IDEAS home Printed from https://ideas.repec.org/a/gam/jsusta/v17y2025i6p2561-d1612361.html
   My bibliography  Save this article

Evaluation of Reclamation Soil Quality in Coal Mining Subsidence Area Based on CA-CDA-PCA-MF

Author

Listed:
  • Shiliang Liu

    (School of Civil Engineering, Shandong University, Jinan 250061, China)

  • Yusheng Zheng

    (School of Civil Engineering, Shandong University, Jinan 250061, China)

  • Xueqiang Lv

    (Shandong Ding’an Testing Co., Ltd., Jinan 250032, China)

  • Bochao An

    (Shandong Ding’an Testing Co., Ltd., Jinan 250032, China)

  • Zhichao Huo

    (Shandong Ding’an Testing Co., Ltd., Jinan 250032, China)

  • Fangru Guo

    (Shandong Ding’an Testing Co., Ltd., Jinan 250032, China)

  • Chen Chao

    (School of Civil Engineering, Shandong University, Jinan 250061, China)

  • Deqiang Mao

    (School of Civil Engineering, Shandong University, Jinan 250061, China)

Abstract

Soil reclamation is essential for restoring the ecological environment in coal mining subsidence areas, with reclaimed soil quality serving as a key indicator of success. Traditional evaluation methods often rely on subjective judgment, leading to potential biases. This study proposes an approach combining cluster analysis (CA), correlation degree analysis (CDA), principal component analysis (PCA), and membership function (MF) to evaluate soil reclamation quality in the Ezhuang subsidence area, Shandong Province, China. A minimum dataset (MDS) was established, including seven indicators: exchangeable magnesium, total nitrogen, available copper, available manganese, zinc, free iron, and available silicon. Soil quality indices (SQIs) were calculated using membership functions, revealing moderate soil quality across the reclamation area, with significant spatial variations. The northeastern section exhibited relatively good soil quality, while the northwestern and southeastern sections were poorer. Key factors influencing soil quality included variations in organic matter, exchangeable magnesium, and available copper. The accuracy of the CA-CDA-PCA-MF method was validated, with a coefficient of determination (R 2 ) of 0.877 and a coefficient of deviation (CV) of 0.053, demonstrating its reliability. This method provides a robust tool for evaluating and improving soil restoration in mining areas, with potential applications in similar reclamation projects.

Suggested Citation

  • Shiliang Liu & Yusheng Zheng & Xueqiang Lv & Bochao An & Zhichao Huo & Fangru Guo & Chen Chao & Deqiang Mao, 2025. "Evaluation of Reclamation Soil Quality in Coal Mining Subsidence Area Based on CA-CDA-PCA-MF," Sustainability, MDPI, vol. 17(6), pages 1-18, March.
  • Handle: RePEc:gam:jsusta:v:17:y:2025:i:6:p:2561-:d:1612361
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2071-1050/17/6/2561/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2071-1050/17/6/2561/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Johnstone, Iain M. & Lu, Arthur Yu, 2009. "On Consistency and Sparsity for Principal Components Analysis in High Dimensions," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 682-693.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Puyi Fang & Zhaoxing Gao & Ruey S. Tsay, 2023. "Determination of the effective cointegration rank in high-dimensional time-series predictive regressions," Papers 2304.12134, arXiv.org, revised Apr 2023.
    2. Candelon, B. & Hurlin, C. & Tokpavi, S., 2012. "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
    3. Fan, Jianqing & Jiang, Bai & Sun, Qiang, 2022. "Bayesian factor-adjusted sparse regression," Journal of Econometrics, Elsevier, vol. 230(1), pages 3-19.
    4. Yata, Kazuyoshi & Aoshima, Makoto, 2013. "PCA consistency for the power spiked model in high-dimensional settings," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 334-354.
    5. Asai, Manabu & McAleer, Michael, 2015. "Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance," Journal of Econometrics, Elsevier, vol. 189(2), pages 251-262.
    6. Maillet, Bertrand & Tokpavi, Sessi & Vaucher, Benoit, 2015. "Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach," European Journal of Operational Research, Elsevier, vol. 244(1), pages 289-299.
    7. Wang, Shao-Hsuan & Huang, Su-Yun, 2022. "Perturbation theory for cross data matrix-based PCA," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
    8. Namvar, Ethan & Phillips, Blake & Pukthuanthong, Kuntara & Raghavendra Rau, P., 2016. "Do hedge funds dynamically manage systematic risk?," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 1-15.
    9. Li, Weiming & Gao, Jing & Li, Kunpeng & Yao, Qiwei, 2016. "Modelling multivariate volatilities via latent common factors," LSE Research Online Documents on Economics 68121, London School of Economics and Political Science, LSE Library.
    10. Silin, Igor & Spokoiny, Vladimir, 2018. "Bayesian inference for spectral projectors of covariance matrix," IRTG 1792 Discussion Papers 2018-027, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    11. Barigozzi, Matteo & Trapani, Lorenzo, 2020. "Sequential testing for structural stability in approximate factor models," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 5149-5187.
    12. Steland, Ansgar, 2020. "Testing and estimating change-points in the covariance matrix of a high-dimensional time series," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
    13. Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
    14. Lam, Clifford & Yao, Qiwei & Bathia, Neil, 2011. "Estimation of latent factors for high-dimensional time series," LSE Research Online Documents on Economics 31549, London School of Economics and Political Science, LSE Library.
    15. Kristoffer Herland Hellton & Magne Thoresen, 2014. "The Impact of Measurement Error on Principal Component Analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 1051-1063, December.
    16. Zhaoxing Gao & Ruey S. Tsay, 2020. "A Two-Way Transformed Factor Model for Matrix-Variate Time Series," Papers 2011.09029, arXiv.org.
    17. Ziwei Zhu & Tengyao Wang & Richard J. Samworth, 2022. "High‐dimensional principal component analysis with heterogeneous missingness," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 2000-2031, November.
    18. Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020. "Empirical Asset Pricing via Machine Learning," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2223-2273.
    19. Ahmed Abdul Quadeer & David Morales-Jimenez & Matthew R McKay, 2018. "Co-evolution networks of HIV/HCV are modular with direct association to structure and function," PLOS Computational Biology, Public Library of Science, vol. 14(9), pages 1-29, September.
    20. Lee Woojoo & Lee Donghwan & Lee Youngjo & Pawitan Yudi, 2011. "Sparse Canonical Covariance Analysis for High-throughput Data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-24, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jsusta:v:17:y:2025:i:6:p:2561-:d:1612361. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.