Project information
Classification models and the assessment of their predictive properties
- Project Identification
- GA402/04/1308
- Project Period
- 1/2004 - 12/2006
- Investor / Pogramme / Project type
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Czech Science Foundation
- Standard Projects
- MU Faculty or unit
- Faculty of Science
- Keywords
- classification,discrimination,prediction,expected costs,ROC,AUC
- Cooperating Organization
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University Hradec Králové
- Responsible person RNDr. Hana Skalská, CSc.
Discrimination belongs among decision support techniques that are frequently used at different application fields (bank clients scoring, repayment quality prediction, market segmentation etc.). The automation of the process of building discriminationmode ls brings new questions in the area of comparison of different models when conditions of discrimination can change and are not known precisely. This research is focused on the field of analysis quality of discrimination models and on the estimationand on the use of the receiver operating characteristic (ROC) curve and area under curve (AUC). Research purpose covers different levels: studying the properties of discrimination models, systematic arrangement and overview of the research resultsacquired from the literature dealing with ROC and AUC, deeper studying and developing of the possibilities of kernel estimates of ROC, and studying the possibilities of how to describe and compare the performance of different types of classification
Publications
Total number of publications: 27
2007
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Contribution to the bandwidth choice for kernel density estimates
Computational Statistics, year: 2007, volume: 22, edition: 1
2006
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A Comparative Study of Boundary Effects for Kernel Smoothing
Austrian Journal of Statistics, year: 2006, volume: 35/2006, edition: 2
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ALTERNATIVNÍ PŘÍSTUP K HODNOCENÍ KVALITY SPRÁVY ZEMÍ EU
Forum Statisticum Slovacum, year: 2006, volume: 2, edition: 4
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Boundary effects in kernel estimation of ROC curves
Year: 2006, type: Conference abstract
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Comparative Study of the Estimation of the Area Under the ROC Curves
Proceedings of the International Workshop on Spatio-Temporal Modelling (METMA3), year: 2006
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DATASTAT06
Year: 2006, type: Workshop
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Ekonomická aplikace statistických klasifikačních metod
Forum Statisticum Slovacum, year: 2006, volume: 2., edition: 5
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Metody odhadu ROC křivky
Forum Statisticum Slovacum, year: 2006, volume: 2., edition: 5
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Mnohorozměrné zobecněné lineární modely
Year: 2006, number of pages: 142 s.
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Použití shlukové analýzy k hodnocení podnikatelského prostředí vybraných regionů.
IV. International Scientific Conference, Management, Economics and Business Development in the New European Conditions, year: 2006