Selection Of Variables And Indicators In Financial Distress Prediction Model-Svm Method Based On Sparse Principal Component Analysis

Author(s):  
Sen Zeng ◽  
Wanjun Yang
2021 ◽  
Vol 18 (1) ◽  
Author(s):  
Yingjie Qi ◽  
Jian-an Jia ◽  
Huiming Li ◽  
Nagen Wan ◽  
Shuqin Zhang ◽  
...  

Abstract Background It is important to recognize the coronavirus disease 2019 (COVID-19) patients in severe conditions from moderate ones, thus more effective predictors should be developed. Methods Clinical indicators of COVID-19 patients from two independent cohorts (Training data: Hefei Cohort, 82 patients; Validation data: Nanchang Cohort, 169 patients) were retrospected. Sparse principal component analysis (SPCA) using Hefei Cohort was performed and prediction models were deduced. Prediction results were evaluated by receiver operator characteristic curve and decision curve analysis (DCA) in above two cohorts. Results SPCA using Hefei Cohort revealed that the first 13 principal components (PCs) account for 80.8% of the total variance of original data. The PC1 and PC12 were significantly associated with disease severity with odds ratio of 4.049 and 3.318, respectively. They were used to construct prediction model, named Model-A. In disease severity prediction, Model-A gave the best prediction efficiency with area under curve (AUC) of 0.867 and 0.835 in Hefei and Nanchang Cohort, respectively. Model-A’s simplified version, named as LMN index, gave comparable prediction efficiency as classical clinical markers with AUC of 0.837 and 0.800 in training and validation cohort, respectively. According to DCA, Model-A gave slightly better performance than others and LMN index showed similar performance as albumin or neutrophil-to-lymphocyte ratio. Conclusions Prediction models produced by SPCA showed robust disease severity prediction efficiency for COVID-19 patients and have the potential for clinical application.


2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Sen Zeng ◽  
Yaqin Li ◽  
Wanjun Yang ◽  
Yanru Li

Classification learning is a very important issue in machine learning, which has been widely used in the field of financial distress warning. Some researches show that the prediction model framework based on sparse algorithm has better performance than the traditional model. In this paper, we explore the financial distress prediction based on grouping sparsity. Feature selection of sparse algorithm plays an important role in classification learning, because many redundant and irrelevant features will degrade performance. A good feature selection algorithm would reduce computational complexity and improve classification accuracy. In this study, we propose an algorithm for feature selection classification prediction based on feature attributes and data source grouping. The existing financial distress prediction model usually only uses the data from financial statement and ignores the timeliness of company sample in practice. Therefore, we propose a corporate financial distress prediction model that is better in line with the practice and combines the grouping sparse principal component analysis of financial data, corporate governance characteristics, and market transaction data with support vector machine. Experimental results show that this method can improve the prediction efficiency of financial distress with fewer characteristic variables.


2006 ◽  
Vol 1 (1) ◽  
Author(s):  
K. Katayama ◽  
K. Kimijima ◽  
O. Yamanaka ◽  
A. Nagaiwa ◽  
Y. Ono

This paper proposes a method of stormwater inflow prediction using radar rainfall data as the input of the prediction model constructed by system identification. The aim of the proposal is to construct a compact system by reducing the dimension of the input data. In this paper, Principal Component Analysis (PCA), which is widely used as a statistical method for data analysis and compression, is applied to pre-processing radar rainfall data. Then we evaluate the proposed method using the radar rainfall data and the inflow data acquired in a certain combined sewer system. This study reveals that a few principal components of radar rainfall data can be appropriate as the input variables to storm water inflow prediction model. Consequently, we have established a procedure for the stormwater prediction method using a few principal components of radar rainfall data.


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