第五章 實驗分析
5.3 加入 SVD 的實驗結果
5.3.1 結合 SVD 與篩選變數方法 1 實驗結果
42
表 5- 11 篩選變數方法 1 與方法 2 組總平均辨識率
方法 2
組別 總平均
方法\篩選變數百分比 10% 15% 30% 45% 60% 75%
FCM2 83.44% 92.49% 90.69% 85.79% 86.82% 86.79%
BP2 72.01% 84.19% 82.87% 82.63% 82.87% 84.46%
LDA2 73.32% 81.07% 81.29% 79.58% 79.87% 81.11%
方法 1
組別 總平均
方法\篩選變數百分比 10% 15% 30% 45% 60% 75%
FCM1 81.25% 82.42% 80.07% 79.75% 81.81% 84.29%
BP1 67.50% 75.17% 81.62% 82.55% 85.18% 83.80%
LDA1 72.25% 72.51% 79.60% 78.05% 83.56% 80.71%
由以上四組實驗得知，最高的辨識率均為方法 1FCM。除了 50-10 組是選取變數百 分比 30%的時候，FCM 得到最高的辨識率，其它均為 15%，說明只用 10 個變數就可得 到較高的辨識率。以方法 2 的各方法的辨識率，平均都高於方法 2 的辨識率。因此，將 所有公司代入 FCM 分群法，再計算變異數後，篩選過變數能得到較佳的效果。
43
訓練 35 組，測試 25 組
表 5- 12 35-25 組篩選變數方法 1 加 SVD 總辨識率
35-25 組總辨識率
奇異值選取 10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 86.43% 90.900% 89.700% 85.867% 87.933% 86.767%
BP1 81.33% 83.700% 81.033% 81.033% 85.867% 81.967%
LDA1 79.41% 81.167% 79.233% 78.167% 81.833% 76.700%
奇異值選取 20
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 88.63% 82.067% 85.500% 84.600% 83.333% 83.700%
BP1 73.083% 75.967% 82.600% 84.133% 80.967% 82.633%
LDA1 74.000% 73.933% 80.833% 78.767% 75.967% 77.833%
奇異值選取 30
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 86.50% 78.433% 77.500% 79.867% 84.600% 83.767%
BP1 71.75% 75.933% 81.100% 82.367% 84.400% 84.067%
LDA1 70.75% 73.867% 78.500% 80.067% 79.133% 81.267%
奇異值選取 40
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 87.66% 82.733% 79.100% 80.967% 82.000% 85.333%
BP1 71.58% 82.767% 81.433% 83.800% 83.300% 84.300%
LDA1 69.00% 80.433% 78.967% 83.000% 81.267% 80.433%
奇異值選取 50
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 85.36% 80.867% 81.533% 76.200% 79.000% 83.967%
BP1 73.66% 78.900% 79.467% 79.933% 83.733% 85.767%
LDA1 71.33% 74.433% 78.233% 79.133% 78.967% 81.333%
奇異值選取 60
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 88.03% 80.033% 79.467% 78.633% 82.433% 82.233%
BP1 75.00% 76.867% 78.567% 81.533% 83.200% 85.333%
LDA1 70.50% 76.833% 76.300% 80.133% 79.367% 81.800%
表 5- 13 35-25 組篩選變數方法 1 加 SVD 正常與破產公司辨識率表
方法 1 預測結果 FCM1 BP1 LDA1
取 SV 個數 原始資料 篩選變數個數 正常公司 破產公司 正常公司 破產公司 正常公司 破產公司
10 正常公司 10% 96.27% 3.73% 86.89% 13.11% 78.44% 21.56%
破產公司 43.07% 56.93% 35.33% 64.67% 17.67% 82.33%
正常公司 15% 97.20% 2.80% 89.07% 10.93% 79.64% 20.36%
破產公司 28.00% 72.00% 32.40% 67.60% 14.27% 85.73%
正常公司 30% 95.73% 4.27% 87.51% 12.49% 78.49% 21.51%
破產公司 28.40% 71.60% 38.40% 61.60% 18.53% 81.47%
正常公司 45% 94.44% 5.56% 88.80% 11.20% 78.44% 21.56%
破產公司 39.87% 60.13% 42.27% 57.73% 22.67% 77.33%
正常公司 60% 94.04% 5.96% 92.00% 8.00% 81.82% 18.18%
破產公司 30.40% 69.60% 32.53% 67.47% 18.13% 81.87%
正常公司 75% 92.18% 7.82% 88.53% 11.47% 77.38% 22.62%
破產公司 29.47% 70.53% 37.73% 62.27% 25.33% 74.67%
20 正常公司 10% 96.80% 3.20% 83.89% 16.11% 73.56% 26.44%
破產公司 35.87% 64.13% 59.33% 40.67% 24.67% 75.33%
正常公司 15% 94.44% 5.56% 85.38% 14.62% 73.56% 26.44%
破產公司 55.07% 44.93% 52.27% 47.73% 24.93% 75.07%
正常公司 30% 90.80% 9.20% 89.42% 10.58% 80.36% 19.64%
破產公司 30.40% 69.60% 37.87% 62.13% 17.73% 82.27%
44
