Prediction Optimal Classification of Business Phases

Linear Discriminant Analysis (LDA) performs well for classifica- tion of business phases – even though the premises of an LDA are not met. As the variables are highly correlated there are numerical as well as interpretational shortcomings. By transforming the classification problem to a regression setting both problems can be addressed by a computer-intensive prediction oriented method which also improves the classification performance.

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Year of publication:	2005
Authors:	Weihs, Claus ; Luebke, Karsten
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Konjunktur \| Zeitreihenanalyse \| Diskriminanzanalyse \| Clusteranalyse \| Theorie

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Series:	Technical Report ; 2005,41
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	504213121 [GVK] hdl:10419/22631 [Handle] RePEc:zbw:sfb475:200541 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010296702