基于主成分和数据包络的决策支持系统  

Decision Support System Based on Principal Component and Data Envelopment

作　　者：杨光煜[1] 李婧[1] 

机构地区：[1]天津财经大学管理信息系统系,天津300222

出　　处：《微计算机信息》2010年第33期23-25,共3页Control & Automation

摘　　要：为了预测并降低企业的财务危机,本文提出一个用于财务危机管理的决策支持系统。该系统综合应用主成分分析和数据包络分析两种方法的基本原理,使得主成分分析法的降维特性和数据包络分析法的多目标决策性得以在财务危机预警管理中充分体现出来。这不仅丰富与完善了财务预警分析及决策支持系统的理论与方法,而且为企业规避潜在风险提供了决策支持。To predict and reduce the enterprises’ financial crisis, this paper introduces a decision support system for financial crisis management. In this system, two basic principles are applied. They are methods of Principal Component Analysis and Data Envelopment Analysis. This fully reflects the reduced-feature of principal component analysis and the multi-objective decision-making feature of data envelopment analysis in the financial crisis early warning management. This not only can enrich and improve the theories and methods of financial early-warning analysis and decision support system, but also can provide decision supports to avoid the potential risks for enterprises.

关 键 词：主成分分析 数据包络分析 企业危机预警 财务危机 决策支持系统 

分 类 号：TP315[自动化与计算机技术—计算机软件与理论]