正常公司 45% 91.07% 8.93% 90.67% 9.33% 78.58% 21.42%
破產公司 34.80% 65.20% 35.47% 64.53% 20.67% 79.33%
正常公司 60% 89.78% 10.22% 88.13% 11.87% 77.24% 22.76%
破產公司 36.00% 64.00% 40.53% 59.47% 27.87% 72.13%
正常公司 75% 89.60% 10.40% 88.49% 11.51% 78.53% 21.47%
破產公司 34.00% 66.00% 34.93% 65.07% 24.27% 75.73%
30 正常公司 10% 95.82% 4.18% 82.78% 17.22% 68.78% 31.22%
破產公司 41.47% 58.53% 61.33% 38.67% 23.33% 76.67%
正常公司 15% 97.78% 2.22% 85.33% 14.67% 74.09% 25.91%
破產公司 79.60% 20.40% 52.27% 47.73% 26.80% 73.20%
正常公司 30% 97.69% 2.31% 89.42% 10.58% 79.38% 20.62%
破產公司 83.07% 16.93% 43.87% 56.13% 24.13% 75.87%
正常公司 45% 87.91% 12.09% 88.98% 11.02% 79.78% 20.22%
破產公司 44.27% 55.73% 37.47% 62.53% 19.07% 80.93%
正常公司 60% 90.36% 9.64% 90.89% 9.11% 80.13% 19.87%
破產公司 32.67% 67.33% 35.07% 64.93% 23.87% 76.13%
正常公司 75% 90.22% 9.78% 89.47% 10.53% 81.38% 18.62%
破產公司 35.60% 64.40% 32.13% 67.87% 19.07% 80.93%
40 正常公司 10% 96.98% 3.02% 82.33% 17.67% 69.44% 30.56%
破產公司 40.27% 59.73% 60.67% 39.33% 32.33% 67.67%
正常公司 15% 94.93% 5.07% 89.20% 10.80% 79.96% 20.04%
破產公司 53.87% 46.13% 36.53% 63.47% 18.13% 81.87%
正常公司 30% 93.24% 6.76% 89.42% 10.58% 78.00% 22.00%
破產公司 63.33% 36.67% 42.53% 57.47% 18.13% 81.87%
正常公司 45% 88.09% 11.91% 89.51% 10.49% 83.24% 16.76%
破產公司 40.40% 59.60% 33.33% 66.67% 17.73% 82.27%
正常公司 60% 88.40% 11.60% 89.16% 10.84% 80.89% 19.11%
破產公司 37.20% 62.80% 34.27% 65.73% 17.60% 82.40%
正常公司 75% 89.91% 10.09% 90.00% 10.00% 80.40% 19.60%
破產公司 28.40% 71.60% 32.80% 67.20% 19.47% 80.53%
50 正常公司 10% 97.20% 2.80% 81.89% 18.11% 67.00% 33.00%
破產公司 50.13% 49.87% 51.00% 49.00% 15.67% 84.33%
正常公司 15% 96.89% 3.11% 87.33% 12.67% 72.62% 27.38%
破產公司 67.20% 32.80% 46.40% 53.60% 20.13% 79.87%
正常公司 30% 92.58% 7.42% 87.60% 12.40% 77.42% 22.58%
破產公司 51.60% 48.40% 44.93% 55.07% 19.33% 80.67%
正常公司 45% 95.11% 4.89% 86.84% 13.16% 79.64% 20.36%
破產公司 80.53% 19.47% 40.80% 59.20% 22.40% 77.60%
正常公司 60% 91.69% 8.31% 89.82% 10.18% 79.29% 20.71%
破產公司 59.07% 40.93% 34.53% 65.47% 22.00% 78.00%
正常公司 75% 88.58% 11.42% 90.36% 9.64% 81.82% 18.18%
破產公司 29.87% 70.13% 28.00% 72.00% 20.13% 79.87%
60 正常公司 10% 96.67% 3.33% 86.33% 13.67% 67.11% 32.89%
破產公司 37.87% 62.13% 59.00% 41.00% 19.33% 80.67%
正常公司 15% 94.49% 5.51% 85.33% 14.67% 75.69% 24.31%
破產公司 63.33% 36.67% 48.53% 51.47% 19.73% 80.27%
正常公司 30% 94.84% 5.16% 88.58% 11.42% 76.27% 23.73%
破產公司 66.67% 33.33% 51.47% 48.53% 23.60% 76.40%
正常公司 45% 92.80% 7.20% 88.36% 11.64% 80.62% 19.38%
破產公司 63.87% 36.13% 38.93% 61.07% 21.33% 78.67%
正常公司 60% 90.04% 9.96% 88.84% 11.16% 80.00% 20.00%
破產公司 40.40% 59.60% 33.73% 66.27% 22.53% 77.47%
正常公司 75% 90.76% 9.24% 91.20% 8.80% 82.18% 17.82%
破產公司 43.33% 56.67% 32.27% 67.73% 19.33% 80.67%
45
訓練 40 組，測試 20 組
表 5- 14 40-20 組篩選變數方法 1 加 SVD 總辨識率
40-20 組總辨識率
奇異值選取 10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 87.63% 90.54% 88.08% 86.96% 88.08% 87.50%
BP1 79.46% 79.67% 79.96% 81.83% 84.71% 83.54%
LDA1 80.58% 78.92% 77.71% 78.33% 80.71% 80.46%
奇異值選取 20
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 88.04% 81.54% 86.92% 85.04% 84.42% 85.96%
