Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/136767


Title: 結合spline及分箱方式之廣義線性模型預測
Generalized linear model prediction combined with spline and binning method
Authors: 楊翔宇
Yang, Shiang-Yu
Contributors: 黃子銘
Huang, Tzee-Ming
楊翔宇
Yang, Shiang-Yu
Keywords: 無母數方法
變數選取
分段多項式
節點選取
分箱方法
B-spline
Nonparametric method
Piecewise polynomial
Variable selection
Knot selection
WOE of binning
Binning method
Date: 2021
Issue Date: 2021-08-05 10:12:41 (UTC+8)
Abstract: 在日常生活中,總是要面臨許多資料。大部分的資料都是夾雜著類別型變數以及連續型變數的資料。針對這種資料,提出了一個方式可以對自變數稍作些許處理,並以處理後的自變數加以預測資料,達到不錯的效果。
本研究方法將會使用R語言以針對銀行信用卡違約付款的資料作為主要的研究對象。以下個月是否有違約行為作為反應變數,其反應變數以1(有違約行為)、0(無違約行為)做為表示。利用模型可以從中了解信用卡用戶的基本訊息影響違約行為與否的機率,供以衡量信用卡用戶未來將會違約的機率,以幫助銀行對這些客戶進行限制,以降低銀行虧損的風險。
In our daily lives, we always have to face a great amount of large datasets. Most of them are combined with categorical variables and continuous variables. Regarding this type of data, we proposed a method for model construction and prediction.
The proposed method is applied to the data of bank credit card default payments as the main research object. The response variable is the payment situation in the following months. “1” means the user with breach of contract and “0” means without breach of contract. Using the model, we can understand the association between the basic information of credit card users and their default behavior, which can be used to measure the probabilities that credit card users will default in the future, so as to help banks monitor customers and reduce the risk of bank losses.
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Description: 碩士
國立政治大學
統計學系
108354008
Source URI: http://thesis.lib.nccu.edu.tw/record/#G0108354008
Data Type: thesis
Appears in Collections:[統計學系] 學位論文

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