The aim of this thesis is comparison of selected classification methods which are logistic regression (binary and multinominal), multilayer perceptron and classification trees, CHAID and CRT. The first part is reminiscent of the theoretical basis of these methods and explains the nature of parameters of the models. The next section applies the above classification methods to the six data sets and then compares the outputs of these methods. Particular emphasis is placed on the discriminatory power rating models, which a separate chapter is devoted to. Rating discriminatory power of the model is based on the overall accuracy, F-measure and size of the area under the ROC curve. The benefit of this work is not only a comparison of selected classification methods based on statistical models evaluating discriminatory power, but also an overview of the strengths and weaknesses of each method.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:124516 |
| Date | January 2012 |
| Creators | Stecenková, Marina |
| Contributors | Řezanková, Hana, Berka, Petr |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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