BP1 73.92% 77.54% 84.92% 82.17% 82.46% 85.13%
LDA1 74.67% 73.25% 81.13% 78.50% 80.21% 80.79%
奇異值選取 30
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 82.42% 78.42% 81.29% 84.71% 86.29% 87.25%
BP1 74.13% 75.13% 84.33% 83.50% 83.83% 84.58%
LDA1 73.53% 72.63% 80.58% 81.00% 81.79% 81.50%
奇異值選取 40
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 88.08% 78.04% 79.54% 80.08% 82.13% 85.00%
BP1 72.83% 75.63% 83.29% 84.04% 83.21% 82.17%
LDA1 69.30% 70.33% 81.25% 82.88% 79.75% 79.13%
奇異值選取 50
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 83.58% 79.54% 77.13% 75.58% 83.21% 84.33%
BP1 77.04% 73.67% 81.08% 82.75% 84.29% 84.88%
LDA1 73.75% 73.67% 78.17% 81.25% 80.79% 82.04%
奇異值選取 60
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 88.33% 80.08% 81.88% 78.38% 82.79% 81.46%
BP1 75.75% 75.25% 81.29% 83.29% 85.38% 84.46%
LDA1 74.54% 70.83% 78.88% 81.67% 83.96% 81.17%
表 5- 15 40-20 組篩選變數方法 1 加 SVD 正常與破產公司辨識率表
方法 1 預測結果 FCM1 BP1 LDA1
取 SV 個數 原始資料 篩選變數個數 正常公司 破產公司 正常公司 破產公司 正常公司 破產公司
10 正常公司 10% 97.11% 2.89% 86.61% 13.39% 79.50% 20.50%
破產公司 40.83% 59.17% 42.00% 58.00% 16.17% 83.83%
正常公司 15% 96.39% 3.61% 85.89% 14.11% 78.33% 21.67%
破產公司 27.00% 73.00% 39.00% 61.00% 19.33% 80.67%
正常公司 30% 94.78% 5.22% 85.61% 14.39% 77.56% 22.44%
破產公司 32.00% 68.00% 37.00% 63.00% 21.83% 78.17%
正常公司 45% 94.28% 5.72% 89.11% 10.89% 78.28% 21.72%
破產公司 35.00% 65.00% 40.00% 60.00% 21.50% 78.50%
正常公司 60% 94.78% 5.22% 90.44% 9.56% 80.50% 19.50%
破產公司 32.00% 68.00% 32.50% 67.50% 18.67% 81.33%
正常公司 75% 95.28% 4.72% 88.83% 11.17% 80.61% 19.39%
破產公司 35.83% 64.17% 32.33% 67.67% 20.00% 80.00%
20 正常公司 10% 97.61% 2.39% 81.44% 18.56% 74.17% 25.83%
破產公司 40.67% 59.33% 48.67% 51.33% 23.83% 76.17%
正常公司 15% 94.78% 5.22% 86.39% 13.61% 72.61% 27.39%
破產公司 58.17% 41.83% 49.00% 51.00% 24.83% 75.17%
正常公司 30% 92.56% 7.44% 90.17% 9.83% 80.06% 19.94%
破產公司 30.00% 70.00% 30.83% 69.17% 15.67% 84.33%
46
正常公司 45% 90.67% 9.33% 88.50% 11.50% 79.39% 20.61%
破產公司 31.83% 68.17% 36.83% 63.17% 24.17% 75.83%
正常公司 60% 90.00% 10.00% 88.83% 11.17% 80.56% 19.44%
破產公司 32.33% 67.67% 36.67% 63.33% 20.83% 79.17%
正常公司 75% 91.39% 8.61% 90.11% 9.89% 81.72% 18.28%
破產公司 30.33% 69.67% 29.83% 70.17% 22.00% 78.00%
30 正常公司 10% 96.00% 4.00% 84.09% 15.91% 72.27% 27.73%
破產公司 58.33% 41.67% 55.73% 44.27% 22.67% 77.33%
正常公司 15% 97.61% 2.39% 85.67% 14.33% 74.06% 25.94%
破產公司 79.17% 20.83% 56.50% 43.50% 31.67% 68.33%
正常公司 30% 91.56% 8.44% 90.67% 9.33% 80.00% 20.00%
破產公司 49.50% 50.50% 34.67% 65.33% 17.67% 82.33%
正常公司 45% 90.17% 9.83% 89.61% 10.39% 81.44% 18.56%
破產公司 31.67% 68.33% 34.83% 65.17% 20.33% 79.67%
正常公司 60% 91.61% 8.39% 89.11% 10.89% 82.06% 17.94%
破產公司 29.67% 70.33% 32.00% 68.00% 19.00% 81.00%
正常公司 75% 92.22% 7.78% 90.56% 9.44% 81.78% 18.22%
破產公司 27.67% 72.33% 33.33% 66.67% 19.33% 80.67%
40 正常公司 10% 96.61% 3.39% 82.67% 17.33% 67.78% 32.22%
破產公司 37.50% 62.50% 56.67% 43.33% 26.13% 73.87%
正常公司 15% 97.39% 2.61% 84.94% 15.06% 69.33% 30.67%
破產公司 80.00% 20.00% 52.33% 47.67% 26.67% 73.33%
正常公司 30% 94.17% 5.83% 90.00% 10.00% 81.56% 18.44%
