結合 SVD 與篩選變數方法 2 實驗結果

56

57

破產公司 28.67% 71.33% 34.93% 65.07% 14.53% 85.47%

正常公司 15% 94.89% 5.11% 86.53% 13.47% 80.00% 20.00%

破產公司 15.20% 84.80% 28.00% 72.00% 16.80% 83.20%

正常公司 30% 96.27% 3.73% 86.67% 13.33% 77.91% 22.09%

破產公司 40.40% 59.60% 40.80% 59.20% 27.20% 72.80%

正常公司 45% 96.04% 3.96% 91.64% 8.36% 80.76% 19.24%

破產公司 31.87% 68.13% 32.67% 67.33% 17.20% 82.80%

正常公司 60% 94.27% 5.73% 89.73% 10.27% 79.73% 20.27%

破產公司 34.67% 65.33% 37.60% 62.40% 21.47% 78.53%

正常公司 75% 93.16% 6.84% 90.84% 9.16% 79.91% 20.09%

破產公司 29.73% 70.27% 29.87% 70.13% 17.47% 82.53%

30 正常公司 10% 87.07% 12.93% 78.67% 21.33% 69.78% 30.22%

破產公司 34.67% 65.33% 40.27% 59.73% 15.33% 84.67%

正常公司 15% 94.09% 5.91% 85.38% 14.62% 79.78% 20.22%

破產公司 19.87% 80.13% 25.47% 74.53% 20.40% 79.60%

正常公司 30% 96.09% 3.91% 87.78% 12.22% 76.31% 23.69%

破產公司 32.13% 67.87% 33.07% 66.93% 20.80% 79.20%

正常公司 45% 95.07% 4.93% 90.53% 9.47% 81.02% 18.98%

破產公司 35.07% 64.93% 33.87% 66.13% 19.60% 80.40%

正常公司 60% 94.40% 5.60% 90.80% 9.20% 82.18% 17.82%

破產公司 31.60% 68.40% 35.73% 64.27% 15.20% 84.80%

正常公司 75% 93.02% 6.98% 90.62% 9.38% 81.51% 18.49%

破產公司 32.27% 67.73% 30.40% 69.60% 18.80% 81.20%

40 正常公司 10% 89.16% 10.84% 77.60% 22.40% 70.67% 29.33%

破產公司 33.07% 66.93% 32.00% 68.00% 12.93% 87.07%

正常公司 15% 95.73% 4.27% 89.56% 10.44% 80.18% 19.82%

破產公司 19.73% 80.27% 26.40% 73.60% 16.53% 83.47%

正常公司 30% 95.33% 4.67% 89.64% 10.36% 81.87% 18.13%

破產公司 26.40% 73.60% 35.60% 64.40% 20.80% 79.20%

正常公司 45% 95.47% 4.53% 88.00% 12.00% 80.09% 19.91%

破產公司 39.60% 60.40% 41.60% 58.40% 23.07% 76.93%

正常公司 60% 92.71% 7.29% 91.11% 8.89% 80.80% 19.20%

破產公司 32.00% 68.00% 33.73% 66.27% 19.07% 80.93%

正常公司 75% 92.18% 7.82% 90.04% 9.96% 80.13% 19.87%

破產公司 30.93% 69.07% 34.80% 65.20% 19.47% 80.53%

50 正常公司 10% 86.09% 13.91% 79.56% 20.44% 72.44% 27.56%

破產公司 22.93% 77.07% 34.13% 65.87% 11.20% 88.80%

正常公司 15% 95.64% 4.36% 86.18% 13.82% 78.13% 21.87%

破產公司 25.20% 74.80% 32.53% 67.47% 16.27% 83.73%

正常公司 30% 95.91% 4.09% 88.04% 11.96% 80.53% 19.47%

破產公司 28.00% 72.00% 36.80% 63.20% 16.00% 84.00%

正常公司 45% 95.11% 4.89% 91.42% 8.58% 82.13% 17.87%

破產公司 35.33% 64.67% 31.20% 68.80% 21.73% 78.27%

正常公司 60% 94.62% 5.38% 89.96% 10.04% 77.96% 22.04%

