Prediction Optimal Classification of Business Phases

Claus Weihs and Karsten Luebke

No 2005,41, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: 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.

Date: 2005
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