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Erschienen in: Pattern Recognition and Image Analysis 4/2019

01.10.2019 | APPLIED PROBLEMS

A Method for Predicting Rare Events by Multidimensional Time Series with the Use of Collective Methods

verfasst von: Yu. I. Zhuravlev, O. V. Sen’ko, N. N. Bondarenko, V. V. Ryazanov, A. A. Dokukin, A. P. Vinogradov

Erschienen in: Pattern Recognition and Image Analysis | Ausgabe 4/2019

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Abstract—

A method for predicting rare events by the preceding dynamics of features is considered. The method is analyzed on the example of the problem of predicting revocation of the license of a credit institution on the basis of the reporting indicators published at least six months before the regulator made the appropriate decision. The technology developed is based on the calculation of collective solutions by sets of recognition algorithms. Investigations have shown that the most effective prediction is obtained with the use of collective algorithms involving various types of decision forests and combinatorial and logical methods. The method developed also involves the procedure of ranking the indicators according to their information value, in which the collective ranking is calculated on the basis of information estimates obtained with the use of built-in procedures within individual recognition methods.

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Fußnoten
1
Individual performance indices of a credit institution used to calculate mandatory bank normatives from Section 2 of the 0409135 form of the bank reporting drawn up according to Instruction no. 4212-U of the Bank of Russia of November 24, 2016.
 
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Metadaten
Titel
A Method for Predicting Rare Events by Multidimensional Time Series with the Use of Collective Methods
verfasst von
Yu. I. Zhuravlev
O. V. Sen’ko
N. N. Bondarenko
V. V. Ryazanov
A. A. Dokukin
A. P. Vinogradov
Publikationsdatum
01.10.2019
Verlag
Pleiades Publishing
Erschienen in
Pattern Recognition and Image Analysis / Ausgabe 4/2019
Print ISSN: 1054-6618
Elektronische ISSN: 1555-6212
DOI
https://doi.org/10.1134/S1054661819040217

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