研究文章
金融期货预测使用模糊粗糙集和合成少数过采样技术
表6
F1-measure基准测试的结果和方法SMOTE-FRS。
|
| 方法 |
SMOTE-SVM |
SMOTE-ANN |
SMOTE-RF |
SMOTE-XGBoost |
SMOTE-MLP |
FRS-no-SMOTE |
SMOTE-FRS |
|
| 期1 |
68.92% |
65.77% |
60.53% |
61.39% |
65.79% |
38.10% |
65.67% |
| 第二阶段 |
61.31% |
51.69% |
66.67% |
56.10% |
62.30% |
60.00% |
65.12% |
| 期3 |
59.20% |
64.58% |
61.54% |
63.92% |
64.46% |
60.87% |
66.67% |
| 期4 |
53.10% |
60.61% |
57.63% |
66.67% |
72.41% |
50.00% |
66.30% |
| 平均 |
60.63% |
60.66% |
61.59% |
62.02% |
66.24% |
52.24% |
65.94% |
|
|
