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Pattern classification using principal components regression

Author

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  • Ciuiu, Daniel

Abstract

In this paper we will classify patterns using an algorithm analogous to the k-means algorithm and the principal components regression (PCR). We will also present a financial application in which we apply PCR if the points represent the interests for accounts with different terms.

Suggested Citation

  • Ciuiu, Daniel, 2008. "Pattern classification using principal components regression," MPRA Paper 15360, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:15360
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    File URL: https://mpra.ub.uni-muenchen.de/15360/1/MPRA_paper_15360.pdf
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    Citations

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    Cited by:

    1. Albu, Lucian-Liviu & Ciuiu, Daniel, 2009. "A method to evaluate composite performance indices based on variance-covariance matrix," MPRA Paper 19979, University Library of Munich, Germany, revised Aug 2009.
    2. Ciuiu, Daniel, 2008. "Pattern Classification Using Secondary Components Perceptron and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(2), pages 51-66, June.
    3. Ciuiu, Daniel, 2010. "Informational Criteria for the Homoscedasticity of Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 231-244, July.

    More about this item

    Keywords

    Principal components regression; pattern classification; k-means;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
    • C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics

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