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This paper illustrates the Support Vector Method for the classification problem with two and more classes. In particular, the multi-class classification Support Vector Method of Weston and Watkins (1998) is correctly formulated as a quadratic optimization problem. Then, the method is applied to...
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Wie schon vor einem Jahr wurde die aktuelle Konjunkturprognose (Anfang 1999) in das RWI Klassifikationsschema eingeordnet. Danach liegt die wirtschaftliche Entwicklung des Zeitraums 1998-3 bis 2000-4 im Grenzbereich zwischen Aufschwung und oberem Wendepunkt. Vor einem Jahr war die damalige...
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When comparing methods for classification, often the rating relies on their prediction accuracy alone. One reason for this is that this is the aspect that can be most easily measured. Yet, often one wants to learn more about the problem than only how to predict. The interpretation of the...
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Ergebnisse einer multivariaten Diskriminanzanalyse mit VGR- und mit ifo Daten (Urteils- und Antizipationsdaten für den …
Persistent link: https://www.econbiz.de/10001625708
In this paper, we examine the German business cycle (from 1955 to 1994) in order to identify univariate and multivariate outliers as well as influence points corresponding to Linear Discriminant Analysis. The locations of the corresponding observations are compared and economically interpreted.
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