破產公司 64.33% 35.67% 36.83% 63.17% 19.67% 80.33%
正常公司 45% 91.72% 8.28% 89.94% 10.06% 82.83% 17.17%
破產公司 54.83% 45.17% 33.67% 66.33% 17.00% 83.00%
正常公司 60% 88.00% 12.00% 88.72% 11.28% 80.50% 19.50%
破產公司 35.50% 64.50% 33.33% 66.67% 22.50% 77.50%
正常公司 75% 88.44% 11.56% 89.83% 10.17% 80.61% 19.39%
破產公司 25.33% 74.67% 40.83% 59.17% 25.33% 74.67%
50 正常公司 10% 97.33% 2.67% 85.06% 14.94% 72.06% 27.94%
破產公司 57.67% 42.33% 47.00% 53.00% 21.17% 78.83%
正常公司 15% 97.11% 2.89% 84.39% 15.61% 72.39% 27.61%
破產公司 73.17% 26.83% 58.50% 41.50% 22.50% 77.50%
正常公司 30% 98.83% 1.17% 88.17% 11.83% 78.61% 21.39%
破產公司 88.00% 12.00% 40.17% 59.83% 23.17% 76.83%
正常公司 45% 97.89% 2.11% 89.06% 10.94% 81.56% 18.44%
破產公司 91.33% 8.67% 36.17% 63.83% 19.67% 80.33%
正常公司 60% 89.22% 10.78% 90.56% 9.44% 81.44% 18.56%
破產公司 34.83% 65.17% 34.50% 65.50% 21.17% 78.83%
正常公司 75% 91.67% 8.33% 90.61% 9.39% 82.22% 17.78%
破產公司 37.67% 62.33% 32.33% 67.67% 18.50% 81.50%
60 正常公司 10% 98.11% 1.89% 84.94% 15.06% 74.17% 25.83%
破產公司 41.00% 59.00% 51.83% 48.17% 24.33% 75.67%
正常公司 15% 96.50% 3.50% 84.11% 15.89% 69.28% 30.72%
破產公司 69.17% 30.83% 51.33% 48.67% 24.50% 75.50%
正常公司 30% 91.44% 8.56% 88.50% 11.50% 78.78% 21.22%
破產公司 46.83% 53.17% 40.33% 59.67% 20.83% 79.17%
正常公司 45% 93.94% 6.06% 88.67% 11.33% 81.56% 18.44%
破產公司 68.33% 31.67% 32.83% 67.17% 18.00% 82.00%
正常公司 60% 88.00% 12.00% 90.72% 9.28% 84.06% 15.94%
破產公司 32.83% 67.17% 30.67% 69.33% 16.33% 83.67%
正常公司 75% 89.61% 10.39% 89.67% 10.33% 82.56% 17.44%
破產公司 43.00% 57.00% 31.17% 68.83% 23.00% 77.00%
47
訓練 45 組，測試 15 組
表 5- 16 45-15 組篩選變數方法 1 加 SVD 總辨識率
45-15 組總辨識率
奇異值選取 10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 91.27% 90.00% 89.67% 88.78% 87.00% 85.28%
BP1 82.611% 79.61% 82.56% 84.67% 84.17% 81.83%
LDA1 79.444% 76.44% 80.78% 81.67% 79.61% 77.94%
奇異值選取 20
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 86.50% 84.89% 83.89% 85.44% 86.06% 86.44%
BP1 75.056% 74.56% 80.94% 83.06% 82.83% 84.78%
LDA1 71.167% 75.00% 78.44% 79.06% 81.56% 79.94%
奇異值選取 30
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 85.66% 78.22% 84.67% 85.94% 84.17% 85.17%
BP1 74.944% 70.83% 81.00% 83.33% 83.78% 84.94%
LDA1 73.667% 72.28% 79.56% 83.33% 82.17% 81.83%
奇異值選取 40
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 87.77% 80.50% 82.67% 82.28% 86.11% 79.44%
BP1 73.444% 78.00% 83.56% 83.89% 84.56% 85.11%
LDA1 71.833% 77.00% 83.22% 82.89% 82.39% 81.33%
奇異值選取 50
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 85.61% 79.44% 76.89% 80.39% 82.72% 78.00%
BP1 77.778% 76.78% 78.56% 82.33% 84.44% 84.39%
LDA1 77.833% 75.56% 77.39% 82.78% 80.72% 81.39%
奇異值選取 60
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 87.78% 79.94% 75.94% 79.28% 78.72% 83.28%
BP1 73.38% 71.28% 79.50% 79.89% 81.28% 84.89%
LDA1 74.27% 68.78% 79.56% 79.94% 78.78% 83.50%
表 5- 17 45-15 組篩選變數方法 1 加 SVD 正常與破產公司辨識率表
方法 1 預測結果 FCM1 BP1 LDA1
取 SV 個數 原始資料 篩選變數個數 正常公司 破產公司 正常公司 破產公司 正常公司 破產公司
10 正常公司 10% 97.33% 2.67% 87.33% 12.67% 77.70% 22.30%
破產公司 26.89% 73.11% 31.56% 68.44% 15.33% 84.67%