破產公司 33.33% 66.67% 38.13% 61.87% 21.07% 78.93%

正常公司 75% 92.00% 8.00% 90.89% 9.11% 80.36% 19.64%

破產公司 30.80% 69.20% 26.80% 73.20% 20.80% 79.20%

60 正常公司 10% 88.04% 11.96% 76.31% 23.69% 70.04% 29.96%

破產公司 35.87% 64.13% 33.60% 66.40% 14.53% 85.47%

正常公司 15% 96.22% 3.78% 89.78% 10.22% 79.78% 20.22%

破產公司 24.93% 75.07% 31.20% 68.80% 18.93% 81.07%

正常公司 30% 95.87% 4.13% 89.82% 10.18% 80.53% 19.47%

破產公司 31.07% 68.93% 32.80% 67.20% 17.87% 82.13%

正常公司 45% 94.76% 5.24% 89.60% 10.40% 78.13% 21.87%

破產公司 30.27% 69.73% 33.07% 66.93% 20.67% 79.33%

正常公司 60% 93.69% 6.31% 90.00% 10.00% 79.60% 20.40%

破產公司 27.20% 72.80% 37.73% 62.27% 20.80% 79.20%

正常公司 75% 91.60% 8.40% 87.64% 12.36% 77.42% 22.58%

破產公司 36.93% 63.07% 39.73% 60.27% 26.00% 74.00%

58

訓練 40 組，測試 20 組

表 5- 32 40-20 組篩選變數方法 2 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%

FCM2 84.71% 90.33% 88.50% 85.73% 87.13% 87.60%

BP2 77.13% 82.29% 77.38% 81.28% 84.51% 86.04%

LDA2 75.21% 78.95% 75.18% 78.25% 82.87% 82.59%

奇異值選取 20

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 84.17% 89.74% 89.26% 87.28% 87.29% 86.20%

BP2 77.46% 81.51% 80.88% 83.55% 85.71% 83.17%

LDA2 76.00% 78.13% 77.35% 80.74% 80.78% 79.21%

奇異值選取 30

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 84.33% 89.32% 89.43% 89.13% 88.92% 84.37%

BP2 76.21% 78.45% 83.14% 85.19% 84.47% 83.55%

LDA2 76.38% 75.04% 79.23% 82.35% 80.21% 80.78%

奇異值選取 40

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 87.00% 91.58% 90.21% 86.42% 86.28% 85.56%

BP2 79.08% 85.10% 86.08% 83.37% 82.74% 82.68%

LDA2 78.33% 82.03% 80.32% 78.85% 80.84% 79.18%

奇異值選取 50

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 85.08% 92.40% 89.30% 87.55% 86.22% 84.63%

BP2 77.50% 84.80% 82.85% 83.69% 82.48% 82.78%

LDA2 78.13% 82.11% 78.68% 81.81% 80.67% 78.48%

奇異值選取 60

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 82.42% 89.68% 86.96% 86.58% 85.74% 84.97%

BP2 73.21% 81.53% 79.44% 82.68% 84.43% 83.83%

LDA2 72.50% 78.48% 77.89% 78.34% 79.67% 78.38%

表 5- 33 40-20 組篩選變數方法 2 加 SVD 正常與破產公司辨識率表

方法 2 預測結果 FCM2 BP2 LDA2

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% 89.50% 10.50% 78.44% 21.56% 70.56% 29.44%

