Arbeitspapier

Experimental Design for Variable Selection in data bases

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 by coded observations of these data. The plans are then analysed by regression with forward selection and various classification methods to extract the relevant variables for separating upswing and downswing of the cycles. The results are compared with already existing studies on this topic.

Language
Englisch

Bibliographic citation
Series: Technical Report ; No. 2004,72

Subject
Mustererkennung
Experiment
Konjunktur
Zeitreihenanalyse
Theorie
Deutschland
Klassifikationsanalyse

Event
Geistige Schöpfung
(who)
Pumplün, Constanze
Weihs, Claus
Preusser, Andrea
Event
Veröffentlichung
(who)
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
(where)
Dortmund
(when)
2004

Handle
Last update
10.03.2025, 11:41 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Pumplün, Constanze
  • Weihs, Claus
  • Preusser, Andrea
  • Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen

Time of origin

  • 2004

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