正常公司 15% 97.33% 2.67% 87.19% 12.81% 75.63% 24.37%
破產公司 32.00% 68.00% 43.11% 56.89% 21.11% 78.89%
正常公司 30% 95.85% 4.15% 89.85% 10.15% 79.85% 20.15%
破產公司 28.89% 71.11% 39.33% 60.67% 16.44% 83.56%
正常公司 45% 96.22% 3.78% 90.52% 9.48% 81.26% 18.74%
破產公司 33.56% 66.44% 32.89% 67.11% 17.11% 82.89%
正常公司 60% 93.04% 6.96% 91.41% 8.59% 80.07% 19.93%
破產公司 31.11% 68.89% 37.56% 62.44% 21.78% 78.22%
正常公司 75% 93.11% 6.89% 88.81% 11.19% 79.26% 20.74%
破產公司 38.22% 61.78% 39.11% 60.89% 26.00% 74.00%
20 正常公司 10% 99.33% 0.67% 84.15% 15.85% 70.37% 29.63%
破產公司 52.00% 48.00% 52.22% 47.78% 26.44% 73.56%
正常公司 15% 95.11% 4.89% 84.15% 15.85% 72.89% 27.11%
破產公司 45.78% 54.22% 54.22% 45.78% 18.67% 81.33%
正常公司 30% 91.63% 8.37% 88.15% 11.85% 77.41% 22.59%
破產公司 39.33% 60.67% 40.67% 59.33% 18.44% 81.56%
48
正常公司 45% 91.70% 8.30% 89.41% 10.59% 79.33% 20.67%
破產公司 33.33% 66.67% 36.00% 64.00% 21.78% 78.22%
正常公司 60% 90.96% 9.04% 89.41% 10.59% 82.74% 17.26%
破產公司 28.67% 71.33% 36.89% 63.11% 22.00% 78.00%
正常公司 75% 92.37% 7.63% 91.11% 8.89% 79.93% 20.07%
破產公司 31.33% 68.67% 34.22% 65.78% 20.00% 80.00%
30 正常公司 10% 97.04% 2.96% 82.74% 17.26% 71.63% 28.37%
破產公司 48.44% 51.56% 48.44% 51.56% 20.22% 79.78%
正常公司 15% 98.81% 1.19% 80.07% 19.93% 71.85% 28.15%
破產公司 83.56% 16.44% 56.89% 43.11% 26.44% 73.56%
正常公司 30% 92.74% 7.26% 88.00% 12.00% 79.48% 20.52%
破產公司 39.56% 60.44% 40.00% 60.00% 20.22% 79.78%
正常公司 45% 92.07% 7.93% 90.15% 9.85% 83.26% 16.74%
破產公司 32.44% 67.56% 37.11% 62.89% 16.44% 83.56%
正常公司 60% 90.00% 10.00% 89.56% 10.44% 83.11% 16.89%
破產公司 33.33% 66.67% 33.56% 66.44% 20.67% 79.33%
正常公司 75% 88.81% 11.19% 90.00% 10.00% 82.15% 17.85%
破產公司 25.78% 74.22% 30.22% 69.78% 19.11% 80.89%
40 正常公司 10% 96.59% 3.41% 84.59% 15.41% 69.48% 30.52%
破產公司 38.67% 61.33% 60.00% 40.00% 21.11% 78.89%
正常公司 15% 95.93% 4.07% 85.63% 14.37% 76.15% 23.85%
破產公司 65.78% 34.22% 44.89% 55.11% 20.44% 79.56%
正常公司 30% 92.44% 7.56% 91.56% 8.44% 82.74% 17.26%
破產公司 46.67% 53.33% 40.44% 59.56% 15.33% 84.67%
正常公司 45% 92.30% 7.70% 90.07% 9.93% 82.22% 17.78%
破產公司 47.78% 52.22% 34.67% 65.33% 15.11% 84.89%
正常公司 60% 89.11% 10.89% 90.07% 9.93% 84.74% 15.26%
破產公司 22.89% 77.11% 32.00% 68.00% 24.67% 75.33%
正常公司 75% 90.15% 9.85% 90.67% 9.33% 82.15% 17.85%
破產公司 52.67% 47.33% 31.56% 68.44% 21.11% 78.89%
50 正常公司 10% 98.22% 1.78% 86.22% 13.78% 76.30% 23.70%
破產公司 52.22% 47.78% 47.56% 52.44% 17.56% 82.44%
正常公司 15% 98.96% 1.04% 85.63% 14.37% 73.78% 26.22%
破產公司 79.11% 20.89% 49.78% 50.22% 19.11% 80.89%
正常公司 30% 95.26% 4.74% 87.48% 12.52% 77.78% 22.22%
破產公司 78.22% 21.78% 48.22% 51.78% 23.78% 76.22%
正常公司 45% 93.11% 6.89% 88.67% 11.33% 83.78% 16.22%
破產公司 57.78% 42.22% 36.67% 63.33% 20.22% 79.78%
正常公司 60% 93.63% 6.37% 90.30% 9.70% 82.89% 17.11%
破產公司 50.00% 50.00% 33.11% 66.89% 25.78% 74.22%
正常公司 75% 89.56% 10.44% 90.07% 9.93% 82.52% 17.48%
破產公司 56.67% 43.33% 32.67% 67.33% 22.00% 78.00%
60 正常公司 10% 98.59% 1.41% 82.44% 17.56% 74.22% 25.78%
破產公司 44.67% 55.33% 53.78% 46.22% 25.56% 74.44%
正常公司 15% 94.07% 5.93% 81.78% 18.22% 67.26% 32.74%