破產公司 29.67% 70.33% 26.83% 73.17% 10.83% 89.17%

正常公司 15% 93.68% 6.32% 85.44% 14.56% 78.34% 21.66%

破產公司 19.70% 80.30% 27.17% 72.83% 19.23% 80.77%

正常公司 30% 95.02% 4.98% 83.42% 16.58% 74.88% 25.12%

破產公司 31.07% 68.93% 40.77% 59.23% 23.93% 76.07%

正常公司 45% 93.54% 6.46% 88.02% 11.98% 78.28% 21.72%

破產公司 37.70% 62.30% 38.97% 61.03% 21.83% 78.17%

正常公司 60% 92.88% 7.12% 90.27% 9.73% 82.51% 17.49%

破產公司 30.13% 69.87% 32.77% 67.23% 16.07% 83.93%

正常公司 75% 93.97% 6.03% 91.30% 8.70% 81.63% 18.37%

破產公司 31.50% 68.50% 29.73% 70.27% 14.53% 85.47%

20 正常公司 10% 88.89% 11.11% 81.11% 18.89% 72.33% 27.67%

破產公司 30.00% 70.00% 33.50% 66.50% 13.00% 87.00%

正常公司 15% 93.33% 6.67% 84.14% 15.86% 77.83% 22.17%

破產公司 21.03% 78.97% 26.40% 73.60% 21.00% 79.00%

正常公司 30% 95.57% 4.43% 87.16% 12.84% 77.19% 22.81%

破產公司 29.67% 70.33% 37.97% 62.03% 22.17% 77.83%

正常公司 45% 95.03% 4.97% 90.52% 9.48% 81.08% 18.92%

破產公司 35.97% 64.03% 37.37% 62.63% 20.27% 79.73%

59

正常公司 60% 94.78% 5.22% 91.41% 8.59% 81.00% 19.00%

破產公司 35.17% 64.83% 31.40% 68.60% 19.87% 80.13%

正常公司 75% 93.11% 6.89% 88.89% 11.11% 79.37% 20.63%

破產公司 34.53% 65.47% 34.00% 66.00% 21.27% 78.73%

30 正常公司 10% 88.22% 11.78% 81.11% 18.89% 72.44% 27.56%

破產公司 27.33% 72.67% 38.50% 61.50% 11.83% 88.17%

正常公司 15% 93.71% 6.29% 83.63% 16.37% 74.28% 25.72%

破產公司 23.87% 76.13% 37.10% 62.90% 22.67% 77.33%

正常公司 30% 95.46% 4.54% 89.39% 10.61% 79.92% 20.08%

破產公司 28.67% 71.33% 35.60% 64.40% 22.83% 77.17%

正常公司 45% 95.10% 4.90% 90.67% 9.33% 81.89% 18.11%

破產公司 28.80% 71.20% 31.23% 68.77% 16.27% 83.73%

正常公司 60% 94.10% 5.90% 90.04% 9.96% 80.01% 19.99%

破產公司 26.63% 73.37% 32.27% 67.73% 19.20% 80.80%

正常公司 75% 92.13% 7.87% 89.39% 10.61% 81.00% 19.00%

破產公司 38.93% 61.07% 33.97% 66.03% 19.87% 80.13%

40 正常公司 10% 89.22% 10.78% 81.78% 18.22% 75.33% 24.67%

破產公司 19.67% 80.33% 29.00% 71.00% 12.67% 87.33%

正常公司 15% 96.38% 3.62% 90.13% 9.87% 81.74% 18.26%

破產公司 22.80% 77.20% 30.00% 70.00% 17.10% 82.90%

正常公司 30% 96.90% 3.10% 90.79% 9.21% 79.30% 20.70%

破產公司 29.87% 70.13% 28.03% 71.97% 16.63% 83.37%

正常公司 45% 93.71% 6.29% 89.77% 10.23% 78.88% 21.12%

破產公司 35.47% 64.53% 35.83% 64.17% 21.23% 78.77%

正常公司 60% 94.28% 5.72% 89.43% 10.57% 81.76% 18.24%

破產公司 37.70% 62.30% 37.33% 62.67% 21.90% 78.10%

正常公司 75% 92.00% 8.00% 89.36% 10.64% 79.54% 20.46%

破產公司 33.77% 66.23% 37.37% 62.63% 21.90% 78.10%

50 正常公司 10% 88.72% 11.28% 82.61% 17.39% 75.89% 24.11%

破產公司 25.83% 74.17% 37.83% 62.17% 15.17% 84.83%

正常公司 15% 95.99% 4.01% 89.23% 10.77% 81.06% 18.94%

破產公司 18.37% 81.63% 28.50% 71.50% 14.73% 85.27%

正常公司 30% 97.69% 2.31% 90.02% 9.98% 77.81% 22.19%

破產公司 35.87% 64.13% 38.67% 61.33% 18.73% 81.27%

正常公司 45% 94.32% 5.68% 90.12% 9.88% 81.74% 18.26%

破產公司 32.77% 67.23% 35.60% 64.40% 18.00% 82.00%

正常公司 60% 93.34% 6.66% 88.94% 11.06% 81.07% 18.93%

破產公司 35.17% 64.83% 36.93% 63.07% 20.53% 79.47%

正常公司 75% 95.39% 4.61% 88.67% 11.33% 78.34% 21.66%

破產公司 47.67% 52.33% 34.87% 65.13% 21.10% 78.90%

60 正常公司 10% 90.67% 9.33% 75.83% 24.17% 68.33% 31.67%

破產公司 42.33% 57.67% 34.67% 65.33% 15.00% 85.00%

正常公司 15% 94.69% 5.31% 86.72% 13.28% 78.61% 21.39%

破產公司 25.37% 74.63% 34.03% 65.97% 21.93% 78.07%

正常公司 30% 95.96% 4.04% 86.54% 13.46% 78.51% 21.49%

破產公司 40.03% 59.97% 41.87% 58.13% 23.97% 76.03%

正常公司 45% 94.67% 5.33% 89.07% 10.93% 77.84% 22.16%

破產公司 37.70% 62.30% 36.47% 63.53% 20.17% 79.83%

正常公司 60% 93.02% 6.98% 90.00% 10.00% 78.94% 21.06%

破產公司 36.10% 63.90% 32.30% 67.70% 18.17% 81.83%

正常公司 75% 91.22% 8.78% 90.12% 9.88% 79.09% 20.91%

破產公司 33.80% 66.20% 35.07% 64.93% 23.73% 76.27%

60

訓練 45 組，測試 15 組

表 5- 34 45-15 組篩選變數方法 2 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%

FCM2 87.78% 92.11% 88.94% 87.67% 83.72% 85.33%

BP2 80.28% 83.50% 80.44% 83.17% 80.56% 85.33%

LDA2 80.00% 82.56% 78.78% 79.83% 79.11% 83.06%

奇異值選取 20

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 86.06% 91.06% 90.72% 88.33% 89.33% 85.50%

