Dynamic Bayesian Networks for Classification of Business Cycles (1999)
by
Ursula Sondhauss
,
Claus Weihs
| Citations: | 2 - 0 self |
BibTeX
@TECHREPORT{Sondhauss99dynamicbayesian,
author = {Ursula Sondhauss and Claus Weihs},
title = {Dynamic Bayesian Networks for Classification of Business Cycles},
institution = {},
year = {1999}
}
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Abstract
We use Dynamic Bayesian networks to classify business cycle phases. We compare classifiers generated by learning the Dynamic Bayesian network structure on different sets of admissible network structures. Included are sets of network structures of the Tree Augmented Naive Bayes (TAN) classifiers of Friedman, Geiger, and Goldszmidt (1997) adapted for dynamic domains. The performance of the developed classifiers on the given data was modest.
