The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to elimin...The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM（1,2） with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.展开更多
Given the rapid urbanization worldwide, Urban Heat Island(UHI) effect has been a severe issue limiting urban sustainability in both large and small cities. In order to study the spatial pattern of Surface urban heat i...Given the rapid urbanization worldwide, Urban Heat Island(UHI) effect has been a severe issue limiting urban sustainability in both large and small cities. In order to study the spatial pattern of Surface urban heat island(SUHI) in China’s Meihekou City, a combination method of Monte Carlo and Random Forest Regression(MC-RFR) is developed to construct the relationship between landscape pattern indices and Land Surface Temperature(LST). In this method, Monte Carlo acceptance-rejection sampling was added to the bootstrap layer of RFR to ensure the sensitivity of RFR to outliners of SUHI effect. The SHUI in 2030 was predicted by using this MC-RFR and the modeled future landscape pattern by Cellular Automata and Markov combination model(CA-Markov). Results reveal that forestland can greatly alleviate the impact of SUHI effect, while reasonable construction of urban land can also slow down the rising trend of SUHI. MC-RFR performs better for characterizing the relationship between landscape pattern and LST than single RFR or Linear Regression model. By 2030, the overall SUHI effect of Meihekou will be greatly enhanced, and the center of urban development will gradually shift to the central and western regions of the city. We suggest that urban designer and managers should concentrate vegetation and disperse built-up land to weaken the SUHI in the construction of new urban areas for its sustainability.展开更多
Three forecasting models are set up: the auto\|regressive moving average model, the grey forecasting model for the rate of qualified products P t, and the grey forecasting model for time intervals of the quality cata...Three forecasting models are set up: the auto\|regressive moving average model, the grey forecasting model for the rate of qualified products P t, and the grey forecasting model for time intervals of the quality catastrophes. Then a combined forewarning system for the quality of products is established, which contains three models, judgment rules and forewarning state illustration. Finally with an example of the practical production, this modeling system is proved fairly effective.展开更多
The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics h...The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics have put forward numerous default prediction models.However,how to use multiple models to enhance overall performance on default prediction remains untouched.In this paper,a parametric and non-parametric combination model is proposed.Firstly,binary logistic regression model(BLRM),support vector machine(SVM),and decision tree(DT) are used respectively to establish models with relatively stable and high performance.Secondly,in order to make further improvement to the overall performance,a combination model using the method of multiple discriminant analysis(MDA) is constructed.In this way,the coverage rate of the combination model is greatly improved,and the risk of miscarriage is effectively reduced.Lastly,the results of the combination model are analyzed by using the K-means clustering,and the clustering distribution is consistent with a normal distribution.The results show that the combination model based on parametric and non-parametric can effectively enhance the overall performance on default prediction.展开更多
基金supported by the National Natural Science Foundation of China(71071077)the Ministry of Education Key Project of National Educational Science Planning(DFA090215)+1 种基金China Postdoctoral Science Foundation(20100481137)Funding of Jiangsu Innovation Program for Graduate Education(CXZZ11-0226)
文摘The construction method of background value is improved in the original multi-variable grey model （MGM（1,m）） from its source of construction errors. The MGM（1,m） with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables, and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model. Finally, a combined model of the MGM（1,2） with optimized background value and the binary linear regression is constructed by an example. The results show that the model has good effects for simulation and prediction.
基金Under the auspices of National Natural Science Foundation of China(No.41977411,41771383)Technology Research Project of the Education Department of Jilin Province(No.JJKH20210445KJ)。
文摘Given the rapid urbanization worldwide, Urban Heat Island(UHI) effect has been a severe issue limiting urban sustainability in both large and small cities. In order to study the spatial pattern of Surface urban heat island(SUHI) in China’s Meihekou City, a combination method of Monte Carlo and Random Forest Regression(MC-RFR) is developed to construct the relationship between landscape pattern indices and Land Surface Temperature(LST). In this method, Monte Carlo acceptance-rejection sampling was added to the bootstrap layer of RFR to ensure the sensitivity of RFR to outliners of SUHI effect. The SHUI in 2030 was predicted by using this MC-RFR and the modeled future landscape pattern by Cellular Automata and Markov combination model(CA-Markov). Results reveal that forestland can greatly alleviate the impact of SUHI effect, while reasonable construction of urban land can also slow down the rising trend of SUHI. MC-RFR performs better for characterizing the relationship between landscape pattern and LST than single RFR or Linear Regression model. By 2030, the overall SUHI effect of Meihekou will be greatly enhanced, and the center of urban development will gradually shift to the central and western regions of the city. We suggest that urban designer and managers should concentrate vegetation and disperse built-up land to weaken the SUHI in the construction of new urban areas for its sustainability.
文摘Three forecasting models are set up: the auto\|regressive moving average model, the grey forecasting model for the rate of qualified products P t, and the grey forecasting model for time intervals of the quality catastrophes. Then a combined forewarning system for the quality of products is established, which contains three models, judgment rules and forewarning state illustration. Finally with an example of the practical production, this modeling system is proved fairly effective.
基金supported by the National Natural Science Foundation of China Key Project under Grant No.70933003the National Natural Science Foundation of China under Grant Nos.70871109 and 71203247
文摘The probability of default(PD) is the key element in the New Basel Capital Accord and the most essential factor to financial institutions' risk management.To obtain good PD estimation,practitioners and academics have put forward numerous default prediction models.However,how to use multiple models to enhance overall performance on default prediction remains untouched.In this paper,a parametric and non-parametric combination model is proposed.Firstly,binary logistic regression model(BLRM),support vector machine(SVM),and decision tree(DT) are used respectively to establish models with relatively stable and high performance.Secondly,in order to make further improvement to the overall performance,a combination model using the method of multiple discriminant analysis(MDA) is constructed.In this way,the coverage rate of the combination model is greatly improved,and the risk of miscarriage is effectively reduced.Lastly,the results of the combination model are analyzed by using the K-means clustering,and the clustering distribution is consistent with a normal distribution.The results show that the combination model based on parametric and non-parametric can effectively enhance the overall performance on default prediction.