BP2 76.39% 81.72% 82.67% 81.28% 83.28% 81.61%

LDA2 75.83% 77.56% 82.56% 78.78% 78.94% 78.39%

奇異值選取 30

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 86.17% 94.00% 91.28% 88.83% 87.06% 86.00%

BP2 75.94% 84.11% 86.67% 83.72% 83.56% 85.06%

LDA2 77.22% 82.17% 82.00% 79.89% 82.28% 80.22%

奇異值選取 40

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 86.94% 94.72% 90.06% 89.83% 88.39% 86.83%

BP2 78.22% 86.78% 80.83% 84.72% 83.89% 82.67%

LDA2 79.67% 83.22% 81.11% 82.83% 80.78% 78.72%

奇異值選取 50

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 84.39% 92.72% 90.33% 88.67% 88.67% 87.56%

BP2 77.33% 87.00% 80.11% 84.11% 86.67% 83.00%

LDA2 76.06% 84.61% 79.17% 81.28% 82.67% 80.28%

奇異值選取 60

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 84.00% 92.72% 89.11% 87.89% 87.00% 84.44%

BP2 74.94% 85.11% 80.44% 82.94% 84.06% 84.22%

LDA2 74.11% 82.22% 78.94% 79.28% 80.11% 80.44%

表 5- 35 45-15 組篩選變數方法 2 加 SVD 正常與破產公司辨識率表

方法 2 預測結果 FCM2 BP2 LDA2

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% 91.33% 8.67% 82.37% 17.63% 77.78% 22.22%

