A simple method is given to calculate the multivariate process capability index Cp * as defined by Taam et al. (1993) and discussed by Kotz & Johnson (1993). It is shown that using this index is equivalent to using the smallest univariate Cp -value to determine the capability of a process.

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...

We propose a computer intensive method for linear dimension reduction which minimizes the classification error directly. Simulated annealing (Bohachevsky et al 1986) as a modern optimization technique is used to solve this problem effectively. This approach easily allows to incorporate user...

We propose multivariate classification as a statistical tool to describe business cycles. These cycles are often analyzed as a univariate phenomenon in terms of GNP or industrial net production ignoring additional information in other economic variables. Multivariate classification overcomes...

We propose a new information theoretically based optimization criterion for the estimation of mixture density models and compare it with other methods based on maximum likelihood and maximum a posterio estimation. For the optimization, we employ an evolutionary algorithm which estimates both...

Thirteen Stylized Facts of the german economy are studied with different descriptive statistical methods. The results of this study are considered with respect to other results from Project B3 Multivariate Bestimmung und Untersuchung von Konjunkturzyklen.