系统管理学报2009，Vol.18Issue(3)：241-248,260,9.
时间序列判别分析技术和指数加权移动平均控制图模型在公司财务危机预警中的应用
Theory and Application of TSDA and EWMA in Financial Distress Prediction
摘要
Abstract
TSDA(times series discriminants analysis), put forward in 1990s, is used to judge the evolving distances between variants. Difference from the static distance judgment method in classic statistics, TSDA is a dynamic judgment method. EWMA is a mature theory which is widely applied in quality management. This paper combines the two theories to build the prediction model of corporate financial distress.关键词
时间序列判别分析/指数加权移动平均控制图/财务危机Key words
times series discriminants analysis(TSDA)/EWMA/financial distress分类
管理科学引用本文复制引用
陈磊,任若恩..时间序列判别分析技术和指数加权移动平均控制图模型在公司财务危机预警中的应用[J].系统管理学报,2009,18(3):241-248,260,9.基金项目
国家自然科学基金创新研究群体基金资助项目(70521001) （70521001）
