A novel PPGA-based clustering analysis method for business cycle indicator selection

doi:10.1007/s11704-009-0023-5

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	A novel PPGA-based clustering analysis method for business cycle indicator selection
	Zhang, Dabin 1,2; Yu, Lean 1; Wang, Shouyang 1; Song, Yingwen 3
	2009-06-01
发表期刊	FRONTIERS OF COMPUTER SCIENCE IN CHINA
ISSN	1673-7350
卷号	3 期号:2 页码:217-225
摘要	A new clustering analysis method based on the pseudo parallel genetic algorithm (PPGA) is proposed for business cycle indicator selection. In the proposed method, the category of each indicator is coded by real numbers, and some illegal chromosomes are repaired by the identification and restoration of empty class. Two mutation operators, namely the discrete random mutation operator and the optimal direction mutation operator, are designed to balance the local convergence speed and the global convergence performance, which are then combined with migration strategy and insertion strategy. For the purpose of verification and illustration, the proposed method is compared with the K-means clustering algorithm and the standard genetic algorithms via a numerical simulation experiment. The experimental result shows the feasibility and effectiveness of the new PPGA-based clustering analysis algorithm. Meanwhile, the proposed clustering analysis algorithm is also applied to select the business cycle indicators to examine the status of the macro economy. Empirical results demonstrate that the proposed method can effectively and correctly select some leading indicators, coincident indicators, and lagging indicators to reflect the business cycle, which is extremely operational for some macro economy administrative managers and business decision-makers.
关键词	Genetic algorithm pseudo parallel genetic algorithm clustering analysis business cycle
DOI	10.1007/s11704-009-0023-5
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Information Systems ; Computer Science, Software Engineering ; Computer Science, Theory & Methods
WOS记录号	WOS:000207971000008
出版者	HIGHER EDUCATION PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9052
专题	中国科学院数学与系统科学研究院
通讯作者	Yu, Lean
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Huazhong Normal Univ, Dept Informat Management, Wuhan 430079, Peoples R China 3.Informat Technol Res Inst, Ibaraki 3058568, Japan
推荐引用方式 GB/T 7714	Zhang, Dabin,Yu, Lean,Wang, Shouyang,et al. A novel PPGA-based clustering analysis method for business cycle indicator selection[J]. FRONTIERS OF COMPUTER SCIENCE IN CHINA,2009,3(2):217-225.
APA	Zhang, Dabin,Yu, Lean,Wang, Shouyang,&Song, Yingwen.(2009).A novel PPGA-based clustering analysis method for business cycle indicator selection.FRONTIERS OF COMPUTER SCIENCE IN CHINA,3(2),217-225.
MLA	Zhang, Dabin,et al."A novel PPGA-based clustering analysis method for business cycle indicator selection".FRONTIERS OF COMPUTER SCIENCE IN CHINA 3.2(2009):217-225.