破產公司 62.44% 37.56% 60.22% 39.78% 26.67% 73.33%
正常公司 30% 96.30% 3.70% 87.41% 12.59% 79.19% 20.81%
破產公司 85.11% 14.89% 44.22% 55.78% 19.33% 80.67%
正常公司 45% 94.07% 5.93% 87.48% 12.52% 80.96% 19.04%
破產公司 65.11% 34.89% 42.89% 57.11% 23.11% 76.89%
正常公司 60% 93.56% 6.44% 87.93% 12.07% 79.19% 20.81%
破產公司 65.78% 34.22% 38.67% 61.33% 22.44% 77.56%
正常公司 75% 89.85% 10.15% 90.52% 9.48% 83.85% 16.15%
破產公司 36.44% 63.56% 32.00% 68.00% 17.56% 82.44%
49
訓練 50 組，測試 10 組
表 5- 18 50-10 組篩選變數方法 1 加 SVD 總辨識率
50-10 組總辨識率
奇異值選取 10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 89.00% 90.900% 89.700% 85.867% 87.933% 86.767%
BP1 81.33% 83.700% 81.033% 81.033% 85.867% 81.967%
LDA1 79.41% 81.167% 79.233% 78.167% 81.833% 76.700%
奇異值選取 20
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 90.83% 86.00% 85.83% 83.00% 85.08% 86.92%
BP1 73.08% 77.83% 80.17% 82.17% 81.42% 83.83%
LDA1 74.00% 73.92% 77.00% 78.25% 77.08% 80.25%
奇異值選取 30
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 89.33% 77.67% 84.33% 81.17% 86.67% 85.08%
BP1 71.75% 77.92% 82.00% 83.25% 86.33% 85.17%
LDA1 70.75% 76.08% 81.17% 80.50% 84.67% 82.17%
奇異值選取 40
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 88.33% 84.33% 80.25% 84.58% 85.58% 87.42%
BP1 71.58% 78.25% 78.75% 82.67% 88.17% 87.08%
LDA1 69.00% 73.75% 76.75% 82.00% 86.00% 85.42%
奇異值選取 50
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 89.75% 82.33% 81.17% 78.67% 77.08% 82.17%
BP1 73.66% 76.58% 79.58% 83.42% 82.17% 85.33%
LDA1 71.33% 71.67% 79.75% 84.08% 78.75% 81.92%
奇異值選取 60
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 81.33% 81.33% 79.75% 78.75% 79.08% 86.08%
BP1 71.50% 71.50% 81.08% 86.08% 81.75% 83.92%
LDA1 68.58% 68.58% 76.25% 85.00% 80.33% 80.42%
表 5- 19 50-10 組篩選變數方法 1 加 SVD 正常與破產公司辨識率表
方法 1 預測結果 FCM1 BP1 LDA1
取 SV 個數 原始資料 篩選變數個數 正常公司 破產公司 正常公司 破產公司 正常公司 破產公司
10 正常公司 10% 97.22% 2.78% 86.89% 13.11% 78.44% 21.56%
破產公司 35.67% 64.33% 35.33% 64.67% 17.67% 82.33%
正常公司 15% 98.00% 2.00% 84.67% 15.33% 77.00% 23.00%
破產公司 26.67% 73.33% 36.33% 63.67% 24.33% 75.67%
正常公司 30% 97.44% 2.56% 87.67% 12.33% 78.11% 21.89%
破產公司 37.67% 62.33% 38.33% 61.67% 18.33% 81.67%
正常公司 45% 95.67% 4.33% 88.11% 11.89% 76.56% 23.44%
破產公司 39.00% 61.00% 38.67% 61.33% 18.00% 82.00%
正常公司 60% 96.44% 3.56% 88.89% 11.11% 79.00% 21.00%
破產公司 44.00% 56.00% 40.00% 60.00% 18.67% 81.33%
正常公司 75% 92.00% 8.00% 90.11% 9.89% 81.00% 19.00%
破產公司 33.33% 66.67% 34.33% 65.67% 18.67% 81.33%
20 正常公司 10% 98.44% 1.56% 83.89% 16.11% 73.56% 26.44%
破產公司 32.00% 68.00% 59.33% 40.67% 24.67% 75.33%
正常公司 15% 96.22% 3.78% 87.78% 12.22% 73.00% 27.00%
破產公司 44.67% 55.33% 52.00% 48.00% 23.33% 76.67%
正常公司 30% 96.78% 3.22% 88.56% 11.44% 77.00% 23.00%
破產公司 47.00% 53.00% 45.00% 55.00% 23.00% 77.00%
50
正常公司 45% 93.33% 6.67% 89.22% 10.78% 78.22% 21.78%
破產公司 48.00% 52.00% 39.00% 61.00% 21.67% 78.33%
正常公司 60% 94.22% 5.78% 87.89% 12.11% 77.22% 22.78%
破產公司 42.33% 57.67% 38.00% 62.00% 23.33% 76.67%
正常公司 75% 93.78% 6.22% 91.00% 9.00% 81.44% 18.56%
破產公司 33.67% 66.33% 37.67% 62.33% 23.33% 76.67%
