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In this paper business cycles are considered as a multivariate phenomenon and not as a univariate one determined e.g. by the GNP. The subject is to look for the number of phases of a business cycle, which can be motivated by the number of clusters in a given dataset of macro-economic variables....
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In this work we introduce a method for classification and visualization. In contrast to simultaneous methods like e.g. Kohonen SOM this new approach, called KMC/EDAM, runs through two stages. In the first stage the data is clustered by classical methods like K-means clustering. In the second...
Persistent link: https://www.econbiz.de/10002569952
We introduce the idea of Characteristic Regions to solve a classification problem. By identifying regions in which classes are dense (i.e. many observations) and also relevant (for discrimination) we can characterize the different classes. These Characteristic Regions are used to generate a...
Persistent link: https://www.econbiz.de/10002569993
This paper deals with the problem of the discrimination between wellpredictable and not-well-predictable time series. One criterion for the separation is given by the size of the Lyapunov exponent, which was originally defined for deterministic systems. However, the Lyapunov exponent can also be...
Persistent link: https://www.econbiz.de/10002569996
This paper analyses the influence of 13 stylized facts of the German economy on the West German business cycles from 1955 to 1994. The method used in this investigation is Statistical Experimental Design with orthogonal factors. We are looking for all existing Plackett-Burman designs realizable...
Persistent link: https://www.econbiz.de/10002570017
In order to group the observations of a data set into a given number of clusters, an ‘optimal’ subset out of a greater number of explanatory variables is to be selected. The problem is approached by maximizing a quality measure under certain restrictions that are supposed to keep the subset...
Persistent link: https://www.econbiz.de/10002570068
The issue of suitable similarity measures for a particular kind of genetic data so called SNP data arises from the GENICA (Interdisciplinary Study Group on Gene Environment Interaction and Breast Cancer in Germany) case-control study of sporadic breast cancer. The GENICA study aims to...
Persistent link: https://www.econbiz.de/10003085136
The issue of suitable similarity measures for a particular kind of genetic data - so called SNP data - arises, e.g., from the GENICA (The Interdisciplinary Study Group on Gene Environmental Interactions and Breast Cancer in Germany) case-control study of sporadic breast cancer. The GENICA study...
Persistent link: https://www.econbiz.de/10002755588