破產公司 22.89% 77.11% 26.00% 74.00% 13.33% 86.67%

正常公司 15% 93.70% 6.30% 86.22% 13.78% 82.00% 18.00%

破產公司 12.67% 87.33% 24.67% 75.33% 15.78% 84.22%

正常公司 30% 96.37% 3.63% 86.89% 13.11% 78.67% 21.33%

破產公司 33.33% 66.67% 38.89% 61.11% 20.89% 79.11%

正常公司 45% 92.74% 7.26% 89.70% 10.30% 79.70% 20.30%

破產公司 27.56% 72.44% 36.44% 63.56% 19.78% 80.22%

正常公司 60% 91.78% 8.22% 87.56% 12.44% 79.33% 20.67%

破產公司 40.44% 59.56% 40.44% 59.56% 21.56% 78.44%

正常公司 75% 90.52% 9.48% 90.07% 9.93% 82.74% 17.26%

破產公司 30.22% 69.78% 28.89% 71.11% 16.00% 84.00%

20 正常公司 10% 92.81% 7.19% 79.41% 20.59% 73.19% 26.81%

破產公司 34.22% 65.78% 32.67% 67.33% 16.22% 83.78%

正常公司 15% 95.33% 4.67% 85.85% 14.15% 76.67% 23.33%

破產公司 21.78% 78.22% 30.67% 69.33% 19.78% 80.22%

61

正常公司 30% 96.52% 3.48% 87.85% 12.15% 81.56% 18.44%

破產公司 26.67% 73.33% 32.89% 67.11% 14.44% 85.56%

正常公司 45% 96.22% 3.78% 87.70% 12.30% 79.41% 20.59%

破產公司 35.33% 64.67% 38.00% 62.00% 23.11% 76.89%

正常公司 60% 95.56% 4.44% 89.78% 10.22% 79.56% 20.44%

破產公司 29.33% 70.67% 36.22% 63.78% 22.89% 77.11%

正常公司 75% 93.93% 6.07% 88.59% 11.41% 79.26% 20.74%

破產公司 39.78% 60.22% 39.33% 60.67% 24.22% 75.78%

30 正常公司 10% 91.78% 8.22% 77.93% 22.07% 74.74% 25.26%

破產公司 30.67% 69.33% 30.00% 70.00% 15.33% 84.67%

正常公司 15% 96.44% 3.56% 87.63% 12.37% 81.70% 18.30%

破產公司 13.33% 86.67% 26.44% 73.56% 16.44% 83.56%

正常公司 30% 96.74% 3.26% 91.85% 8.15% 81.56% 18.44%

破產公司 25.11% 74.89% 28.89% 71.11% 16.67% 83.33%

正常公司 45% 96.22% 3.78% 90.59% 9.41% 79.85% 20.15%

破產公司 33.33% 66.67% 36.89% 63.11% 20.00% 80.00%

正常公司 60% 95.26% 4.74% 89.33% 10.67% 82.81% 17.19%

破產公司 37.56% 62.44% 33.78% 66.22% 19.33% 80.67%

正常公司 75% 92.44% 7.56% 90.74% 9.26% 80.30% 19.70%

破產公司 33.33% 66.67% 32.00% 68.00% 20.00% 80.00%

40 正常公司 10% 88.74% 11.26% 79.78% 20.22% 77.33% 22.67%

破產公司 18.44% 81.56% 26.44% 73.56% 13.33% 86.67%

正常公司 15% 97.33% 2.67% 91.78% 8.22% 82.74% 17.26%

破產公司 13.11% 86.89% 28.22% 71.78% 15.33% 84.67%

正常公司 30% 97.41% 2.59% 86.89% 13.11% 80.52% 19.48%

破產公司 32.00% 68.00% 37.33% 62.67% 17.11% 82.89%

正常公司 45% 96.15% 3.85% 90.59% 9.41% 82.37% 17.63%

破產公司 29.11% 70.89% 32.89% 67.11% 15.78% 84.22%

正常公司 60% 94.30% 5.70% 90.22% 9.78% 80.89% 19.11%

破產公司 29.33% 70.67% 35.11% 64.89% 19.56% 80.44%

正常公司 75% 95.48% 4.52% 89.63% 10.37% 79.33% 20.67%

破產公司 39.11% 60.89% 38.22% 61.78% 23.11% 76.89%

50 正常公司 10% 90.74% 9.26% 78.81% 21.19% 72.52% 27.48%

破產公司 34.67% 65.33% 27.11% 72.89% 13.33% 86.67%

正常公司 15% 97.19% 2.81% 91.85% 8.15% 84.59% 15.41%

破產公司 20.67% 79.33% 27.56% 72.44% 15.33% 84.67%

正常公司 30% 98.07% 1.93% 87.33% 12.67% 79.85% 20.15%

破產公司 32.89% 67.11% 41.56% 58.44% 22.89% 77.11%

正常公司 45% 95.19% 4.81% 88.89% 11.11% 80.96% 19.04%

破產公司 30.89% 69.11% 30.22% 69.78% 17.78% 82.22%

正常公司 60% 94.00% 6.00% 91.04% 8.96% 82.22% 17.78%

破產公司 27.33% 72.67% 26.44% 73.56% 16.00% 84.00%

正常公司 75% 94.89% 5.11% 88.96% 11.04% 81.19% 18.81%

破產公司 34.44% 65.56% 34.89% 65.11% 22.44% 77.56%

60 正常公司 10% 89.78% 10.22% 75.63% 24.37% 70.37% 29.63%

破產公司 33.33% 66.67% 27.11% 72.89% 14.67% 85.33%

正常公司 15% 96.22% 3.78% 89.48% 10.52% 81.48% 18.52%

破產公司 17.78% 82.22% 28.00% 72.00% 15.56% 84.44%

正常公司 30% 97.41% 2.59% 87.11% 12.89% 78.00% 22.00%

破產公司 35.78% 64.22% 39.56% 60.44% 18.22% 81.78%

正常公司 45% 96.52% 3.48% 89.48% 10.52% 79.41% 20.59%

破產公司 38.00% 62.00% 36.67% 63.33% 21.11% 78.89%

正常公司 60% 95.04% 4.96% 89.93% 10.07% 80.67% 19.33%

破產公司 37.11% 62.89% 33.56% 66.44% 21.56% 78.44%

正常公司 75% 93.41% 6.59% 90.15% 9.85% 80.44% 19.56%

破產公司 42.44% 57.56% 33.56% 66.44% 19.56% 80.44%

62

訓練 50 組，測試 10 組

表 5- 36 50-10 組篩選變數方法 2 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%

FCM2 85.50% 92.83% 92.33% 85.67% 84.25% 87.17%

BP2 76.08% 82.50% 83.17% 80.25% 82.58% 84.92%

LDA2 76.33% 80.25% 82.92% 78.08% 78.75% 80.33%

奇異值選取 20

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 86.92% 92.08% 89.67% 89.25% 91.33% 85.42%

BP2 78.00% 84.00% 81.67% 83.00% 84.08% 82.33%

LDA2 78.42% 80.92% 78.83% 79.50% 80.92% 81.17%

奇異值選取 30

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 86.17% 93.50% 91.75% 88.83% 88.33% 83.00%