30 正常公司 10% 98.89% 1.11% 82.78% 17.22% 68.78% 31.22%
破產公司 39.33% 60.67% 61.33% 38.67% 23.33% 76.67%
正常公司 15% 97.33% 2.67% 87.44% 12.56% 74.67% 25.33%
破產公司 81.33% 18.67% 50.67% 49.33% 19.67% 80.33%
正常公司 30% 90.44% 9.56% 89.11% 10.89% 81.56% 18.44%
破產公司 34.00% 66.00% 39.33% 60.67% 20.00% 80.00%
正常公司 45% 93.00% 7.00% 89.22% 10.78% 79.78% 20.22%
破產公司 54.33% 45.67% 34.67% 65.33% 17.33% 82.67%
正常公司 60% 90.33% 9.67% 91.89% 8.11% 84.56% 15.44%
破產公司 24.33% 75.67% 30.33% 69.67% 15.00% 85.00%
正常公司 75% 90.89% 9.11% 90.33% 9.67% 82.33% 17.67%
破產公司 32.33% 67.67% 30.33% 69.67% 18.33% 81.67%
40 正常公司 10% 97.56% 2.44% 82.33% 17.67% 69.44% 30.56%
破產公司 39.33% 60.67% 60.67% 39.33% 32.33% 67.67%
正常公司 15% 95.56% 4.44% 86.00% 14.00% 71.11% 28.89%
破產公司 49.33% 50.67% 45.00% 55.00% 18.33% 81.67%
正常公司 30% 94.89% 5.11% 87.89% 12.11% 76.44% 23.56%
破產公司 63.67% 36.33% 48.67% 51.33% 22.33% 77.67%
正常公司 45% 92.56% 7.44% 88.33% 11.67% 82.33% 17.67%
破產公司 39.33% 60.67% 34.33% 65.67% 19.00% 81.00%
正常公司 60% 87.11% 12.89% 92.22% 7.78% 85.89% 14.11%
破產公司 19.00% 81.00% 24.00% 76.00% 13.67% 86.33%
正常公司 75% 89.89% 10.11% 90.56% 9.44% 84.56% 15.44%
破產公司 20.00% 80.00% 23.33% 76.67% 12.00% 88.00%
50 正常公司 10% 99.11% 0.89% 81.89% 18.11% 67.00% 33.00%
破產公司 38.33% 61.67% 51.00% 49.00% 15.67% 84.33%
正常公司 15% 96.44% 3.56% 86.44% 13.56% 69.89% 30.11%
破產公司 60.00% 40.00% 53.00% 47.00% 23.00% 77.00%
正常公司 30% 91.67% 8.33% 89.67% 10.33% 79.56% 20.44%
破產公司 50.33% 49.67% 50.67% 49.33% 19.67% 80.33%
正常公司 45% 91.56% 8.44% 89.33% 10.67% 83.00% 17.00%
破產公司 60.00% 40.00% 34.33% 65.67% 12.67% 87.33%
正常公司 60% 93.33% 6.67% 87.33% 12.67% 79.56% 20.44%
破產公司 71.67% 28.33% 33.33% 66.67% 23.67% 76.33%
正常公司 75% 91.44% 8.56% 91.11% 8.89% 82.56% 17.44%
破產公司 45.67% 54.33% 32.00% 68.00% 20.00% 80.00%
60 正常公司 10% 95.89% 4.11% 83.33% 16.67% 66.56% 33.44%
破產公司 62.33% 37.67% 64.00% 36.00% 25.33% 74.67%
正常公司 15% 98.44% 1.56% 86.33% 13.67% 67.11% 32.89%
破產公司 42.33% 57.67% 59.00% 41.00% 19.33% 80.67%
正常公司 30% 97.33% 2.67% 88.56% 11.44% 75.56% 24.44%
破產公司 73.00% 27.00% 41.33% 58.67% 21.67% 78.33%
正常公司 45% 92.78% 7.22% 90.67% 9.33% 84.78% 15.22%
破產公司 63.33% 36.67% 27.67% 72.33% 14.33% 85.67%
正常公司 60% 93.56% 6.44% 88.11% 11.89% 80.67% 19.33%
破產公司 64.33% 35.67% 37.33% 62.67% 20.67% 79.33%
正常公司 75% 88.56% 11.44% 89.89% 10.11% 80.67% 19.33%
破產公司 21.33% 78.67% 34.00% 66.00% 20.33% 79.67%
51
篩選變數方法 1 加入 SVD 方法差異
我們以取 10 個奇異值的實驗結果為最佳，因此我們將 5.2.1 節中，取 10 個奇異值 的實驗結果與未加入 SVD 方法的實驗結果作比較。本實驗取三種方法加入 SVD 的最高 辨識率與方法 1 實驗中相同的篩選變數比的辨識率作比較。
訓練 35 組，測試 25 組
圖 5- 5 35-25 組篩選變數方法 1 加入 SVD 總辨識率折線圖比較
表 5- 20 35-25 組篩選變數方法 1 總辨識率 方法 1
組別 35-25
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 84.70% 78.33% 81.40% 80.53% 82.10% 83.43%
BP1 73.80% 75.73% 81.80% 86.20% 85.47% 82.73%
LDA1 77.20% 72.43% 79.73% 83.23% 82.30% 77.80%
表 5- 21 35-25 組篩選變數方法 1 加 SVD 總辨識率
方法 1+SVD 35-25
奇異值選取 10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 86.433% 90.90% 89.70% 85.87% 87.93% 86.77%
BP1 81.333% 83.70% 81.03% 81.03% 85.87% 81.97%
