器气体泄漏展开研究,提出了一种融合黄金正弦的减法平均优化器(subtraction-average-based optimizer with golden sine,GSABO)、优化变分模态分解(variational mode decomposition,VMD)和卷积神经网络(convolutional neural network,CNN)与支持向量机(support vector machine,SVM)联合分类检测的方法。首先,引入了融合黄金正弦的减法平均优化器对变分模态分解的参数模态个数K和惩罚参数α进行寻优,将最小包络熵为适应度函数得到最佳的K和惩罚参数α,计算最佳IMF分量的9种时域指标构建特征向量,输入CNN-SVM联合的分类方法进行特征提取并对气体泄漏情况进行识别。经实验分析,提出的引入融合黄金正弦的减法平均优化器优化后的VMD方法能够有效地自适应获取最优参数组,然后对压力容器气体泄漏声波信号进行特征提取,选取最优的特征组合输入CNNSVM联合分类检测,得到泄漏与否判别准确率高达99.16%,有助于对后续研究进一步开展。展开更多
The support vector machine(SVM)is a classical machine learning method.Both the hinge loss and least absolute shrinkage and selection operator(LASSO)penalty are usually used in traditional SVMs.However,the hinge loss i...The support vector machine(SVM)is a classical machine learning method.Both the hinge loss and least absolute shrinkage and selection operator(LASSO)penalty are usually used in traditional SVMs.However,the hinge loss is not differentiable,and the LASSO penalty does not have the Oracle property.In this paper,the huberized loss is combined with non-convex penalties to obtain a model that has the advantages of both the computational simplicity and the Oracle property,contributing to higher accuracy than traditional SVMs.It is experimentally demonstrated that the two non-convex huberized-SVM methods,smoothly clipped absolute deviation huberized-SVM(SCAD-HSVM)and minimax concave penalty huberized-SVM(MCP-HSVM),outperform the traditional SVM method in terms of the prediction accuracy and classifier performance.They are also superior in terms of variable selection,especially when there is a high linear correlation between the variables.When they are applied to the prediction of listed companies,the variables that can affect and predict financial distress are accurately filtered out.Among all the indicators,the indicators per share have the greatest influence while those of solvency have the weakest influence.Listed companies can assess the financial situation with the indicators screened by our algorithm and make an early warning of their possible financial distress in advance with higher precision.展开更多
文摘The support vector machine(SVM)is a classical machine learning method.Both the hinge loss and least absolute shrinkage and selection operator(LASSO)penalty are usually used in traditional SVMs.However,the hinge loss is not differentiable,and the LASSO penalty does not have the Oracle property.In this paper,the huberized loss is combined with non-convex penalties to obtain a model that has the advantages of both the computational simplicity and the Oracle property,contributing to higher accuracy than traditional SVMs.It is experimentally demonstrated that the two non-convex huberized-SVM methods,smoothly clipped absolute deviation huberized-SVM(SCAD-HSVM)and minimax concave penalty huberized-SVM(MCP-HSVM),outperform the traditional SVM method in terms of the prediction accuracy and classifier performance.They are also superior in terms of variable selection,especially when there is a high linear correlation between the variables.When they are applied to the prediction of listed companies,the variables that can affect and predict financial distress are accurately filtered out.Among all the indicators,the indicators per share have the greatest influence while those of solvency have the weakest influence.Listed companies can assess the financial situation with the indicators screened by our algorithm and make an early warning of their possible financial distress in advance with higher precision.
