Rough Sets and Multivariate Statistical Classification: A Simulation Study |
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Authors: | Michael Doumpos Constantin Zopounidis |
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Affiliation: | (1) Department of Production Engineering and Management, Financial Engineering Laboratory, University Campus, Technical University of Crete, 73100 Chania, Greece |
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Abstract: | The classification of a set of objects into predefined homogenous groups is a problem with major practical interest in many fields. Over the past two decades several non-parametric approaches have been developed to address the classification problem, originating from several scientific fields. This paper is focused on the rough sets approach and the investigation of its performance as opposed to traditional multivariate statistical classification procedures, namely the linear discriminant analysis, the quadratic discriminant analysis and the logit analysis. For this purpose an extensive Monte Carlo simulation is conducted to examine the performance of these methods under different data conditions. |
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Keywords: | classification Rough sets theory multivariate statistics Monte Carlo simulation |
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