LDA1 79.417% 81.17% 79.23% 78.17% 81.83% 76.70%
70.00%
75.00%
80.00%
85.00%
90.00%
95.00%
10% 15% 30% 45% 60% 75%
總辨識 率
選取變數百分比
35-25組SVD比較圖 FCM1
SVD+FCM1 BP1
SVD+BP1
LDA1
SVD+LDA1
52
訓練 40 組，測試 20 組
圖 5- 6 40-20 組篩選變數方法 1 加入 SVD 總辨識率折線圖比較
表 5- 22 40-20 組篩選變數方法 1 總辨識率 方法 1
組別 40-20
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 85.63% 79.75% 81.00% 83.04% 83.21% 86.08%
BP1 74.25% 72.79% 80.00% 81.79% 86.71% 84.63%
LDA1 75.50% 69.63% 77.33% 82.38% 83.79% 81.25%
表 5- 23 40-20 組篩選變數方法 1 加 SVD 總辨識率
方法 1+SVD 40-20
奇異值選取 10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 87.63% 90.54% 88.08% 86.96% 88.08% 87.50%
BP1 79.46% 79.67% 79.96% 81.83% 84.71% 83.54%
LDA1 80.58% 78.92% 77.71% 78.33% 80.71% 80.46%
60.00%
65.00%
70.00%
75.00%
80.00%
85.00%
90.00%
95.00%
10% 15% 30% 45% 60% 75%
總辨識 率
選取變數百分比
40-20SVD比較圖 FCM1
SVD+FCM1 BP1
SVD+BP1
LDA1
SVD+LDA1
53
訓練 45 組，測試 15 組
圖 5- 7 45-15 組篩選變數方法 1 加入 SVD 總辨識率折線圖比較 方法 1
組別 45-15
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 82.17% 78.33% 79.28% 75.67% 80.50% 83.06%
BP1 72.50% 76.00% 80.67% 82.56% 84.11% 82.44%
LDA1 68.33% 74.06% 79.17% 81.11% 84.67% 80.28%
表 5- 24 45-15 組篩選變數方法 1 總辨識率
表 5- 25 45-15 組篩選變數方法 1 加 SVD 總辨識率
方法 1+SVD 45-15
奇異值選取 10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 91.278% 90.00% 89.67% 88.78% 87.00% 85.28%
BP1 82.611% 79.61% 82.56% 84.67% 84.17% 81.83%
LDA1 79.444% 76.44% 80.78% 81.67% 79.61% 77.94%
60.00%
65.00%
70.00%
75.00%
80.00%
85.00%
90.00%
95.00%
10% 15% 30% 45% 60% 75%
總辨識 率
選取變數百分比
45-15組SVD比較圖 FCM1
SVD+FCM1 BP1
SVD+BP1
LDA1
SVD+LDA1
54
訓練 50 組，測試 10 組
圖 5- 8 50-10 組篩選變數方法 1 加入 SVD 總辨識率折線圖比較
表 5- 26 50-10 組篩選變數方法 1 總辨識率 方法 1
組別 50-10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 82.17% 82.75% 78.58% 79.75% 81.42% 84.58%
BP1 72.50% 73.25% 84.00% 79.67% 84.42% 85.42%
LDA1 68.33% 73.92% 82.17% 80.75% 83.50% 83.50%
表 5- 27 50-10 組篩選變數方法 1 加 SVD 總辨識率
方法 1+SVD 50-10
奇異值選取 10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 89.000% 91.83% 88.67% 87.00% 86.33% 85.67%
BP1 81.333% 79.42% 81.17% 81.42% 81.67% 84.00%
LDA1 79.417% 76.67% 79.00% 77.92% 79.58% 81.08%
70.00%
75.00%
80.00%
85.00%
90.00%
95.00%
15% 30% 45% 60% 75%
總辨識 率
選取變數百分比
50-10組SVD比較圖 FCM1
SVD+FCM1 BP1
SVD+BP1
LDA1
SVD+LDA1
55
表 5- 28 篩選變數方法 1 總平均辨識率 方法 1
組別 總平均
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 81.25% 79.79% 80.07% 79.75% 81.81% 84.29%
BP1 67.50% 74.44% 81.62% 82.55% 85.18% 83.80%
LDA1 72.25% 72.51% 79.60% 81.87% 83.56% 80.71%
表 5- 29 篩選變數方法 1 加 SVD 總平均辨識率
方法 1+SVD 總平均
奇異值選取 10
方法\篩選變數比% 10% 15% 30% 45% 60% 75%
FCM1 88.58% 90.82% 89.03% 87.15% 87.34% 86.30%
BP1 81.18% 80.60% 81.18% 82.24% 84.10% 82.84%
LDA1 79.72% 78.30% 79.18% 79.02% 80.43% 79.05%
由以上的結果得知，加入 SVD 的方法之後，在 35-15 組中表 5-20 所示，FCM 在篩 選變數比 15%時由 78.33%提升至 90.9%，在 40-20 組中 FCM 在篩選變數比 15%時由 79.75%提升至 90.54%，在 45-15 組中 FCM 在篩選變數比 15%時，由 78.33%提升至 90%，
在 50-10 組中 FCM 在篩選變數比 15%時，由 82.75%提升至 91.83%。四組的辨識率有明 顯的增加，因此，SVD 這個方法對 FCM 的方法辨識率確實有提升的幫助。但是相對於 BP 與 LDA 這 2 個方法，辨識率沒有提升，反而還下降，因此對 BP 與 LDA 沒有提升 辨識率的效果。