BP2 76.17% 83.00% 84.08% 84.25% 84.42% 80.08%

LDA2 76.42% 79.17% 79.08% 80.58% 82.33% 77.25%

奇異值選取 40

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 84.92% 95.58% 91.08% 86.67% 90.58% 84.58%

BP2 75.92% 86.58% 83.50% 80.08% 83.50% 81.83%

LDA2 74.33% 85.67% 83.92% 79.08% 77.83% 78.25%

奇異值選取 50

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 89.25% 94.08% 91.42% 90.42% 87.83% 85.92%

BP2 81.42% 85.00% 84.75% 83.33% 80.58% 83.83%

LDA2 79.42% 83.50% 82.50% 80.92% 78.42% 82.75%

奇異值選取 60

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 88.58% 93.67% 91.17% 88.50% 88.92% 86.08%

BP2 79.25% 85.00% 82.08% 84.08% 82.25% 82.33%

LDA2 78.42% 81.58% 81.17% 80.67% 81.50% 78.50%

表 5- 37 50-10 組篩選變數方法 2 加 SVD 正常與破產公司辨識率表

方法 2 預測結果 FCM2 BP2 LDA2

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% 88.78% 11.22% 79.11% 20.89% 73.33% 26.67%

破產公司 24.33% 75.67% 33.00% 67.00% 14.67% 85.33%

正常公司 15% 95.67% 4.33% 86.11% 13.89% 79.33% 20.67%

破產公司 15.67% 84.33% 28.33% 71.67% 17.00% 83.00%

正常公司 30% 97.78% 2.22% 88.44% 11.56% 81.22% 18.78%

破產公司 24.00% 76.00% 32.67% 67.33% 12.00% 88.00%

正常公司 45% 91.67% 8.33% 87.78% 12.22% 79.22% 20.78%

破產公司 32.33% 67.67% 42.33% 57.67% 25.33% 74.67%

正常公司 60% 91.89% 8.11% 89.56% 10.44% 79.78% 20.22%

破產公司 38.67% 61.33% 38.33% 61.67% 24.33% 75.67%

正常公司 75% 95.33% 4.67% 89.89% 10.11% 79.67% 20.33%

破產公司 37.33% 62.67% 30.00% 70.00% 17.67% 82.33%

20 正常公司 10% 91.11% 8.89% 80.44% 19.56% 74.67% 25.33%

破產公司 25.67% 74.33% 29.33% 70.67% 10.33% 89.67%

正常公司 15% 94.00% 6.00% 86.11% 13.89% 80.00% 20.00%

破產公司 13.67% 86.33% 22.33% 77.67% 16.33% 83.67%

正常公司 30% 97.78% 2.22% 88.78% 11.22% 78.33% 21.67%

破產公司 34.67% 65.33% 39.67% 60.33% 19.67% 80.33%

正常公司 45% 97.22% 2.78% 88.11% 11.89% 78.00% 22.00%

破產公司 34.67% 65.33% 32.33% 67.67% 16.00% 84.00%

63

正常公司 60% 96.78% 3.22% 90.44% 9.56% 80.56% 19.44%

破產公司 25.00% 75.00% 35.00% 65.00% 18.00% 82.00%

正常公司 75% 93.22% 6.78% 88.44% 11.56% 81.56% 18.44%

破產公司 38.00% 62.00% 36.00% 64.00% 20.00% 80.00%

30 正常公司 10% 91.78% 8.22% 80.33% 19.67% 73.33% 26.67%

破產公司 30.67% 69.33% 36.33% 63.67% 14.33% 85.67%

正常公司 15% 95.89% 4.11% 87.22% 12.78% 79.44% 20.56%

破產公司 13.67% 86.33% 29.67% 70.33% 21.67% 78.33%

正常公司 30% 97.56% 2.44% 89.22% 10.78% 78.89% 21.11%

破產公司 25.67% 74.33% 31.33% 68.67% 20.33% 79.67%

正常公司 45% 97.00% 3.00% 89.78% 10.22% 80.11% 19.89%

破產公司 35.67% 64.33% 32.33% 67.67% 18.00% 82.00%

正常公司 60% 95.56% 4.44% 91.22% 8.78% 82.89% 17.11%

破產公司 33.33% 66.67% 36.00% 64.00% 19.33% 80.67%

正常公司 75% 93.33% 6.67% 86.56% 13.44% 77.33% 22.67%

破產公司 48.00% 52.00% 39.33% 60.67% 23.00% 77.00%

40 正常公司 10% 92.33% 7.67% 80.11% 19.89% 70.22% 29.78%

破產公司 37.33% 62.67% 36.67% 63.33% 13.33% 86.67%

正常公司 15% 97.89% 2.11% 90.22% 9.78% 85.22% 14.78%

破產公司 11.33% 88.67% 24.33% 75.67% 13.00% 87.00%

正常公司 30% 97.44% 2.56% 89.33% 10.67% 84.00% 16.00%

破產公司 28.00% 72.00% 34.00% 66.00% 16.33% 83.67%

正常公司 45% 96.56% 3.44% 87.00% 13.00% 78.89% 21.11%

破產公司 43.00% 57.00% 40.67% 59.33% 20.33% 79.67%

正常公司 60% 95.89% 4.11% 90.11% 9.89% 78.11% 21.89%

破產公司 25.33% 74.67% 36.33% 63.67% 23.00% 77.00%

正常公司 75% 93.56% 6.44% 88.44% 11.56% 78.33% 21.67%

破產公司 42.33% 57.67% 38.00% 62.00% 22.00% 78.00%

50 正常公司 10% 95.44% 4.56% 82.56% 17.44% 77.00% 23.00%

破產公司 29.33% 70.67% 22.00% 78.00% 13.33% 86.67%

正常公司 15% 97.11% 2.89% 88.67% 11.33% 82.00% 18.00%

破產公司 15.00% 85.00% 26.00% 74.00% 12.00% 88.00%

正常公司 30% 98.11% 1.89% 91.22% 8.78% 82.67% 17.33%

破產公司 28.67% 71.33% 34.67% 65.33% 18.00% 82.00%

正常公司 45% 96.56% 3.44% 89.33% 10.67% 79.33% 20.67%

破產公司 28.00% 72.00% 34.67% 65.33% 14.33% 85.67%

正常公司 60% 95.67% 4.33% 87.44% 12.56% 80.33% 19.67%

破產公司 35.67% 64.33% 40.00% 60.00% 27.33% 72.67%

正常公司 75% 93.11% 6.89% 89.56% 10.44% 83.11% 16.89%

破產公司 35.67% 64.33% 33.33% 66.67% 18.33% 81.67%

60 正常公司 10% 92.44% 7.56% 81.78% 18.22% 75.33% 24.67%

破產公司 23.00% 77.00% 28.33% 71.67% 12.33% 87.67%

正常公司 15% 96.33% 3.67% 88.89% 11.11% 81.33% 18.67%

破產公司 14.33% 85.67% 26.67% 73.33% 17.67% 82.33%

正常公司 30% 98.44% 1.56% 88.44% 11.56% 82.00% 18.00%

破產公司 30.67% 69.33% 37.00% 63.00% 21.33% 78.67%

正常公司 45% 96.44% 3.56% 89.67% 10.33% 79.89% 20.11%

破產公司 35.33% 64.67% 32.67% 67.33% 17.00% 83.00%

正常公司 60% 95.56% 4.44% 88.67% 11.33% 80.11% 19.89%

破產公司 31.00% 69.00% 37.00% 63.00% 14.33% 85.67%

正常公司 75% 93.89% 6.11% 88.00% 12.00% 79.00% 21.00%

破產公司 37.33% 62.67% 34.67% 65.33% 23.00% 77.00%

64

篩選變數方法 2 加入 SVD 差異

因為上一小節各組最佳實驗的結果不是分佈在固定的奇異值數量，因此，我們取上 一小節的各組的最佳的實驗結果來比較未分組加入 SVD 的辨識率增加了多少。

訓練 35 組，測試 25 組

圖 5- 9 35-25 組篩選變數方法 2 加 SVD 辨識率折線圖比較

表 5- 38 35-25 組篩選變數方法 2 總辨識率 方法 2

組別 35-25

方法\篩選變數百分比 10% 15% 30% 45% 60% 75%

FCM2 84.70% 92.87% 90.37% 85.30% 85.77% 86.03%

BP2 73.80% 87.80% 82.50% 82.57% 81.93% 83.60%

LDA2 77.20% 82.47% 80.73% 77.60% 79.23% 79.17%

表 5- 39 35-25 組篩選變數方法 2 加 SVD 總辨識率 方法 2+SVD

奇異值選取 20

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 83.73% 92.37% 87.10% 89.07% 87.03% 87.43%

BP2 75.67% 82.90% 79.80% 85.57% 82.90% 85.67%

LDA2 74.90% 80.80% 76.63% 81.27% 79.43% 80.57%

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 FCM2

SVD+FCM2

BP2

SVD+BP2

LDA2

SVD+LDA2

65

訓練 40 組，測試 20 組

圖 5- 10 40-20 組篩選變數方法 2 加 SVD 辨識率折線圖比較

表 5- 40 40-20 組篩選變數方法 2 總辨識率 方法 2

組別 40-20

方法\篩選變數百分比 10% 15% 30% 45% 60% 75%

FCM2 85.63% 91.71% 88.79% 86.21% 84.50% 86.67%

BP2 74.25% 81.33% 81.17% 81.21% 81.54% 84.92%

LDA2 75.50% 81.33% 79.13% 78.71% 78.46% 81.04%

表 5- 41 40-20 組篩選變數方法 2 加 SVD 總辨識率 方法 2+SVD

奇異值選取 50

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 85.08% 92.40% 89.30% 87.55% 86.22% 84.63%

BP2 77.50% 84.80% 82.85% 83.69% 82.48% 82.78%

LDA2 78.13% 82.11% 78.68% 81.81% 80.67% 78.48%

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

40-20 組SVD比較圖 FCM2

SVD+FCM2

BP2

SVD+BP2

LDA2

SVD+LDA2

66

訓練 45 組，測試 15 組

圖 5- 11 40-20 組篩選變數方法 2 加 SVD 辨識率折線圖比較

表 5- 42 45-15 組篩選變數方法 2 總辨識率 方法 2

組別 45-15

方法\篩選變數百分比 10% 15% 30% 45% 60% 75%

FCM2 82.17% 92.89% 90.94% 88.17% 86.83% 87.06%

BP2 72.50% 84.72% 82.83% 83.00% 82.17% 84.39%

LDA2 68.33% 81.56% 82.22% 80.50% 80.06% 80.50%

表 5- 43 45-15 篩選變數方法 2 加 SVD 總辨識率 方法 2+SVD

奇異值選取 40

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 86.94% 94.72% 90.06% 89.83% 88.39% 86.83%

BP2 78.22% 86.78% 80.83% 84.72% 83.89% 82.67%

LDA2 79.67% 83.22% 81.11% 82.83% 80.78% 78.72%

60.00%

70.00%

80.00%

90.00%

100.00%

10% 15% 30% 45% 60% 75%

總辨識 率

選取變數百分比

45-15組SVD比較圖 FCM2

SVD+FCM2

BP2

SVD+BP2

LDA2

SVD+LDA2

67

訓練 50 組，測試 10 組

圖 5- 12 50-10 組篩選變數方法 2 加 SVD 辨識率折線圖比較

表 5- 44 50-10 組篩選變數方法 2 總辨識率 方法 2

組別 50-10

方法\篩選變數百分比 10% 15% 30% 45% 60% 75%

FCM2 81.25% 92.50% 92.67% 83.50% 90.17% 87.42%

BP2 67.50% 82.92% 85.00% 83.75% 85.83% 84.92%

LDA2 72.25% 78.92% 83.08% 81.50% 81.75% 83.75%

表 5- 45 50-10 組篩選變數方法 2 加 SVD 總辨識率 方法 2+SVD

奇異值選取 40

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 84.92% 95.58% 91.08% 86.67% 90.58% 84.58%

BP2 75.92% 86.58% 83.50% 80.08% 83.50% 81.83%

LDA2 74.33% 85.67% 83.92% 79.08% 77.83% 78.25%

65.00%

75.00%

85.00%

95.00%

105.00%

10% 15% 30% 45% 60% 75%

總辨識 率

選取變數百分比

50-10組SVD比較圖 FCM2

SVD+FCM2

BP2

SVD+BP2

LDA2

SVD+LDA2

68

表 5- 46 篩選變數方法 2 總辨識率 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%

表 5- 47 篩選變數方法 2 加 SVD 總辨識率 方法 2+SVD

奇異值選取 總平均

方法\篩選變數比% 10% 15% 30% 45% 60% 75%

FCM2 85.17% 93.77% 89.38% 88.28% 88.06% 85.87%

BP2 76.83% 85.27% 81.75% 83.52% 83.19% 83.24%

LDA2 76.76% 82.95% 80.08% 81.25% 79.68% 79.01%

由上表的結果顯示，我們觀察最高辨識率，幾乎都在是集中在選取變數比在 15%的 時候，所以我們選取這個的結果來分析實驗結果。除了 35-25 這組的原始辨識率 92.87%，

使用 SVD 矩陣重建 92.37%，辨識率降了 0.5%，其它組的辨識率都是提高的。40-20 組 由 91.71%提升至 92.4%，45-15 組由 92.8%提升至 94.27%，50-10 組由 92.5%提升至 95.8%。

所以，由上述的實驗結果，我們觀察到我們使用 SVD 的方法作資料重建，是可以提升 FCM 方法的辨識率。至於 BP 與 LDA 方面，加入 SVD 的方法作資料重建對辨識的結果 影響不是很大。

69

在文檔中 中 華 大 學 (頁 67-80)